VARIOGRAM MODELING AND ESTIMATION

by

Norman E. LeMay, Jr.

B.S., University of Colorado at Denver, 1995

A thesis submitted to the

University of Colorado at Denver

in partial fulfillment

of the requirements for the degree of

Master of Science

Applied Mathematics

1998
This thesis for the Master of Science

degree by

Norman E. LeMay, Jr.

has been approved

by

Weldon Lodwick

s /b/ct 5
Date
LeMay, Norman E.(M.S., Applied Mathematics)

Variogram Modeling and Estimation

Thesis directed by Professor James R. Koehler

ABSTRACT

Kriging is a form of spatial interpolation. A model, Z(x) = JJ(x) + c5(x) is

considered for the region D, where JJ(x) represents the global variability and

c5(x) is a zero mean, stationary random process which represents small scale

variability. An estimator for Z(x 0 ) is Z(x 0 ) = XZ(x). It will be shown that

the A's depend on the spatial covariance function. Kriging assumes a known

covariance function, but in practice, the covariance function is unknown, and

is estimated from the data.

A.n alternative function to represent spatial variability is the variogram,

hom which the covariance, under certain conditions can be derived. The

main emphasis of this thesis is estimating the variogram used in Kriging. The

first chapter presents background to the geostatistical problem. Chapter two

presents the theoretical framework for variogram modeling. Random functions,

moments of random functions, stationary, along with variogram functions and

lll
graphs are defined and discussed in this chapter. Chapter three discusses es-

timation of the variogram, including sampling, terminology used in estimating

variograms, estimators and how to fit a true variogram to a sample variogram.

Chapter four illustrates this material by analyzing a topographical data set.

An analysis of this data set will show trend removal, simulations to aid in as-

sessing anisotropy, and the final kriging surface along with the standard error

surface.

This abstract accurately represents the content of the candidate's thesis. I

recommend its publication.

James R. Koehler

!V
 ACKNOWLEDGEMENTS

My sincere thanks to my parents, Norman E. and Deanna F. LeMay. With-

out their loving support, kindness and encouragement, I would have not been

able to complete this goal. A great debt of gratitude is owed to my long suffer-

ing advisor, Dr. James R. Koehler. His encouragement, advising and patience

has gone above and beyond the call of duty as mentor and friend. Thanks Dr.

Koehler from the bottom of my heart.

v
 CONTENTS

Chapter

l. Introduction .......................... 1

1.1 Motivation . . . . . . . . . . . . . . . . . . . . . . . . . . 1

1.2 Outline . . . . . . . . . . . . ' ......... ' .... . 3

2. Terminology . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

2.1 Random Function ....... ' ............. . 6

2.2 Properties of Random Functions 7

2.2.1 First Moments . ' ' ........... ' .... . 7

2.2.2 Second Moments . ' ........... ' .... . 7

2.3 Stationarity . . . . . . . ........... ' ..... ' 8

2.3.1 Strict Stationarity ............ ' . ' 8

2.3.2 Covariance Stationarity 9

2.3.3 Intrinsic Stationarity 11

2.4 Variograrn Properties .. . . . . . ' ........... . 11

2.4.1 Ordinary Kriging 11

2.4.2 Functions and Graphs 17

VI
 2.4.3 Isotropic Transition Models 17

2.4.4 Non-transition models 19

2.4.5 Hole Effect Models . 21

2.5 Anisotropy . . . . 21

2.5.1 Geometric 24

2.5.2 Sill Anisotropy 27

2.5.3 Range Anisotropy 29

2.5.4 Nugget Anisotropy . 30

3. Data Analysis ... 31

3.1 Sample Design 32

3.1.1 Gridded Data 32

3.1.2 Non-Gridded Data . 34

3.2 Estimators . . . . . . . . . 36

3.3 Computing Sample Variograms 37

3.4 Diagnostic Tools . . . . . . 39

3.5 Fitting Sample Variograms 41

4. Analysis of Topographical Data Set 43

4.1 Exploratory Data Analysis 43

4.2 Variogram Analysis 46

4.3 Simulation . . . . . 51

Vll
 4.4 Completion of Original Data 55

4.5 Kriging . . . . . . . 55

4.6 Concluding remarks and open questions 58

References . 60

Vlll
 FIGURES

Figure

2.1 Spherical model .. 18

2.2 Exponential Model 19

2.3 Gaussian Model .. 20

2.4 Power model: ol( h) = x2 . 20

2.5 Logarithmic Model 21

2.6 Hole-Effect Model . 22

2. 7 Variogram contour surface with anisotropy 23

2.8 Variograms representing geometric anisotropy. 24

2.9 Transformed Axis . . . . . 25

2.10 Sill anisotropy variograms. 27

2.11 Nugget Anisotropy. 30

3.1 Coal Ash Data Set . 33

3.2 Data which are not on a grid 34

3.3 Non-Gridded Data . . . . . . 35

!X
3.4 Omnidirectional variogram of elevation data. The parameters

need to be adjusted to smooth the sample variogram. 38

3.5 Omnidirectional variograrn of elevation data after parameter

adjustment . . . . . . . . . . . . . . . 39

4.1 Various Plots of Topographical Data . 45

4.2 Plots of GAM output . . . 47

4.3 Various Plots of Residuals . 48

4.4 Directional Variogram of Residuals . 49

4.5 Contour of the Variogram Surface . 50

4.6 Omnidirectional variogram, number of lags equal 10 52

4.7 Directional variogram, nlag=10, tol.azimuth=40 .. 52

4.8 Directional Variogram and Variograrn Surface Plots 54

4.9 Weighted least squares fit of omnidirectional variograrn 56

4.10 Results from Kriging. . . . . . . . . . . . . . . . . . . . 57

X
1. Introduction

1.1 Motivation

In my first semester of graduate school, I was working with my advisor on

propagation of errors in maps. We were continuing some research that he had

done previously and this led me into spatial statistics and Geographical Infor-

mation Systems (GIS). Wanting to further my understanding of these spatial

problems, I took some statistics courses and an independent study in geostatis-

tics, after which I transfered into the statistics program. I found the problems

in spatial statistics, especially geostatistics, intriguing and wanted to further

my knowledge. The problems encountered in geostatistics involve spatial in-

terpolation and structural analysis. Spatial interpolation, known as kriging,

and structural modeling, known as variogram estimation are two particular

problems in geostatistics that seemed interesting.

Kriging is a method of spatial interpolation used in geostatistics. The

kriging model is posed as follows. Let D, a design space, be a fixed subset

of iRd A location in D is denoted as x. Sampling cannot be done at every

point in the design region, so a finite sampling is done in D at locations x,

1
for i = 1, ... , n. An unsampled location is denoted x 0 . We want to measure

some feature in the design region such as carbon monoxide, elevation, depths to

underground water. Thus, the measurement is unknown and Z(xi) is treated

as a random variable. The objective is to estimate Z(x 0 ).

A spatial random process, Z(x), is modeled as, Z(x) = p,(x) + o(x) where

p,(x) models the large scale variability (trend) of the spatial random process

Z(x) and o'(x) is a zero mean stationary stochastic process, with covariance

function, C(h). It is obvious that the random variables Z(xi) and Z(xj) are

similar at a small separation distance. For the unsampled location, we can

form the estimator Z(x 0 ) = XZ(x), where Ai are weights.

Three models for kriging are: simple, ordinary and universaL In simple

kriging, the mean, p,(x) is known and constant, p,(x) = Jl, and the covariance

function, C(h) is known. In Ordinary kriging, the mean is unknown but as-

sumed constant, and the covariance function C(h) is known. Ordinary kriging

is presented in Section 2.4. Finally, in universal kriging, the mean p,(x) is un-

known and is estimated by a finite polynomial, and the covariance function is

known.

In practice, the covariance function is usually unknown, and is estimated

from the data. I will show in section 2.4 that the kriging weights; A, are in

terms of the covariance between all sampled locations,C(Z(x +h), Z(x)), and

2
the covariance between the sampled locations and the unsampled locations

C(Z(xo), Z(xi)).

The variogram is an alternative method to estimate variability in the design

region D. In practice, the variogram is estimated, and the covariance function,

under second order stationarity assumptions, is derived from the variogram.

This derivation and definition is found in chapter two. In fact, kriging can

be done in terms of the variogram function, 1(h), rather than the covariance

function, C(h).

1.2 Outline

Stochastic modeling concepts used in geostatistics, e.g. random functions,

moments of a random function, stationarity, the variogram, isotropy and anisotropy

are defined in chapter two. Chapter three presents methods to estimate the

variogra.m from data. For example, the classical estimator clue to Matheron [5]

and a robust estimator clue to Cressie [5] are introduced. How to assess the

assumption of stationarity, how to compute a sample variogram if the data are

on a grid or not on a grid, different sampling schemes to collect data in the

design region are also discussed in this chapter. Finally in chapter four, an

example using topographical data is presented showing how the techniques in

chapters two and three are implemented. I also use simulation to aid in the

3
analysis of the variogram modeling process. Finally, ordinary kriging is used to

obtain the surface of the topological data and is shown along with the standard

error surface.

4
2. Terminology

Let x 1 , ... , Xn be spatial locations in a design region. The design region is

denoted as D and is contained in 3td At each location, xi, i = 1, ... , n, a mea-

surement is taken. Denote the sample measurement as z(x;). Stochastically,

let Z(x;) denote a random variable, which z(x.i) is a realization. Within the

design region, these random variables are spatially correlated. Measurements

that are close together tend to be more similar in value than measurements fur-

ther apart. Statistically, random variables closer together are more correlated

than random variables further apart. I will use the above notation through-

out this thesis to denote spatial locations, x;, sample measurements, z(x.;) and

random variables, Z(x;). Furthermore, locations X; and Xj are separated by

a distance vector h. Here, h includes both magnitude and direction. Alter-

natively, two locations are denoted by x, x +h. The language of geostatistics

includes terms such as random functions, stationarity, variogram, covariogram,

isotropy and anisotropy. All these terms are defined in this chapter along with

other geostatistical terminology.

5
2.1 Random Function

Randomness in geostatistics is described by a Random }unction. In geo-

statistics, a random function is defined on all x E D and produces random

variables for each x. In general, a random function, Z(x) is characterized

by the set of all its n-variate cdfs for any number n and any choice of the n

locations, X;, i = 1, ... , n:

In particular, we will be concerned with the bivariate cdf of two random

variables, Z(xi) and Z(x 2 ):

(2.2)

More general properties of random functions can be found in [26]

A few observations are in order. Two locations x; and Xj are separated by

a distance vector h has both magnitude and direction. The two locations will

be denoted as x and x + h. The random variables are dependent for small

llhll· Realizations of the random variable are denoted, z(x). Lastly, we have

only one realization of the random variables (i.e. we do not have replication).

For example, if we take elevation measurements and repeat the measurements,

baring any measurement errors, we will have the same results. This leads

to the needed statistical assumption of stationarity, presented in section 2.3.

6
Although in practice we do not know the underlying random function, we will

use the data to find two properties of the random function, namely the first

and second moments.

2.2 Properties of Random Functions

2.2.1 First Moments Recall from classical statistics, the first moment

of a random variable is defined by the formula

E[X] = J: xf(x)dx = Jl

Similarly in geostatistics, when we impose a distribution, the first moment

is defined by the formula:

E[Z(x)] = m(x)

when it exists. As seen, the mean of spatial data is a function of the locations,

X.

2.2.2 Second Moments Second moments of spatial data, when they ex-

ist, have three forms. First is the a priori Variance, when it exists and is

defined,

Definition 1 (Variance)

Var[Z(x)] = E[(Z(x)- m(x)) 2 ] (2.3)

7
If Var[Z(xi)] and Var[Z(x1)] exists, then the Covariance exists and is defined

as,

Definition 2 (Covariance)

C(x.;, x1) = E [(Z(xi)- m(xi)) (Z(xJ)- m(x1))] (2.4)

Lastly, the variance of the difference of two random variables known as the

Variogram, and is defined as,

Definition 3 (Variogram)

(2.5)

Cressie [5] notes that some people have defined the variogram as, 21(x 1 , x 2 ) =

E [(Z(x +h) - Z(x)/]. This works fine when m(x) is constant Vx ED. Note

that all the above functions depend on locations xi and x 1 .

2.3 Stationarity

Recall, there is only one realization of Z(x). Since there are no replications,

we need some sort of assumptions for statistical inference. The assumptions

made regard various degrees of spatial homogeneity. Homogeneity allows us

to view z(x) and z(x + h) as two different realizations of the same random

variable.

2.3.1 Strict Stationarity

8
Definition 4 (Strict Stationarity) A random function {Z(x),x E D} is

said to be Strictly Stationary within the field D if its multivariate cdf is invari-

ant under any translation of the N coordinate vectors, that is,

I should mention that strict stationarity is also referred as strong station-

arity or wide sense stationarity.

2.3.2 Covariance Stationarity Covariance stationarity, also known in

the literature as second order stationarity, is a weaker form of stationarity

than strict stationarity.

Definition 5 (Covariance Stationarity) A random function Z(x) satisfy-

mg

• E[Z(xi)- Z(xJ)] = 0 V Xi, Xj and

• For Z(x), Z(x + h), the covariance exists and depends only on the sepa-

ration distance h.

A property from the definition 5 is,

C(h) = E[Z(x + h)Z(x) - m2 ] V x (2.7)

where m is the true mean of the distribution.

Having defined covariance stationary, we can notice some important conse-

quences. For example, assuming the random function is covariance stationary,

9
we can find a relationship between the covariance function and the variogram.

Recall equation 2.3:

Var[Z(x)]

= E [Z(x) 2 - 2Z(x)m + m 2]

E[Z(x?J - 2mE[Z(x)] + m2

E[Z(x) 2 ] - m2

From equation 2.7, we have

This states the variance of a spatial random variable, under the covariance

stationarity assumption is the covariance function with no translation.

A relationship exists between the variogram and the covariogram (see equa-

tion 2. 7). Under covariance stationarity:

!(h) = ~E [(Z(x+ h)- Z(x)) 2]

~ ( E[Z(x + h) 2] - 2E[Z(x + h)Z(x)] + E[Z(x) 2J)

~ (E[Z(x + h) 2 ] -- 2E[Z(x + h)Z(x)J + C(O) + m 2 )

~ (E[Z(x + h) 2 ] - 2(C(h) + m 2 ) + C(O) + m 2 )
- ~ [c(o) + m2 - 2C(h)- 2m 2 + C(O) + m2 ]

C(O)- C(h) (2.8)

10
2.3.3 Intrinsic Stationarity An even weaker form of stationarity is that

of Intrinsic Stationarity.

Definition 6 (Intrinsic Stationarity) A random variable Z(x) is intrinsi-

cally stationary if the following two conditions hold

• E[Z(x)] = m \f x.

• Z(x +h) - Z(x) has a finite variance and does not depend on x.

Hence the following notation,

Var[Z(x +h) - Z(x)] = 2r(h) \f x (2.9)

2.4 Variograrn Properties

The variogram was defined in equation 2.5. Under intrinsic stationarity

conditions, the variogram can also be defined as follows:

2r(h) = E [(Z(x +h)- Z(x)) 2 ] (2.10)

The former definition is a more universal definition. The intrinsic assumption

allows for infinite variance, whereas the covariance hypothesis allows only for

finite variance. For the rest of this thesis, I will be using the definition in

equation 2.10, since I will be assuming intrinsic stationarity, which is least

restrictive of the three forms of stationarity.

2.4.1 Ordinary Kriging Variography [15] is irnportant for kriging. Con-

sider the following model:

11
 Z(x) = !L + o(x) X E D (2.11)

where o(·) is a zero-mean stochastic process with known covariance function.

We will assume the model in equation 2.11 along with the model assump-

tions that o(-) is a zero mean stochastic process with variance modeled by a

known covariance function. Further assume the first order component, /L, is

constant in the region, but unknown. Using the data, we would like to predict

at an unsampled location using a linear estimator. }orm the linear estimator,

Z(xo) = xtz(x)

We would like our estimator to be unbiased and have minimum variance. For

the predictor to be unbiased this means, E [z(x 0 ) - Z(x)] = 0, or

E [Z(xo)] = !L = E [z(xol]

E [~x;Z(x;)J
n
L XiE [Z(x;)]
i=O

i=O

Since E[Z(x)] = !L 1;/x ED. The mean squared error is:

12
evaluating each term,

E[Z 2 ] E[(XZ) 2 ]

E[XZZ',\]

XE[ZZ'],\

X(C + .u2 [1]n),\ (2.12)

Where C is a n x n covariance matrix for all sample locations. The next term,

E[ZZJ = E[XZZ]

XE[ZZJ

X(c + .u 2 1) (2.13)

c is a n x 1 vector of covariance between the unsampled location and sample

locations. The final term,

(2.14)

in combination with equations 2.12 2.13 and 2.14, leads to:

Q(,\) = X(C + .u 2 [1]n),\- 2(X(c + .u 2 1)) + u 2 + .u2 (2.15)

We have a constraint on the A's which must sum to one. Using Lagrange

multipliers 1, we can take the derivative of Q and solve for ,\:

1
The Lagrange multipliers will be denoted by v.

13
Taking the derivative and setting it equal to zero,

G\- c+ vl 0

C.\+ vl c

and including the unbiased constra int gives

where:

1 1 0

and Cij is the covariance between location i and j,

Ao

,\+ =
An
v

co1

c+ =
Con

14
hence if c+ is invertible,

(2.16)

Cressie [5] does the above analysis in terms of the variogram. Also, the solution

to the kriging system yields a best linear unbiased predictor (BLUP) of Z(x 0 ).

The solution to the kriging system requires C to be invertible. Let Y be a

linear combination of Z(xi)'s and let Z(xi) have expectation m and covariance

C(h) or semi-variogram r(h). Y is a random variable, hence, the variance of

Y must be positive or 0.
rn
Y = :z= ),iZ(xi) (2.17)
i=l

for any weight ),i . The variance of Y can be written as:

Var(Y) = :z= :z= ),i),JC(xi- x 1 ) 2: 0 (2.18)

j

Because C is a covariance matrix it must be positive definite. All positive

definite matrices are invertible.

Now, take into account equation 2.8 and the above relation, and rewrite

the variance of Y in terms of the variograrn.

(2.19)
j j

In the case where the variance C(O) does not exist, only intrinsic stationarity

is assumed, and the variance of Y is defined on the condition that the sum of

15
the Xs is 0, and the term C(O) is eliminated, leaving only

Var[Y] =- LLAiAJI(Xi- xJ) (2.20)

i j

Thus, the variogram function must have the condition of conditional positive

definite (negative) function. The above discussion is found in [15].

Cressie [5] cites three important properties of the variogram.

(1) 21(-) is contin-uo-us at the origin, then Z(-) is L 2 continuous. That is,

2
E [(Z(x +h)- Z(x)) ]-t 0 if and only if 21(h) -t 0 as llhl[-t 0.

(2) If 21(h) does not approach 0 as h approaches the origin, then Z(-) is

not L 2 continuous and is highly irregular. This discontin-uity of 1 at

the origin is referred to as the n-ugget ejJect.

(3) If 21(h) is a positive constant, then Z(xi)'s are uncorrelated for all x

regardless of how close they are; Z (·) is called white noise.

Further properties of the covariance function and the variograrn are:

• C(O) = Var(Z(x)) ~ 0 a prior-i variance cannot be negative

• C(h) = C( -h) covariance is an even function

• [C(h) I :S C(O) Schwarz's inequality

• 1(0) = o
• 1(h) = 1( -h)

16
2.4.2 Functions and Graphs There are a number of known functions

that are useful as model for the variogram and assure negative definiteness.

Graphically, if the variogram stops increasing beyond a certain distance, this

value is known as a sill. Mathematically, this is denoted 1( oo) = M. lnfor-

mally, this says that two random variables separated by a large distance are

uncorrelated. The distance at which the variogram stops increasing is known

as the range. Variograms with a sill are known as transition models. If an

intrinsic random function reaches a sill, then the random function is second or-

der stationary. Then we can have the following relationship from equation 2.8

C(h) = 1(oo)- AI( h) From this relationship, 1(oo) = C(O).

Finally, if the variogram 1(h) is a function only of magnitude and not of

direction, then the variogram is said to be isotr-opic (this is also true for the

covariance function). A function which is not isotropic is said to be anisotropic.

Anisotropy will be discussed in the next section.

2.4.3 Isotropic Transition Models Three typical isotropic transition

models are are given below along with their graphs.

(1) Spherical Model

0 h=O

(2.21)

co+ a Vh>a

17
 where c0 +cr is the sill, c0 is a nugget effect and a is the range. Further-

more, cr, c0 and a are all positive. The following plot is standardized

to reach a sill value of 1 at a range of 5 with no nugget efiect.

o. e

Figure 2.1. Spherical model

(2) Exponential Model

h=O
(2.22)
hfO

The exponential model will reach it's sill asymptotically. Again, c0 + cr

is the sill, c0 is the nugget effect and a is the range, all positive real

numbers. For this model, the range is the value where the variogram

reaches 95% of the sill, since this model reaches the sill asymptoticly.

A graph of the exponential function has a range of 5 along with a sill

of 1, and no nugget effect.

18
 0.8 -

0.6

0.4

0.2 -

6 7
distance

Figure 2.2. Exponential Model

(3) Gaussian Model

~
0 h=O
(2.23)
1(h) = c0 +J { 1 - exp (-(3h)2)} O<h<a
2
a
where c0 , J and a have the same interpretation as above, where the

range is 3.

2.4.4 Non-transition models Models without a sill are intrinsic only.

These models allow for infinite variance. Frequently used models are:

(1) Power Model

0 h =0
(2.24)
8
co+ bplhl h f 0
where c0 is the nugget effect. A special case is the linear model, where

0 is 1. bp is the slope in the linear model. A graph of this model is

shown in Figure 2.4.

(2) Logarithmic Models

!(h) = log(h) (2.25)

19
 ' "
' '

,,
~

""
~ c

0.6
'

""'
0.2

.
"~~---::-,'-:;,~~-c,:---~--7,"-;c,~~--;,~~-,0"'"-:,~~-;--- ·--~~...-l.---·-
cu.""''"""'""

Figure 2.5. Logarithmic Model

With this model, lim1,_, 0 h = -oo. Journal and Huijbregts point out this model

must be "regularized", see page 82 [15].

2.4.5 Hole Effect Models A third type of models are known as Hole-

Effect Models. These models are used when growth is not monotonic and can

occur with or without sills. They are of the form:

_ sin(h)
I (h) -1--~ (2.26)
h

2.5 Anisotropy

The Random Variable is said to be anisotropic when its variability is not

the same in every direction. Using Figure 2.7 below, variability is xiependent

on both magnitude and direction. For example, a "nice" form of anisotropy is

21
 'A,---~---~---------~----------,

O.B
E

"
·~ 0.6

0.4

0.2

0
0 2 4 0 B
distance

Figure 2.6. Hole-Effect Model

when a contour of the variogram surface will yield elliptical shapes at various

distances. Along the major axis of the ellipse, variability increases slowly, and

along the minor axis of the e1lipse, variability rises rapidly. These will be

referred to as major and minor axes of anisotropy, respectively.

A complete understanding of the region of interest is needed to correct for

anisotropy. Anisotropy corresponds to the existence of preferential directions at

the time of the genesis of the studied phenomenon [15]. Examples of anisotropy

are:

• Monitoring air pollution with a prevailing wind.

• Ore grades along a river bed.

• Contamination along porous media

Journel and Huijbregts [15] state, "Anisotropies will be represented by the

method of reducing them to the isotropic case either by a linear transformation

22
 Figure 2.7. Variogram contour surface with anisotropy

of the rectangular coordinates (hu, hu, hw) of the vector h in the case of geomet-

ric anisotropy, or by representing separately each of the directional variabilities

concerned in the case of zonal anisotropy."

Traditionally, anisotropy has been classified as either geometric or zonal.

In the classical book by Isaaks and Srivastava [13] along with Journel and Hui-

jbregts [15], geometrical anisotropy is characterized by directional variogram

that have approximately the same sill but at different ranges. Geometrical

anisotropy can be corrected by simple linear transformations, whereas zonal

anisotropy cannot [15]. Isaaks and Srivastava [13] describe zonal anisotropy

as one in which the sill value changes with direction while the range remains

constant. I agree with Zimmerman [27] that the above definitions of zonal

anisotropy are inadequate. This nomenclature does not describe the type of

23
anisotropy that characterizes the region of study. Zimmerman suggests aban-

doning the term zonal anisotropy in favor of more descriptive terms, such as

range anisotmpy, sill anisotmpy, and nugget anisotropy. The classical term

for geometrical anisotropy should be retained. Each of the different types of

anisotropy is discussed below.

2.5.1 Geometric An excellent discussion of Geometric Anisotropy is dis-

cussed in chapter 16 of Isaaks and Srivastava [13], as well as in Journel and

Huijbregts [15]. Basically, variograms are computed and plotted in various eli-

rections, and in each direction, the sill value will be the same, but the range

value will be different. Below is a graph to demonstrate this concept.

08

0.6
E

"
.§'
!"
04

02

0
0 2 3 4 5 6 7 8
Distance

Figure 2.8. Variograms representing geometric anisotropy.

Both variograms have a sill value of 1. The E/W direction reaches its sill at a
range of 3, the N /S reaches its sill at a range of 6.

Using Figure 2. 7 the correction for geometrical anisotropy is as follows:

24
 (1) Rotation of coordinate axis

(2) Transformation of locations.

The rotation of coordinate axis uses the following transformation matrix in 2

l
and 3 dimensions, respectively

cos( 0) sin( 0)
R= (2.27)
[ -sin( 0) cos( fi)

where f) is the angle of rotation, and

cos( a) cos(¢) sin( a) cos(4') sin(¢)

R= -sin(a) cos(a) 0 (2.28)

- cos(a) sin(cp) - sin(a) sin(¢) cos( a)

where a is the rotational angle in the xy-direction and (p is the rotation in the

zx- direction.

For simplicity, the figure below shows the rotated axis aligned along the

major and minor axis of anisotropy in two dimensions.

y
Y'

X'

Figure 2.9. Transformed Axis

Axis aligned along major and minor axis of anisotropy

25
 Now that we have addressed rotation of coordinates, we next address trans-

formation of the coordinates. Isaaks and Srivastava talk about standardizing

the range. That is, we can reduce the range in which the variogra.m reaches

it's sill value to 1. Refer to Figure 2.8, suppose that each of these variograms

represent a variogram in the x direction and y direction. Suppose that in the

x direction, the sill is reached at the range value of 3, and the y direction, the

sill value is reached at the range of 6. We can divide each of the x coordinates

by the range value of 3 and the y coordinates by the range value of 6. Now,

in each direction, the sill value in each direction will reached at a range of 1.

We can consider the coordinate transformation matrix for 2 and 3 dimensions,

respectively.

~l
l

T=
[ Gx

0
(2.29)

and for 3 dimensions

l 0 0
a,

T= 0 l 0 (2.30)
ay

0 0 l
a,

Putting the two transformations together, we have the new coordinates give

by h',

h' =TRh (2.31)

Note that T and R are not reversible, the transformations must be in this

order.

26
2.5.2 Sill Anisotropy Figure 2.10 below is an example of anisotropy in

the sill. Here we see the sill values are different in two directions.

3.5

'·'
j
''

0.0

o"--~--~--~-~- -~-_j
0 '
Distance

Figure 2.10. Sill anisotropy variograms.

The semivariogram in the E-W direction given by the dotted line and the
semivariograrn in the N-S direction is given by the solid line.

Since the variogram attains a sill, this means the region has second order

stationarity. Zimmerman [27] shows that sill anisotropy may be evidenced by

a trend in the data, non-vanishing spatial correlation or measurement errors

which are correlated or have unequal means. If one were computing an ex-

perimental variogram that has unequal sills, then exploratory analysis of the

data may yield a trend in the data. This may explain the first reason for

sill anisotropy. Zimmerman states experience shows this to be most likely the

case. A trend in the data is a violation of the stationarity hypothesi&, and may

cause the non vanishing spatial correlation. The analyst should abandon the

27
stationarity hypothesis, estimate the trend, remove it and proceed with ana-

lyzing the residuals as a new data set. This should yield isotropic directional

experimental variograms.

Correlated measurement errors or measurement errors having unequal means

was another reason for sill anisotropy. Zimmerman uses an example from a drill

hole data set. The samples can be analyzed on different occasions, even per-

haps by different individuals resulting in correlated measurement errors, or

measurement errors of unequal mean. Also, it may be reasonable to assume

that measurements from different drill holes are uncorrelated, but measure-

ments from the same drill hole are equally and positively correlated. This

being the case, the only correction the analyst can use is a nested model.

Nested variograrns are of the form:

rn
lz(h) = Lli(IIA;hll) (2.32)
i=l

where

are matrices that define appropriate directions

and

/1(·), · · ·, rrn(·)

28
are isotropic variograms.

2.5.3 Range Anisotropy In Section 2.5.1, geometric anisotropy and its

correction was discussed. Referring to Figure 2.8, the variograms in two differ-

ent directions reach the same sill, but at different ranges. Range anisotropy is

the type of anisotropy which is not corrected by linear transformations. Here

we are contributing the range anisotropy solely to measurement error and not

to any physical considerations of the region of study.

Zimmerman states that the current practice is to fit a nested variogram

model which imposes no constraints on the ranges of the directional variograms

or their sills. Zimmerman believes it is advisable, based on the assumption

and plausibility of second order stationarity, vanishing spatial correlation and

white noise measurement error, that constraints should be imposed on the

range and sills to ensure the fitted sills are equal. In the example he uses,

he supposes empirical variograms are fitted in the following directions: N /S,

E/W, NE/SW, NW /SE. Furthermore, the empirical variograms resemble the

exponential model. Then,

E-W direction lz(h) 111[1- exp( -a 1 h)]

NE-SW direction lz(h) 112 [1- exp( -a 2 h)]

N-S direction 1 z (h) e3[1- exp( -aah)]

29
 NW-SE direction !z(h)

Under the assumptions of second order stationarity, vanishing spatial correla-

tion and white-noise measurement error, we must require 01 = 02 = 03 = 1!4 .

2.5.4 Nugget Anisotropy Finally, for completeness I would like to show

and mention nugget anisotropy. Figure 2.11 is an example of nugget anisotropy.

A nugget effect is discontinuity at the origin. This is attributed to microscale

variability in the design region. Directional variograms not only have a nugget

effect, but they are different in each direction. Nugget anisotropy is attributed

to correlated measurement error. This measurement error is inadequately de-

scribed by white noise. Correlated measurement error is found between rows,

between columns or both. Below is a graph of nugget anisotropy.

..
6,-----~----~----- -~----~-----~------,

} 3

',~----~------~----~,~-----~,------7-----~
Distance

Figure 2.11. Nugget Anisotropy

30
3. Data Analysis

The prevwus chapter concentrated on the theory of geostatistics. This

chapter is primarily concerned with the practice of geostatistics. Some of the

information that the analyst should know, includes:

• How the data were collected

• The region of study

• The variable(s) of interest

• Who collected the data

• Goal of the study

• Assessment of stationarity

An exploratory data analysis will reveal interesting aspects of the data.

Before computing any experimental variograms, trends should be checked to

assess stationary assumptions. Recall in section 2.3, the mean of the data is

constant and does not depend on location. A trend in the data implies a non-

constant mean, depending on the location. If there is a trend, it should be

estimated by either median polish, or polynomial regression. Once identified,

31
the trend can be removed, and the residuals used as a new data set. This chap-

ter begins with identifying different sample designs. Second, the terminology

used to compute the experimental variogram are discussed. Third, the meth-

ods used to compute the experimental variogram and finally, methods used to

fit variograms are discussed.

3.1 Sample Design

The sample design for spatial data may or may not be on a grid. In chapter

3 of Ripley [21], he shows four ways to sample spatial data. Uniform Sampling

chooses locations uniformly throughout the region and independently of each

other. Stratified random sampling takes a uniform random sample of size k

from each of m stmta or subareas, so n=km. Centric Sampling is where the

samples are taken on an equally spaced grid in the region. Finally, Non-Aligned

Sampling is where the sample locations are off the nodes of a grid. Of these,

Uniform Sampling, Stratified Random Sampling and Non-Aligned Sampling

result in sampling that are not on a grid. Centric Sampling is on a grid. For

the rest of this chapter, I will differentiate gridded sampling and non-gridded

sampling.

3.1.1 Gridded Data The following figure is an example of data which

are on a grid. This example is from Cressie [5], chap. 2. These data are

32
 ---------··
0 0 0 0
0 0 0
0 0 0 0 0 c 0

~ 0 0 0

"'
0 0 0
0 0 0 0 0 0 0
0 0 0 0
0 0 0 0
0
0 0 0 0 0 0 0
0 0
"' 0
0
0
0
0
0 0
0 0 0 0 0 0 0 0
€ 0 0 0 0 0
g 0 0 0
0 0 0 0

"
0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0
0 0 0 0 0
0 0 0 0
~~
0 0 0 0 0 0
i 0 0 0 0
0
0
''

5 '0 >5
east

Figure 3.1. Coal Ash Data Set

Locations of data along a grid.

33
sampled on equidistan t transects of a design region. The number of partitions

along the x and y axis are denoted as nx, ny respectively. The separation

between each adjacent partition along the x and y directions are denoted X8iz,

ysiz, respectively. A lag is the distance between two locations and should not

exceed L/2, where L is the maximum distance of any two locations in the

design region.

3.1.2 Non-Grid ded Data The figure below shows a sample area that

the sample data are not on a grid.

6.50_
®
"' !II
"' "' ®
5.50--::
® @)
"' "' ®
"'
4.50
@}
""
@}
"' "'
3.50_
®

"' "' "'

"' ® @)
"'
2.50-: @
"' "' @

"' ® "'
1.50
@
"' "' @

"' "' • "' @

.50-: @
"' "'CD
CD
@
@

-.50 "'
2.00 3.00 4.00 5.00 6.00 7.00
.00 1.00

Figure 3.2. Data which are not on a grid

Figure 3.3 should help clarify some of the following terminolog needed to

compute the sample variogram with non-gridded data. Using Figure 3.3, the

origin will represent a location in the design region. The azimuth is the mea-

sured angle from the y-axis, clockwise. We can partition the direction vector

into nlag, the number of lags to compute the sample variogram. In Figure 3.3,

34
-

Y o~is (Nmth)

I~ Azimuth

I --
/

X axis (Eas\)

Figure 3.3. Non-Gridded Data

This figure shows the terminology used in computing the experimental
semivariogram for non-gridded data.

35
there are 5 lags. The maximum distance used to compute the sample variogram

is L/2, where Lis the maximum distance between two locations in the sample

region. The lag separation htag, is determined by dividing the maximum dis-

tance, L /2 by the number of lags. Two important tolerance intervals are the

lag tolerance and azimuth toler-ance. The lag tolerance is some /i amount from

the current lag, such that any location within h 1a. 9 ± 5 interval is considered to

be at the current lag. Next is the azimuth tolerance, this is a e amount such

that any point within the interval azimuth ± e is considered in the current

azimuth.

3.2 Estimators

Now, I will introduce some methods of calculating spatial variability from

data. The first estimator is known as Mathemn's estimator. This estimator is

based on method of moments, and is an unbiased estimator of r(h), where h

is magnitude, llhll-
1 Nh
2 :Y(h) = - l::(Z(x +h)- Z(x)) 2 (3.1)
Nh i=J

where Nh is the number of pairs of locations separated by a distance llhll·

The next estimator is a robust estimator derived from Cressie and Hawkins [3].

It is recommended to use this estimator when there are many outliers in the

36
sample data.
4
(N
1
I:f':;\ IZ(x +h) - Z(x) 112 )
1

2 -(h) - -"'="----c::-==---::-:-::-~- (3.2)

1 - 0.457 + 0.494/Nh

Deutsch and Journel [8] give nine other methods to measure spatial variability.

3.3 Computin g Sample Variogram s

The variogram modeling process can begin with an omnidirectional vari-

ogmm. An omnidirectio nal variogram can be thought ofloosely as an average of

the various directional variograms [13]. The omnidirectio nal variogram serves

a useful starting point for establishing some of the parameters required for

sample va.riogra.rn calculations. It has been shown to be useful when the data.

are not on a. grid to establish the lag tolerance. Once the lag tolerance is es-

tablished, then directional sample variogra.rns are computed, and the azimuth

tolerance can be established. This does not necessarily need to be done when

the locations are on a. grid since the number of pairs to compute the sample

variogra.m is highest when the va.riogra.m is computed along the North/South

and East/West directions, respectively. Once the parameters are established,

the analyst can proceed with assessing anisotropy, if needed.

Figure 3.4 shows a.n omnidirectio nal va.riogra.m before adjusting the lag

tolerances.

The number of lags in the computed omnidirectio nal va.riogra.m has been

37
 Semlvariogram direction omnidirectional
3000.

2000.

y
1000.

o;stance

Figure 3.4. Omnidirectio nal variogram of elevation data. The

parameters need to be adjusted to smooth the sample variogram.

38
reduced to produce the sample variogram in Figure 3.5. By reducing the num-

ber of lags used to compute the sample variogram, we increase the lag spacing,

which in turn includes more pairs in estimating each point in the sample vari-

ogram. The result is a smoother sample variogram.

Semivariogram taff:elevation head:elevation direction 1

3000.

2000.

y
1000

0~~----~.-~~.-~~ ~~~~·~~~~~
.oo 1.0o.so
1.50 2.00 2.so
Distance

Figure 3.5. Omnidirectio nal variogram of elevation data after

parameter adjustment

3.4 Diagnosti c Tools

vVhen the experimental variogram is computed in various directions, and,

if they are different, the analyst must determine the reason. There may be a

number of reasons for the apparent anisotropy such as outliers in the data or

a trend in the data may result in violations in the stationarity assumptions.

This section will deal with ways of handling the apparent anisotropy.

Graphical tools help in identifying trends in the data, particularly spin plots

and scatter pair plots. GSLIB [8] has a routine called locmap which color scales

the location of the data. Another nsefnl plot is a text plot, which plots the

39
value of the data at the location instead of a dot. One technique of removing

the trend is by Least Squares. The trend is estimated by a polynomial function

and removed. The residuals are obtained and used as a new data set. Hence, an

experimental variogram is computed on the residuals, and if the trend removal

has been successful, the process yields an isotopic experimental variogram. As

previously mentioned, outliers must be taken into consideration. If the analyst

can justify the removal of the data, they can be removed; otherwise more robust

methods should be used in the analysis.

One method of removing certain two-dimensional trends uses median pol-

ish [5]. When the data are on a regular grid, they may be treated as row and

columns of data. Assuming there are no row and column interactions, median

polish gives a two-way fit, and the residuals become the new data set. In either

method, anisotropy may still be an issue. In some cases, the removal of the

trend may yield an isotropic data set, but in others it may not. The analyst

must employ methods of dealing with anisotropy in the new data set by the

methods outlined in section 2.5, or other creative ways.

With non-gridded data, if there is a trend in the data, it must be removed.

Cressie [5] mentions that a grid can be imposed over a region of study, and

the locations are referenced to the nodes of the imposed grid. Median pol-

ish with missing values is again employed, and residuals obtained. Another

40
method uses linear smoothers. If there is no interaction in the northern and

eastern directions, smoothing techniques may be used. Specifically, General-

ized Additive Models [11 J are nice to use. If a plot in the data shows a linear

trend in the north direction and east direction, the trend is removed by the

determinis tic part and a smooth of the residuals in each direction is used to

assess the removal of the trend. An example of using this method is presented

in the next chapter.

3.5 Fitting Sample Variogr ams

Once the sample variogram has been computed and anisotropy has been

detected, and plotted, the next major task is to fit a parametric variogram func-

tion. As several authors have mentioned, fitting a variogram function to a sam-

ple variogram has been done by ad-hoc techniques, such as "eye-balling" the

sample variogram and guessing parameters . One software package, GeoEas [1],

employs such a method. Another method is using interactive software, such as

info-map (Bailey and Gatrell [2]). A sample variograrn is computed, the user

enters a variogram function, then interactively tweaks the parameter s until the

curve looks like it fits the sample variogram. These two packages are limited

to the exponential, spherical and gaussian models. SPLUS [12] also has this

capability, but has the power and flexibility to execute the methods mentioned

41
below.

A number of methods to fit a sample variogram are outlined in section 4.6

of Cressie [5]. A comparison of the methods are found in Zimmerman and

Zimmerman [28] as applied to ordinary kriging. The methods are: maximum

likelihood, restricted maximum likelihood (REML), minimum norm quadratic

estimation (MINQ), least squares, generalized least squares. Further infor-

mation on maximum likelihood is found in [17], REML and MINQ in [5]. As

Zimmerman and Zimmerman have demonstrated, the method of weighted least

squares using Matheron's estimator, weighted least squares using Cressie's ro-

bust estimator, or ordinary least squares are preferred. This assessment is

based on kriging variances and ease of computation.

Are using the ad-hoc techniques such a bad idea? Cressie and Zimmer-

man [4] discuss the stability of variogram parameters. Grondona and Cressie [10]

have shown the parameters of the variogram to be more stable than estimat-

ing the covariogram. I have found that this area has great potential for large

amounts of research, as well as "good" techniques for fitting valid variogram

functions to sample variograms.

42
4. Analysis of Topogra phical Data Set

This chapter presents an example using a topographica l data set to il-

lustrate topics mentioned in the previous two chapters. The objective is to

estimate the variogram from the data and to use Kriging to reconstruct the

surface. The data set is taken from Davis [7], and the measurement s are eleva-

tion data taken on a 310 x 310 area in ~2 , where the units are in yards. The

locations in the design region were chosen randomly. Furthermore, the region

is scaled to 0 and 6 both in the North/South and East/West directions.

4.1 Explorato ry Data Analysis

The data are displayed using various plots in Figure 4.1. Figure 4.1 (a)

is a contour plot of the data, along with the locations of the data. Two hills

appear in the lower right corner and lower left corners, with a valley separating

them and continuing North. The values are higher on the left and right side

of the picture, decreasing towards the center. This observation may suggest a

quadratic nature in the East/West direction. Furthermore the values increase

moving from the North towards the South, indicating a linear structure in

the North/South direction. Figure 4.1(b) is a text plot of the values of the

43
data. The following two graphs are perspective plots viewing South and East,

respectively. In the East/West direction, the trend appears quadratic, along

the North direction, it appears to have a linear component. Care must be

taken using these graphs as they have been preprocessed using an interpolation

algorithm. A brush and spin plot verifies the above assessment. Because of

these trends, I have decided to remove them before any further analysis. I used

a Generalized Additive Model [11] to model the trend since the data are not on

a grid, and I assumed no interaction between the North/South and East/West

directions based on the above plot. The model consists of a second degree

polynomial in the East/West direction, and a first degree polynomial in the

North/South direction. A second component was added to the model to check

for any bias. This component consists of a loess smooth of the residuals on

both the North/South and East/West. The output of the GAM fit is shown in

Figure 4.2.

The loess fit confirms a quadratic component in the East/West direction.

A regression line of the quadratic fit is added in Figure 4.2(a). The linear com-

ponent in the North/South is captured by the fit and added to Figure 4.2(b).

The residuals plot in Figure 4.2(c) and Figure 4.2(d) show no structure in

the East/West and North/South directions. The loess smooth is added to the

residual plots to assess the fit of the model. The smooth shows no structure.

44
 --yg·:;
01
le~-0
755
710
i~
780
800
l
72B
800 7JO 8551
"i 762
80.

8~ i
·I 830
813
812
785 7'0 765

773
780
790

0)~
800
1l55
~0
812

873
827 805
830 '"Ii
Nj 885 841 855
0751
873 BOO
862 908 i882 910
-1 940 915 830
870
000
890~
0 i
~
890
~,.- ---------,---- 860
c 4 5 8
Eas:Pir&::lion East Direction

(a) Contour and point plot of data (b) Text plot of data.

(c) Perspective plot of data looking (d) Perspective plot looking East
South.

Figure 4.1. Various Plots of Topographic al Data

45
Therefore, I have modeled the trend successfully. Figure 4.3 displays some plots

to visualize how well the GAM model worked. Now that the trend has been

identified and removed, I will use the residuals as a new data set to compute a

vanogram.

4.2 Variogram Analysis

The next step is to compute an omnidirectional variogram using the residu-

als as a new data set. This iterative procedure will help obtain the settings for

the number of lags and the angular tolerance. After three iterations, I found

that using 10 lags produced a "nice" omnidirectional variogram. The next step

is to determine if the data are anisotropic. This is accomplished by computing a

directional variogram with a small angular tolerance. This iterative procedure

started with 5° angular tolerance and I incremented in steps of 10°. A direc-

tional variogram of the residuals is shown in Figure 4.4 using an angular toler-

ance of 45°. The directions computed are 0°, 30°, 45', 90°, 120', 135°, and 150°.

It appears, in the 90 through 150 degree directions, the sill of the variogram

is between 1000 and 1500, with a range of 3 to 4. The results appear to be

different in the 0 to 60 degree direction. A conclusion of anisotropy may be

assessed at this stage of analysis. To aid in the assessment, Figure 4.5 rs a

contour of the variogram surface based on the directional variogram.

46
 0r ~~~~-----~--,

§1

~j ..
Oj~

~I
Oj
..
·, ·. :. I

i
gj
":i

3
y

(a) Quadratic component along (b) Linear component along

East/West North/South

. .
'··~· ·
o~·
.: . : ·: .. .. .
..
.. : ·.
0

'
3
y

(c) Residuals along East/West (d) Residuals along North/South

Figure 4.2. Plots of GAM output

47
 Easli)recl'on

(a) Contour plot of the residuals. (b) Perspective plot of residuals.

3
3 North Direction
East Direction

(c) Perspective plot of residuals look- (d) Perspective plot of the residuals
ing South. looking looking West.

Figure 4.3. Various Plots of Residuals

48
 00 05 IO 15 lO 25 30 oo oo 10 ts ~.c 25 3.o

¢
0 D 0
t
0
0 0
0
0 0 0
Q Q
0 0

0
0

0 0
0 0 0 0

0
' 0 0
0 0
Q
0
0
0 0 0 0
" 0 0
0
0 0 0
• 0
0
0 0 0
0
" 0 0

" 00 0.5 I o 15 20 25 3.0

distance

Figure 4.4. Directional Variogram of Residuals

49
-3 -2 -i 0 2 3

EIW distance

Figure 4.5. Contour of the Variogram Surface

50
 From Figure 4.5, one may assess geometrical anisotropy due to the ellipti-

cal form of the variogram surface. Recall from section 2.5.1 that geometrical

anisotropy is corrected by rotating and extending one of the coordinates. If the

transforma tion works, then we can conclude geometrical anisotropy. However,

apparent anisotropy may be due to the sampling design or noise. To assess

the apparent anisotropy, I simulated a new response using a known covariance

structure that produces isotropic realizations.

4.3 Simulat ion

The omnidirect ional variogram computed in section 4.2 is shown in Fig-

ure 4.6. From this graph, it appears to have a range of 2 and sill of 1200.

using the coordinate s from the topological data set, I simulated values using

an exponentia l covariance function with range of two and a sill of 1200. The

simulator returns values from an isotropic random field.

The directional variogram using the simulate data is shown in Figure tl.7.

The angular tolerance is 45 degrees and the number of lags is 10 as before.

We can see in the 30, 120, 135 and 150 degree azimuths there is some clear

structure: the sample variogram appears to reach a sill. Knowing the simulated

values are stationary and isotropic, the variograms should be the same in each

direction computed, which clearly is not occurring.

51
 The number of pairs used to compute each point on the sample directional

variogram is less than 30. A rule of thumb is that the number of pairs used to

estimate each point in the sample variogram should have at least 30 to 50 pairs.

I chose a minimum of 40. To increase the number of pairs, one can increase

the lag tolerance, which by default is half the lag separation. I increased the

lag tolerance for a number of instances, but the results were not favorable, the

number of pairs did not increase. The next method is to increase the angular

tolerance. I increased the angular tolerance in increments of 5o. Finally at

the 70° angular tolerance I achieved favorable results. The number of pairs

to estimate each point was 40 and the sample directional variogram looked

favorable.

The results of increasing the angular tolerance show that in each direction,

the sample variograms are similar, and the variogram surface is fairly circular.

It was interesting to note the angular tolerance used to produce the results

shown in Figure 4.8 is 70 degrees. I performed this simulation 5 times and each

time came to the same conclusion. The conclusion drawn from this analysis, is

that I have an anomalous sample data set, in which these high tolerances are

needed to produce the known isotropic results. I need to increase the angular

tolerance to produce a reliable sample variogram.

53
----------------------................
5

~·

~'

olstanoa

(a.)

Variogram Surface

(b)

Figure 4.8. Directional Variogram and Va.riogram Surface Plots

54
 0
§

80

80
0
E
E
g
0
~

00 0.5 0.0 05 20 2.5 3D

distance

Figure 4.6. Omnidirectio nal variogram, number of lags equal 10

0 0 0

0 0
0 0
0 0

o,; 0
oo {J 0 1000
00 0
0 0 0
0 0 00 0 00
0 00
0
0 0
0 0

0
0
0

' 0
0
0
0
0 00 0

' 0
0

0 0
0 0
0 0
0
0 ,, 0
0

0 o0 o () 0{) 0 0 0
0
0 oo
" 00
0

distance

Figure 4.7. Directional variograrn, nlag=lO, tol.azimuth= 40

52
 4.4 Completion of Original Data

Going back to the original data set, I used the omnidirectional variogram

m Figure 4.6. I believe by the simulations, the original data set does not

have any anisotropy, and the results are unique due to the sampling and the

measurements under study.

Using Cressie's weighted least squares, I fit an isotropic gaussian variogram

to the residuals. The fitting procedure returned the values: range = 1.522 ,

sill = 943.724 and the nugget = 18.07. The fit looks good and is shown in
Figure 4.9

4.5 Kriging

Now that the variogram parameters are estimated, we can Krige the surface.

The SPlus [12] algorithm chooses a 30 x 30 grid in the design region along with

the data locations to perform kriging. After kriging the residuals, I will add

in the estimated trend from section 4.1. This will give me the predictions at

unsampled locations. A contour of the surface along with the contour of the

standard errors are shown in Figure 4.10.

The small standard errors show the kriging routine produced reasonable

results. The surface along the North/South direction and the East/West di-

rections are smooth as compared to Figure 4.1. Overall, I am comfortable with

55
 0
0
0
:::'

0
0
"'
0 0
0

•
E
<0
D

E
•
~

..
0
0

0
0

"'

0.0 0.5 1.0 1.5 2.0 2.5 3.0

distance

Figure 4.9. Weighted least squares fit of omnidirectional variogram

56
 (a) Kriging surface (b) Standard errors of krig-
ing surface

(c) Perspective plot of Krige (d) Kriged surface along

surface East/West

Figure 4.10. Results from Kriging.

57
the results starting with the estimation of the variogram and the surface results

produced in Figure 4.10.

4.6 Concluding remarks and open questions

The above analysis was an application of some of the geostatistical tech-

niques used in practice. The data was plotted and trends were identified. The

next step was to remove the trend. My research has shown that analysts are

looking for robust methods to remove the trend. Robust methods produce

smoother Kriging surfaces. I chose to use a generalized additive model (GA.M)

to remove the trend. The basic reason for choosing this method is because

I wanted to verify the trend had been correctly identified and removed. A

nonparametric tool for this assessment was to use a loess smooth [11] on the

residuals. Generalized additive models has become an interest to me and I plan

to further my knowledge of this tool. After many steps of computing the om-

nidirectional sample variogram, I computed the directional variogram to assess

anisotropy. Simulation helped to reject anisotropy. Finally, a parametric vari-

ogram was fitted to the sample variogram. This completed the variogram study

of the region, which is the longest part of any geostatistical analysis. Kriging

the region was a simple task to complete. After completion of the. Kriging

routine, questions remain as to the fit of the surface. We have not accounted

58
for variability from the variogram fit and the trend fit when we reproduced the

Kriged surface. This area is open for further research.

59
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