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:

xβ ●
h
●
xα

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

 2
z(x + h) − z(x)
2
 The Variogram Cloud

Variogram values are plotted against distance in space:

(z(x+h) − z(x)) 2
2

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 The Experimental Variogram

Averages within distance (and angle) classes hk are

computed:
γ (hk)

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h1 h2 h3 h4 h5 h6 h7 h8 h9
 The Theoretical Variogram

A theoretical model is fitted:

γ (h)

h
 The theoretical Variogram
Variogram: average of squared increments for a spacing h,

1 h 2 i
γ(h) = E Z(x+h) − Z(x)
2
Properties
- zero at the origin γ(0) = 0
- positive values γ(h) ≥ 0
- even function γ(h) = γ(−h)
The variogram shape near the origin is linked to the
smoothness of the phenomenon:

Regionalized variable Behavior of γ(h) at origin

smooth ←→ continuous and differentiable
rough ←→ not differentiable
speckled ←→ 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 ,

1
(Z(xα ) − Z(xβ ))2
X
γ ? (hk ) =
2 N(hk )
xα −xβ ∈hk

where N(hk ) is the number of lags h = xα −xβ within

the distance (and angle) class hk .
 Example 1D
Transect :
 Example 1D
Transect :

1
γ ? (1) = (02 + 22 + 02 + 12 + 32 + 42 + 22 + 42 + 02 ) = 2.78
2×9
1
γ ? (2) = (22 + 22 + 12 + 22 + 12 + 62 + 62 + 42 ) = 6.38
2×8
 Example 1D
Transect :

1
γ ? (1) = (02 + 22 + 02 + 12 + 32 + 42 + 22 + 42 + 02 ) = 2.78
2×9
1
γ ? (2) = (22 + 22 + 12 + 22 + 12 + 62 + 62 + 42 ) = 6.38
2×8
 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 Variogram Cloud
(small datasets)

2) Experimental variogram 3) Theoretical variogram

 Nugget-effect variogram
The nugget-effect is equivalent to white noise

1.0
0.8
VARIOGRAM

0.6
0.4
0.2
0.0
●

0 2 4 6 8 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 γ(h)

Rough Smooth Rough

Spherical model Cubic model Exponential model

1.0
1.0

1.0

0.8
0.8

0.8
VARIOGRAM

VARIOGRAM

VARIOGRAM
0.6

0.6

0.6
0.4

0.4

0.4
0.2

0.2

0.2
0.0

0.0

0.0
0 2 4 6 8 10 0 2 4 6 8 10 0 2 4 6 8 10

DISTANCE DISTANCE DISTANCE

Linear at origin Parabolic Linear

 Power model family
Unbounded variogram variogram models

γ(h) = |h|p , 0<p≤2

4

p=1.5
3

p=1
VARIOGRAM

p=0.5
1
0

−10 −5 0 5 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:

γ(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.
γ (h)

1.0

0.5
short range

long range
nugget

0.0 h
0. 1. 2. 3. 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

100

Mean annual fertility ’90

50

100 500 5000 10000 25000 50000 5e+05

Nb of women per "commune"

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.

100. M1
D1
90.

Variogram : FERT500
80.

70.

60.

50.

40.

30.

20.
Directional 10.

variograms 0.
0. 100. 200. 300. 400.
show isotropy. Distance (km)
short range long range

The variogram characterizes three scales:

micro-, small- and large-scale variation.
 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 Chilès 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 Lantuéjoul.
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