GEOSTATISTICAL ANALYSIS OF THREE

DIMENSIONAL CURRENT PATTERNS IN

COASTAL OCEANOGRAPHY: APPLICATION
TO THE GULF OF LIONS (NW
MEDITERRANEAN SEA)

P. Monestiez1, A. Petrenko2, Y. Leredde2 and B. Ongari2

1
Unité de Biométrie, INRA, Domaine St Paul, Site Agroparc, 84914 Avignon Cedex
9, France.
2
Centre d'Océanologie de Marseille, LOB, Campus de Luminy, Case 901, 13288
Marseille Cedex 9, France

Abstract: Two geostatistical methods are used to map hydrodynamic patterns in the
Gulf of Lions (Mediterranean Sea). The aims are both methodological –
mapping vectorial data raises some difficulties – and applied – sampling
schemes from boat cruise are not convenient to get maps or to compare with
model output. From a large data set that was obtained from a shipboard ADCP
(Acoustic Doppler Current Profiler), stationary isotropic geostatistical models
were fitted for several horizontal layers. Vectors of current are characterized
by two components or by intensity and direction. A linear model of
coregionalization was used on vector components and compared to a second
approach that considers vectors as elements of the complex plane ¢. Then
interpolated maps were computed by ordinary cokriging and by ordinary
kriging in the complex plane for two different depths. Although some
difficulties remain unsolved due to the effect of time in the sampling scheme
or to some constrains (physical equations and limit conditions) that currents
must satisfy, the first results are already satisfactory and allow a better
understanding of spatial patterns than the simple plots of original data. The
same data set were also used in parallel for hydrological modelling using a
physical circulation model. Then the complex kriging approach was used to
address the spatial analysis of the residuals, i.e. difference between predicted
and observed current vectors. Residuals were highly structured in space.

367
X. Sanchez-Vila et al. (eds.), geoENV IV – Geostatistics for Environmental Applications, 367-378.
© 2004 Kluwer Academic Publishers. Printed in the Netherlands.
368 P. Monestiez, A. Petrenko, Y. Leredde and B. Ongari

Geostatistical methods confirmed their potential as complementary tools in

physical circulation model validation and error reduction for current pattern
predictions.

1. INTRODUCTION
The hydrodynamics of coastal areas is a central issue to assess and to
understand spatio-temporal distribution of biological and chemical
parameters related to resources, global fluxes or pollution assessment. The
Gulf of Lions system is mainly forced by strong physical and meteorological
influences as the Rhone river plume, very strong winds and mesoscale
current patterns (Millot, 1990). Preliminary studies at one permanent
monitoring site (SOFI monitoring station) and on the whole gulf during
cruises (MOOGLI cruises) were not able to deal with spatial pattern
descriptions but showed their importance and the necessity to get accurate
measurement of currents for the whole area in a short time interval (Petrenko
et al., 2002). This was done during the ten SARHYGOL cruises in 2000 and
2001 to identify main patterns and seasonal effects. In this study we focused
on one cruise (June 14-15, 2000) which was used for a physical modeling
study, that allowed us to compare data interpolation and circulation model
output.
It is not frequent in geostatistics to deal with directional or vectorial data.
Lajaunie and Béjaoui (1991) proposed a kriging in the complex plane and
developed some theory on the spatial covariance models. It is probably the
first example of covariance modelling in the complex plane. They applied it
to a case study on tidal data which was very similar to our problem. In fact,
their data derived from a physical model solved by a finite element method
and then sampled to test the geostatistical approach. However, they did not
restraint the model to a variogram structure in the complex plane which
would have been a less rich model. Some other cases can be found in Chilès
and Delfiner (1999) with the interpolation of directional derivatives of a
variable. They used a model of coregionalisation and then the cokriging.
Grzebyk (1993) in a different way developed some theory in the field, but
did not work on vectorial structures. His main results were an extention of
the classical linear model of coregionalization for two or more variables to
complex framework in order to model asymmetrical crosscovariances. A
synthesis of all theses first approaches is given in Wackernagel (1995)
completed by some considerations and analysis on the available models and
methods.
Geostatistical analysis of three dimensional current patterns 369

2. DATA, MODELS AND METHODS

2.1 Data set

Current data are measured by shipboard ADCP (Acoustic Doppler Current
Profiler) following a broken line route all over the Gulf of Lions (Figure 1) in
less than 48 hours. The sampling frequency is dense along the line (2773 points)
and in depth, every 4 meters from 8 meters to 240 meters deep, with a limit of a
few meters over the bottom. For several reasons and after checking the
experimental variograms on the total data set of 2773 locations, we regularized
the original data by pooling 8 successive points. In place of one measurement
every minute and every 250 m, we will work on one measurement every two
kilometers. The first advantage is to reduce the 2773 measurement to 367 with
very small changes on the experimental variograms (no nugget effect and linear
behavior close to the origine for most of them). The second advantage is to
reduce the number of redundant data that are very close along the trajectory in
kriging and cokriging, and to give consequently the possibility to enlarge the
neighborhood. The third reason comes from further comparison to physical
circulation model that needs to smooth very local turbulence patterns and to
compare data and model output on similar supports. Although patterns seems to
be very homogeneous for the greater depths, no regularization was done along
the vertical axis to keep a precise description of the variabilities close to the
surface.

Figure 1. Trajectory of the cruise on June 14-15, 2000 from and to the port of Marseilles.
2773 localized points with 58 different depths were measured but only the 367 regularized
points are plotted. The coast line is plotted as solid line. Dashed line is the 100m-deep isoline
and dotted line the 500m-deep isoline. Current data at the depth of 8m are symbolized by
vectors.
370 P. Monestiez, A. Petrenko, Y. Leredde and B. Ongari

2.2 Models and methods

Let be ZE(xD)and ZN(xD)  R2 the two East and North components of current
vector measured at site xD.

2.2.1 Linear model of coregionalization and cokriging on

isotopic data
Variograms and crossvariograms are defined by

1
J ij (h) E  Z i ( x)  Z i ( x  h)   Z j ( x)  Z j ( x  h)  where i, j  ^ E , N ` u ^ E , N `
2

They are modelled using a linear model of coregionalization and fitted using
the least squares procedure described in Goulard and Voltz (1992).

S
ī( h) ¦A
u 0
u g u ( h)

where ī(h) is the 2 X 2 matrix of Jij(h), S an adequate number of nested models,

Au are positive semi-definite matrices and gu(h) are normalized univariate
variograms.
Then two ordinary cokriging are solved at a site xo to compute for both the
East and North components

n n
Z E* ( xo ) ¦ ZD Z
D 1
E
E ( xD )  ¦ ZDN Z N ( xD )
D 1
n n
*
Z ( xo )
N ¦ Z 'D Z
D 1
N
N ( xD )  ¦ Z 'DE Z E ( xD )
D 1

where n is the number of isotopic data. We have the following conditions

n n n n

¦ ZD ¦
D D1
E
Z 'D
1
N
1 and ¦
D
ZD ¦ Z 'D
D 1
N

1
E
0

Whether the component k that we are interpolating is E or N, the ordinary

cokriging system is given by
n
­
° ¦ ¦ Z Ej J ij ( xD  xE )  Pi J ik ( xD  xo ) for i  ^E, N` ;D 1, n
° j^E, N` E 1
®
°
n
­0 if i z k ,
¦ Z Ei ® for i  ^E, N`
° ¯1 if i k ,
¯ E =1

where the left terms remain constant for a given neighborhood xi,…,xn and the
right terms depend on k  {E,N} xo.
Geostatistical analysis of three dimensional current patterns 371

2.2.2 Complex random field and ordinary complex kriging

Let Z(x)=ZE(x) + i ZN(x) be a random field that is defined on R2 and has
values in the complex plane ¢. The covariance and the variogram are then
defined by
C (h) E ª¬ Z ( x  h) Z ( x) º¼ where Z ( x) is the conjugate of Z ( x)
1 ª
J ( h) E  Z ( x )  Z ( x  h)   Z ( x )  Z ( x  h)  º
2 ¬ ¼
1 ª 2
E  Z ( x )  Z ( x  h)  º
2 ¬ ¼
Modelling J(h) does not raise any specific difficulties because it is always
real, and any model classically used in R may be used in ¢. It is not the case for
the covariance function that is richer than the variogram and allows a real and an
imaginary part. More details are given in Wakernagel (1995). In this study we
limit ourselves to model a variogram structure after computing the experimental
variogram on the norms of vector differences.
Complex kriging is then defined by
n
Z * ( xo ) ¦
D
ZD Z ( xD )
1

In theory, the weights ZD that are solution of a classical ordinary kriging

system belong to ¢, but because the variogram model is real, all imaginary parts
vanish in the solution. The kriging becomes vector as a vectorial sum of data
vectors, weighted by real coefficients. That would not be the case with a
covariance model including imaginary terms, and the kriging system resolution
would lead to complex weights.

2.2.3 Circulation hydrodynamic model

In parallel to this study, a circulation model, named “SYMPHONIE”, has
been implemented on a slightly larger area including the Gulf of Lions and a
deeper area east of Marseilles. This model, which is not the object of this paper,
is described in Estournel et al. (2002). The hydrodynamic equations are
implemented using a finite difference method on a grid with a horizontal lag of
three kilometers and varying vertical lag adjusted on the depth and denser close
to the sea surface. It starts from general conditions, and it is forced during two
weeks before measurements by meteorological conditions over the area (wind
and temperature) and by data on the input fluxes of the Liguro Provencal
Current (coming from the East) and of the Rhone river. The output of this
model, i.e. the circulation patterns, were then compared to the shipboard
measures at the same dates. The residuals were obtained by differences between
computed and measured currents, on both components, East and North, after a
linear interpolation of model output between the computation nodes.
372 P. Monestiez, A. Petrenko, Y. Leredde and B. Ongari

3. RESULTS

3.1 Vertical variogram structures

Experimental variograms were computed along the vertical using all data
points, i.e. 2773 boat locations. Each measurement boat location was considered
as a replicate, so no hypothesis of stationarity on the vertical direction was
necessary. It is possible to get an experimental value of the variogram for every
pairs of depths. On Figure 2, the variograms are displayed respectively for the
depths 8 m, 24 m, 48 m and 80 m with all the other measured depths every four
meters. For example, the variogram computed for differences of currents
between 24 m and other depths is null for 24 m and increases for depths that are
higher or lower. We can notice a non stationary pattern, with a larger variation
of current component for the same depth difference when the pair is closer to the
surface. Variogram lines for 48 m and 80 m show a smaller increase for small
differences and a lower sill on the right than those for 8 m or 24 meters.

Figure 2. Experimental variograms on vertical direction. Semi-variance of the differences

between the North components of current at 8~m and at all other depths (solid line and
circles), and respectively at 24 m (dotted line filled circles), 48 m (dotted line squares), 80 m
(solid line triangles).

It would be a difficult but possible task to model variograms including non-

stationarity, in order to get a general 3D model of spatial variations. It was not
done in this paper because the ADCP give systematically a dense sampling
scheme along the vertical from the depth of 8 m to a depth close to the sea
bottom. Consequently, spatial interpolations on the vertical direction do not pose
difficulties.
Geostatistical analysis of three dimensional current patterns 373

3.2 Coregionalization and cokriging horizontal maps

A coregionalization model was fitted to horizontal spatial variation at several
depths. Shown here are the results at two depths: 8 and 80 meters that are
representative of behavior close to the sea surface and at large depths. Data at
depths greater than 100 m were not processed because a too small part of the
study area was concerned due to bottom profile.

Figure 3. Experimental variograms and covariogram for North and East components of
current at the depth of 8 meters. Distances are in km on the horizontal plane. The fitted model
of linear coregionalization is plotted with solid lines.

Figure 4. Experimental variograms and covariogram for North and East components of
current at the depth of 80 meters. Distances are in km on the horizontal plane. The fitted
model of linear coregionalization is plotted with solid lines.
374 P. Monestiez, A. Petrenko, Y. Leredde and B. Ongari

The two variables are the East and the North components of the horizontal
current. Experimental variograms and crossvariogram are shown in figure 3. We
assumed isotropy. A model based on three elementary structures was fitted. The
structures were a nugget effect and two nested spherical models of range 20 km
and 50 km respectively. The nugget effect remains very small and differs
slightly from zero for the variogram on North component. The cross variogram
shows that spatial variations of North and East components are quite
uncorrelated at short distance, but become correlated when distance increases,
showing dependence patterns at the scale of 40 km or more.

Figure 5. Map of currents at the depth of 8 meters that was obtained by cokriging.

Figure 6. Map of currents at the depth of 80 meters that was obtained by cokriging. Image
legend is the same than for figure 5.

At the depth of 80 meters, the cross structure vanish and the two variograms
show more regularity close to the origin (Figure 4). The coregionalization was
Geostatistical analysis of three dimensional current patterns 375

decomposed in a spherical model of range 25 km and a gaussian variogram

model with a “range” parameter of 10 km. No nugget effect was needed.
In a second stage, cokriging of both N and E components were performed and
the map of currents rebuilt from the two components (Figure 5 and 6). On a
qualitative point of view the maps feature currents that are coherent with known
circulation pattern in this area. Crude interpolation did not lead to obviously
erroneous patterns as, for example, current pointing to the coast or currents
converging to a single point.

3.3 Variogram and kriging in the complex plane

In the complex plane, experimental variograms corresponding to the
variogram that was introduced in section 2.2.2 were computed and fitted, with a
spherical model for the 8m depth, and with a nested model composed of a
spherical and a gaussian variogram model for the 80 m depth (Figure 7).

Figure 7. Experimental variograms on horizontal direction computed on the complex plane.

Complex kriging was then applied to the map of currents at the depth of 8m and
results are shown in Figure 8. This method seems to work as well as the cokriging of
the current components. In fact, in this study, differences between maps obtained by
the two different krigings are smaller than differences we can observe when we
choose other variogram models as nested or simple exponential, suppressing or not
the nugget effect, in place of the two nested spherical models.

3.4 Comparison with circulation model and kriging of

residuals
To compare kriging interpolation to results of the physical circulation model
presented in section 2.2.3, we selected from the simulation output those which
correspond to the data measured on the boat trajectory, and then we computed the
residual vectors. A map of the data compared to the simulated current values along
the boat trajectory is given by Figure 9.
376 P. Monestiez, A. Petrenko, Y. Leredde and B. Ongari

Figure 8. Map of currents at the depth of 8 meters that was obtained by complex kriging.
Image legend is the same than for figure 5.

Using these residual vectors as data, we reapply the complex kriging method -
after residual variogram fitting - in order to get a kriged map of residuals. Figure 10
shows the result for the depth of 8 meters. It looks like an over estimation of main
stream current (or a bad positioning too close to the coast) by the model and a wrong
rotation pattern in the western part of the Gulf of Lions.

4. CONCLUSION AND DISCUSSION

We proposed two different kriging methods, coregionalization and
complex, for interpolating maps of vectors. The theory tells us that the
coregionalization approach on the components should be the more effective.
In fact, for our data set, the two approaches give very close results, the
second one with complex kriging is a lot simpler to implement with the
restriction to variogram and not with the richer class of complex covariance.
Nevertheless, it is too early to generalize this result, and other patterns in
data could make the coregionalization approach more relevant.
Another point is that we did quite crude interpolation ignoring that the
vector field has to honor physical differential equations, or at least to be
reasonably close to solutions of the physical circulation equations. In our
case, results are quite good although the coast was only considered as a mask
and not as a boundary. Chilès (2001) and in Chilès and Delphiner (1999)
proposed some interpolations that honor known boundary conditions on flux.
We could here impose to the current component that is orthogonal to the
coast line to be null. More generally, specific models of covariance have
been proposed to honour the physical framework of differential equations
and get ad-hoc kriging or conditional simulations (Chilès and Delphiner,
1999). For that purpose, the physical circulation model is plugged in the
Geostatistical analysis of three dimensional current patterns 377

simulation procedure and the covariance estimation. A counter part is a great

loss in generality and simplicity when researchers in oceanography need
simple and robust tools to help understanding differences between modeled
circulation patterns and those derived from sparse data or boat cruises.

Figure 9. Measurement of currents (in black) along the trajectory compared with the output of
the circulation model (in gray, same scale) at same time, same location and at the depth of 8
meters.

Figure 10. Map of the residuals (data versus circulation model) at the depth of 8 meters that
was obtained by complex kriging.

A last point concerns the time. The boat cruise takes some time and the
currents may change in between. This can be checked when the boat crosses
it own trajectory. We tried to take into account the time but there was some
time-space confounding effects in the measurement procedure itself. For
most data, because of the constant boat speed, a pair of points at a given
distance corresponds to a given time lag. So it is impossible to get points at
different distances for a given time lag excepted if two boats are
simultaneously measuring currents, and it was not possible to get regularly
spaced time intervals for points at a given small distance for this kind of boat
trajectories. Improvement could be easily done with a boat trajectory that
378 P. Monestiez, A. Petrenko, Y. Leredde and B. Ongari

often comes back on itself or stops to get a better and “orthogonal” sampling
of time and space pairs. Modelling fully time and space components in the
variogram model should improve comparisons between circulation models
and data.

ACKNOWLEDGMENTS
This work was supported by the PNEC (National Program for Coastal
Environment) of the CNRS (French National Institute for Scientific
Research). During most part of this research, Pascal Monestiez was visiting
the Centre d'Océanologie de Marseille (Université de la Méditerranée -
Marseille II) which supported his stay.

REFERENCES
1. Chelton D. B. (1994). Physical oceanography: a brief overview for statisticians. Statistical
Science, 9:150-166
2. Chilès, J-P. (2001). Hydrogeology and geostatistics. In geoENV III: Geostatistics for
Environmental Applications, Monestiez P., Allard D. and Froidevaux R. Eds, Kluwer
Academic Publishers, Dordrecht, 1-16.
3. Chilès, J-P. and Delfiner, P. (1999).Geostatistics: Modeling Spatial Uncertainty. Wiley Series in
Probability and Statistics, Wiley. 695 p.
4. Courault, D. and Monestiez, P. (1999). Spatial interpolation of air temperature according to
atmospheric circulation patterns in Southeast France. International Journal of Climatology,
19:365-378.
5. Cressie, N. (1993). Statistics for Spatial Data, rev. edn. Wiley: NY, 900 pp.
6. Estournel C., Durrieu de Madron, X., Marsaleix, P. Auclair, F., Julliand, C. and Vehil, R. (2002).
Oberservation and modelisation of the winter coastal oceanic circulation in the Gulf of Lions
under wind conditions influenced by the continental orography (FETCH experiment). J.
Geophys. Res. (in press).
7. Goulard, M. and Voltz, M. (1992). Linear coregionalization model: tools for estimation and
choice of multivariate variograms. Mathematical Geology, 24:269-286.
8. Grzebyk, M. (1993). Ajustement d'une Coré gionalisation Stationnaire. Thesis, Ecoles des Mines
de Paris, 154 pp.
9. Lajaunie Ch. and Béjaoui R. (1991). Sur le krigeage des fonctions complexes. Note interne N-
23/91/G. Centre de Géostatistique, Ecole des Mines de Paris, Fontainebleau, 24pp.
10. Millot, C. (1990) The Gulf of Lion's hydrodynamics. Continental shelf Research, 10:885-894.
11. Panel on statistics and oceanography (1994). Report on statistics and physical oceanography
(with discussion) Statistical Science, 9:167-221
12. Petrenko, A. (2002). Circulation features in the Gulf of Lions, NW Mediterranean sea; summer
versus winter conditions. Oceanol. Acta, N° special PNEC-Golfe du Lion (in press).
13. Wackernagel, H. (1995). Multivariate Geostatistics, Springer-Verlag, Berlin, 256 pp.