Basics in Geostatistics 1

Geostatistical structure analysis:

The variogram
Hans Wackernagel
MINES ParisTech

NERSC April 2013

http://hans.wackernagel.free.fr

Basic concepts

Geostatistics

Hans Wackernagel (MINES ParisTech)

Basics in Geostatistics 1

NERSC April 2013

2 / 32

Geostatistics

Geostatistics is an application of
the theory of Regionalized Variables
to the problem of predicting spatial
phenomena.
Georges Matheron (1930-2000)
Note: the regionalized variable (reality) is viewed as a realization
of a random function, which is a collection of random variables.

Geostatistics has been applied to:

geology and mining since the 50ies,
natural phenomena since the 70ies.
It (re-)integrated mainstream statistics in the 90ies.

Geostatistics

Geostatistics is an application of
the theory of Regionalized Variables
to the problem of predicting spatial
phenomena.
Georges Matheron (1930-2000)
Note: the regionalized variable (reality) is viewed as a realization
of a random function, which is a collection of random variables.

Geostatistics has been applied to:

geology and mining since the 50ies,
natural phenomena since the 70ies.
It (re-)integrated mainstream statistics in the 90ies.

Concepts
Variogram: function describing the spatial correlation of a
phenomenon.

Concepts
Variogram: function describing the spatial correlation of a
phenomenon.
Kriging: linear regression method for estimating values at
any location of a region.

Daniel G. Krige (1919-2013)

Concepts
Variogram: function describing the spatial correlation of a
phenomenon.
Kriging: linear regression method for estimating values at
any location of a region.

Daniel G. Krige (1919-2013)

Conditional simulation: simulation of an ensemble of

realizations of a random function,
conditional upon data for non-linear estimation.

Stationarity
For the top series:
stationary mean and variance make sense

For the bottom series:

mean and variance are not stationary,
actually the realization of a non-stationary process
without drift.
Both types of series can be characterized with a variogram.

Structure analysis

Variogram

Hans Wackernagel (MINES ParisTech)

Basics in Geostatistics 1

NERSC April 2013

6 / 32

The Variogram
 
x1
The vector x =
: coordinates of a point in 2D.
x2
Let h be the vector separating two points:
D
x
h

We compare sample values z at a pair of points with:



z(x + h) z(x)
2

2

The Variogram Cloud

Variogram values are plotted against distance in space:
(z(x+h) z(x)) 2
2

The Experimental Variogram

Averages within distance (and angle) classes hk are
computed:
(hk)

h1 h2 h3 h4 h5 h6 h7 h8 h9

The Theoretical Variogram

A theoretical model is fitted:

(h)

The theoretical Variogram

Variogram: average of squared increments for a spacing h,
(h) =

2 i
1 h
E Z(x+h) Z(x)
2

Properties
- zero at the origin
- positive values
- even function

(0) = 0
(h) 0
(h) = (h)

The variogram shape near the origin is linked to the

smoothness of the phenomenon:
Regionalized variable
smooth
rough
speckled

Behavior of (h) at origin

continuous and differentiable
not differentiable
discontinuous

Structure analysis

The empirical variogram

Hans Wackernagel (MINES ParisTech)

Basics in Geostatistics 1

NERSC April 2013

12 / 32

Empirical variogram

Variogram: average of squared increments for a class hk ,

X
1
? (hk ) =
(Z(x ) Z(x ))2
2 N(hk )
x x hk

where N(hk ) is the number of lags h = x x within

the distance (and angle) class hk .

Example 1D
Transect :

Example 1D
Transect :

? (1) =
? (2) =

1
(02 + 22 + 02 + 12 + 32 + 42 + 22 + 42 + 02 ) = 2.78
29
1
(22 + 22 + 12 + 22 + 12 + 62 + 62 + 42 ) = 6.38
28

Example 1D
Transect :

? (1) =
? (2) =

1
(02 + 22 + 02 + 12 + 32 + 42 + 22 + 42 + 02 ) = 2.78
29
1
(22 + 22 + 12 + 22 + 12 + 62 + 62 + 42 ) = 6.38
28

Example 2D

The directional variograms overlay: the variogram is isotropic.

Variogram: anisotropy
Computing the variogram for two pairs of directions.

The anisotropy becomes apparent when computing the pair of

directions 45 and 135 degrees.

Variogram map: SST

Skagerrak, 30 June 2005, 2am

The variogram exhibits a more complex anisotropy:

different shapes according to direction.
.

Structure analysis

Variogram model

Hans Wackernagel (MINES ParisTech)

Basics in Geostatistics 1

NERSC April 2013

18 / 32

Variogram calculation and fitting

1) Sample map

2) Experimental variogram

Variogram Cloud
(small datasets)

3) Theoretical variogram

Nugget-effect variogram

0.6
0.4
0.0

0.2

VARIOGRAM

0.8

1.0

The nugget-effect is equivalent to white noise

10

DISTANCE

No spatial structure

Discontinuity at the origin

Three bounded variogram models

The smoothness of the (simulated) surfaces is linked to
the shape at the origin of (h)

Rough

Smooth

10

DISTANCE

Linear at origin

0.8
0.6
0.4

VARIOGRAM

0.0

0.2

1.0
0.8
0.6
0.4

VARIOGRAM

0.0

0.2

0.8
0.6
0.4
0.2
0.0

VARIOGRAM

Exponential model
1.0

Cubic model

1.0

Spherical model

Rough

DISTANCE

Parabolic

10

DISTANCE

Linear

10

Power model family

Unbounded variogram variogram models

(h) = |h|p ,
4

0<p2

p=1.5

p=0.5

VARIOGRAM

p=1

10

10

DISTANCE

Observe the different behavior at the origin!

Nested variogram

Nested variogram
and corresponding random function model

Hans Wackernagel (MINES ParisTech)

Basics in Geostatistics 1

NERSC April 2013

23 / 32

Nested Variogram Model

Variogram functions can be added to form a nested variogram

Example
A nugget-effect and two spherical structures:
(h) = b0 nug(h) + b1 sph(h, a1 ) + b2 sph(h, a2 )
where:
b0 , b1 , b2 represent the variances at different scales,
a1 , a2 are the parameters for short and long range.
(h)
1.0

0.0
0.

1.

2.

3.

long range

nugget

short range

0.5

4.

5.

6.

7.

8.

9.

10.

11.

Nested scales

We can define a random function model that goes with the

nested variogram:
Z(x) =

Y0 (x) + Y1 (x) + Y2 (x)

| {z }
| {z }
| {z }

micro-scale

small scale

large scale

This statistical model can be used to extract a specific

component Y(x) from the data.

Filtering

Case study: human fertility in France

Hans Wackernagel (MINES ParisTech)

Basics in Geostatistics 1

NERSC April 2013

26 / 32

Fertility in France
Mean annual number of births per 1000 women over the 90ies
150

Mean annual fertility 90

100

50

0
100

500

5000
10000
25000
Nb of women per "commune"

50000

5e+05

FERT500 class

FERT500: index for communes with 100 to 500 women.

Scales identified on the variogram

Three functions are fitted: nugget-effect, short- and long-range sphericals
110.

Variogram : FERT500

100.

Directional
variograms
show isotropy.

M1
D1

90.
80.
70.
60.
50.
40.
30.
20.
10.
0.

0.

100.

200.

300.

Distance (km)

short range

long range

The variogram characterizes three scales:

micro-, small- and large-scale variation.

400.

Filtering large-scale component

Micro- and small-scale components are removed

Fertility tends to be particularly high in the eastern Bretagne

and above average in the Auvergne.

Conclusion

Summary

We have seen that:

the variogram model characterizes the variability at
different scales,
a random function model with several components can be
associated to the structures identified on the variogram,
these components can be extracted by kriging and
mapped.
We will see next how to formulate different kriging algorithms.

Hans Wackernagel (MINES ParisTech)

Basics in Geostatistics 1

NERSC April 2013

30 / 32

References
JP Chils and P Delfiner.
Geostatistics: Modeling Spatial Uncertainty.
Wiley, New York, 2nd edition, 2012.
P. Diggle, M. Fuentes, A.E. Gelfand, and P. Guttorp, editors.
Handbook of Spatial Statistics.
Chapman Hall, 2010.
C Lantujoul.
Geostatistical Simulation: Models and Algorithms.
Springer-Verlag, Berlin, 2002.
H Wackernagel.
Multivariate Geostatistics: an Introduction with
Applications.
Springer-Verlag, Berlin, 3rd edition, 2003.

Software

Public domain
The free (though not open source) geostatistical software
package RgeoS is available for use in R at:
http://rgeos.free.fr
R is free and available at http://www.r-project.org/
R can be used in a matlab-like graphical environement by
installing additionnally: http://www.rstudio.com/ide/
Commercial
The window and menu driven software Isatis is available
from: http://www.geovariances.com