Corrosion Science 90 (2015) 33–45

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Corrosion Science
journal homepage: www.elsevier.com/locate/corsci

Bayesian analysis of external corrosion data of non-piggable

underground pipelines
F. Caleyo a,⇑, A. Valor a, L. Alfonso b, J. Vidal c, E. Perez-Baruch d, J.M. Hallen a
a
Departamento de Ingeniería Metalúrgica, ESIQIE, Instituto Politécnico Nacional, Zacatenco, México D.F. 07738, Mexico
b
Universidad Autónoma de la Ciudad de México, Campus S.L. Tezonco, Iztapalapa, México D.F. 09790, Mexico
c
Facultad de Física, Universidad de La Habana, San Lázaro y L, Vedado, La Habana 10400, Cuba
d
Gerencia de Transporte y Distribución de Hidrocarburos, Pemex-PEP, Villahermosa, Tabasco 86038, Mexico

a r t i c l e i n f o a b s t r a c t

Article history: A new Bayesian methodology for the analysis of external corrosion data of non-piggable underground
Received 12 May 2014 pipelines has been developed. It allows for the estimation of the statistical distributions of the density
Accepted 6 September 2014 and size of external corrosion defects from corrosion data samples taken at excavation sites along the
Available online 2 October 2014
inspected pipeline and can incorporate the detection and measurement errors associated with field
inspections. Corrosion data obtained from field inspections of an upstream pipeline and from an in-line
Keywords: inspection of a transportation pipeline are used to illustrate and validate the proposed methodology.
A. Steel
Ó 2014 Elsevier Ltd. All rights reserved.
B. Modelling studies
C. Pitting corrosion

1. Introduction distribution of active pits remains a very complex task; commonly

Bayesian Data Analysis (BDA) has been used in the last decade
with varying degrees of success in the assessment of corrosion data
for upstream and transportation pipeline systems [1–25]. Previous
applications of BDA include identification of risk factors in corrod-
ing pipeline systems [1–3], characterization of corrosion defect
depth growth [4] and estimation of corrosion rate in operating
pipelines [5–12], determination of the sample size required to
estimate extreme pit depth in pipelines [13,14], degradation quan-
tification through External Corrosion Direct Assessment (ECDA)
[15–19], calibration of in-line inspection (ILI) tools [20,21], identifi-
cation of failure type in corroded pipelines [22], updating of long-
term corrosion estimates of corrosion-fatigue degradation [23,24],
and modelling of high pH stress corrosion cracking in underground
pipelines [25]. Other structural reliability fields have also profited
from the application of Bayesian corrosion data analysis [26].
The main advantage of BDA with regard to corrosion data anal-
ysis is that, from a prior belief in the parameters that describe the
distributions of corrosion defect size and density, and a relatively
small amount of field data, reasonably accurate predictions can be
made about the actual distributions of these corrosion parameters.
This unique feature is of great interest in the evaluation of the
damage caused by external corrosion in underground, non-piggable
pipelines, for which the prediction of the size and spatial
⇑ Corresponding author. Tel.: +52 55 57296000x54205; fax:
57296000x55270.
E-mail address: fcaleyo@gmail.com (F. Caleyo).
carried out using small corrosion data samples that feed statistical
models such as Extreme Value Statistics [27–29].
The application of BDA in the evaluation of degradation caused
by corrosion in non-piggable, underground pipelines has been
commonly incorporated into ECDA frameworks [15–19]. The role
of BDA in this synergy has traditionally been the estimation of
the probability of detection (POD) of the inspection tools, and the
estimation of the density (defects per unit length) and depth of
active corrosion defects. The main drawbacks of these approaches,
which continue limiting the extended application of BDA to
corrosion analysis, are the relative complexity of the employed
mathematical frameworks and the lack of a thorough description
of the implementation details of these schemes (see, for example,
[14,15]). There is also a lack of BDA tools for the analysis of field-
gathered corrosion data obtained through (random) sampling of
non-piggable, underground pipelines.
In this paper, a new BDA methodology is proposed, illustrated
and validated for the assessment of external corrosion data
obtained from field sampling inspections of non-piggable, under-
ground upstream pipelines. The goal of this methodology is the
estimation of the statistical distributions of the density and size
of external corrosion defects from a relatively small number of cor-
rosion data randomly taken at excavation sites along the pipeline.
The results of a previous field study of external corrosion in differ-
ent upstream pipeline systems in Southern Mexico [30] are used to
+52 55
suggest the prior, likelihood, and predictive models of the Bayesian
analysis. The Bayes rule is used to determine the posterior distribu-
tions of the parameters defining the distributions of the density,

http://dx.doi.org/10.1016/j.corsci.2014.09.012
0010-938X/Ó 2014 Elsevier Ltd. All rights reserved.
34 F. Caleyo et al. / Corrosion Science 90 (2015) 33–45
depth and length of the corrosion defects in the pipeline. The pre-
dictive distributions of these corrosion descriptors for the unob-
served defects in the entire pipeline are obtained by averaging
out the uncertainty in the estimated parameters. The proposed
methodology has been validated using corrosion data obtained
through ILI and also from data obtained by field inspection of cor-
roding pipelines operating in the same region.
2. Theoretical foundations
2.1. Bayes’ theorem
Bayes’ theorem lies in the core of any BDA1 [31]. In it, the
strength of belief in parameter values h before any data is observed
(prior distribution p(h)) is combined with the joint probability that
the observed data (X) follows the chosen model with parameter val-
ues h (sampling distribution or likelihood function L (X|h)) to pro-
duce the strength of belief in parameter values h when the
observed data X have been taken into account (posterior distribution
Po(h|X)). It is important to underline that h and X represent a vector
of parameter values {hi} and a vector of measured data points {xj},
respectively.
In its continuous form, Bayes’ theorem is written as [31]
LðXjhÞpðhÞ
P o ðhjXÞ ¼ R
H
LðXjhÞpðhÞdh
where H represents the space for h, while the marginal likelihood
R
LðXjhÞpðhÞdh (also known as evidence) denotes the probability
H
that the data follow the chosen model under marginalization over
all parameter values.
If the evidence is thought as a normalization factor, Eq. (1) can
be written as [31]
P o ðhjXÞ / LðXjhÞpðhÞ
Therefore, P o (h|X) can be computed using expression (1a) and then
normalized under the requirement that it is a probability density
function (pdf). This approach, used throughout this work, consider-
ably reduces the computational workload associated with BDA.
If the prior distribution of a given parameter hi is described by
the vector of parameters a, then it is said that {ak} are the hyper-
parameters of hi.2 For the general case where hyperparameters are
considered, expression (1a) is written as
P o ðhjX; aÞ / LðXjhÞpðhjaÞ
2.2. Bayesian prediction
Once the posterior distribution of h is estimated using expres-
sion (1b), it is possible to make a prediction of the probability of
new unobserved data values, conditional on the observed data X
and hyperparameters a. If the data is assumed to have a distribu-
tion M (note that M is also used to construct the sampling distribu-
tion or likelihood function), then it is possible to predict the
predictive distribution P p ð^xjX; aÞ of the unobserved data points
by averaging out the uncertainty in h. This is achieved by margin-
alizing P o (h|X, a) over h [31]:
Z Although a certain degree of physical dependence is to be
P p ð^xjX; aÞ ¼ M X ðxjhÞPo ðhjX; aÞdh
H sion defects [34], the mathematical burden associated with consid-
1
Bayesian Data Analysis is used in the text to encompass other commons terms
such as Bayesian inference, Bayesian updating, Bayesian probability and Bayesian
statistics [31].
2
For example, if the failure rate (k) of an exponentially distributed variable has a
Gamma prior distribution with scale r and shape f parameters, then the hyperpa-
rameters of h = {k} are a = {r, f}.
3. BDA framework
3.1. Variables of interest
In order to apply BDA to corrosion data, the generic formulation
used in the preceding section must be translated into a practical,
corrosion-specific formulation involving the corrosion variables,
distributions, and parameters to be investigated.
The variables of interest in this study are the depth (d), length
(‘), and density (n) of the corrosion defects; the latter in defects
per excavation site. The models for the data (M), sampling (L),
and prior (p) distributions of these variables were proposed from
their empirical distributions, which were obtained in an extensive
field survey conducted in Southern Mexico over a 7-yr period from
2005 to 2012 [30]. During the field work, corrosion data were gath-
ered at randomly selected ditch sites in five gathering/upstream
pipeline systems, totalling 964 km and 620 pipelines. In each one
of the 16,636 excavated sites, the depth, length, and number (per
site) of the observed external corrosion-caused metal losses were
recorded; these variables were obtained for a total of 13,286 exter-
nal corrosion defects. The field reports also included the trench
length and the age, coating type and condition, diameter, wall
thickness (pwt), steel grade, and operating pressure of the
inspected pipeline [30].
ð1Þ The empirical distributions of the depth and length of the
observed external corrosion defects were found to be better
described by the Generalized Extreme Value (GEV) distribution,
whose pdf is given by the expression [32]:
8 n o
< 1 exp 1 þ fxl1=f 1 þ fxl11=f ; f–0
f GEV ðxÞ ¼ r r r
: 1 exp xl  exp xl; f¼0
r r r
ð3Þ
ð1aÞ
where f, r, and l are the shape, scale, and location parameters,
respectively.
The location (l), scale (r), and shape (f) of the GEV distributions
fitted to the measured vectors of data points for the depth, D = {di},
and length, K ¼ f‘i g, of the observed defects are given in Table 1.
The number n of defects per (2.44 m-long) excavation site was
fitted to a Negative Binomial (NegBin) distribution with parame-
ters p and g. The probability mass function (pmf) of n, a nonnega-
tive integer, is [32]
ð1bÞ 
gþn1 g
f NB ðnÞ ¼ p ð1  pÞn ð3aÞ
g1
It is worth noting that, in this study, g is a positive real-valued num-
ber. This kind of generalization is known as Gamma–Poisson mix-
ture or Pólya process [33]. The reasons behind the choice of this
form of the NegBin are given and justified in a separate paper under
preparation. The parameters of the NegBin distribution fitted to the
measured vector of data points of defect density, N = {ni}, are also
given in Table 1.
3.2. Posterior distributions
ð2Þ expected to occur between the depth, length, and density of corro-
ering such dependence in a BDA could render it intractable. A key
point to make the present BDA as conceptually simple and easy to
implement as possible is that these variables can be treated as sta-
tistically independent. This approach is not new and has been used
by other authors [35,36]. The independence assumption can also
be made for the parameters of the corrosion data distributions
without incurring in significant errors. Under such assumption,
 F. Caleyo et al. / Corrosion Science 90 (2015) 33–45 35

Table 1
Parameters of the statistical distributions fitted to the empirical corrosion data obtained in the field survey described in Ref. [30].

Variable Units Distribution Parameters

la ra f g (per site) p
b c
Depth (d) %pwt GEV 18.5 8.86 0.078
Length (‘) mm GEVc 95.0 195 0.753
Density (n) per site NegBind 0.208 0.210
a
Given in the same units of the described variable.
b
Percent of the pipe wall thickness.
c
Generalized Extreme Value distribution.
d
Negative Binomial distribution.

the Bayesian analysis can be carried out separately for each one of
the variables considered in Table 1; therefore, three different ver-
sions of expression (1b) are required:
P o ðhd jD; ad Þ / LðDjld ; rd ; fd Þpðld jadl Þpðrd jadr Þpðfd jadf Þ
P o ðh‘ jK; a‘ Þ / LðKjl‘ ; r‘ ; f‘ Þpðl‘ ja‘l Þpðr‘ ja‘r Þpðf‘ ja‘f Þ
P o ðhn jN; an Þ / LðNjgn ; pn Þpðgn jang Þpðpn janp Þ
In these expressions, subscripts indicate the variable of interest,
while sub-subscripts indicate the parameter whose prior distribu-
tion is specified by the vector of hyperparameters a.3 Note that,
although not necessary, this notation scheme has also been used
for n for the sake of notation homogeneity.
3.3. Joint sampling and prior distributions
From the information given in Table 1, and from the assumption
of variable and parameter independence, it was also possible to
propose the joint sampling distribution of each variable. If the
number of excavated ditches in the inspected pipeline is nD, the
number of defects found at the kth ditch is nK, and the observed
defects in these ditches sump up to nT, these functions can be writ-
ten as [31]
Y
nT
LðDjhd Þ ¼ f D ðdi jld ; rd ; fd Þ
i¼1
Y
nT
LðKjh‘ Þ ¼ f K ð‘i jl‘ ; r‘ ; f‘ Þ
i¼1
Y
nD
LðNjhn Þ ¼ f N ðnk jgn ; pn Þ
k¼1
X
nD
with nT ¼ nk
k¼1
where fD(), fK(), and fN() represent the pdf-s of the depth (GEV),
length (GEV), and density (NegBin) of the corrosion defects, respec-
tively; and di, ‘i , and ni, (i = 1. . .nT) are the measured values of the
depth, length, and density of the corrosion defects, respectively.
On the other hand, the prior distributions to be used in
expressions (4)–(6) can be specified from experience accumulated
in previous studies of external corrosion in underground pipelines
[37–40]. Uniform and Normal priors are considered, with parame-
ters determined from the expected interval [min(hi), max(hi)] of
each parameter, as shown in Fig. 1(a).
As has been mentioned, the mean ( ) and variance ( ) of
these priors must be treated as hyperparameters of the parameter
hi of the distribution of the variable of interest x, that is
3
For example, adf refers to the vector of hyperparameters specifying the prior
distribution for the shape (f) of the depth (d) distribution.
. The mean and variance of both types of priors
can be determined in a quite straightforward manner as shown
in Fig. 1(a). In the case of the Normal prior, its variance can be com-
ð4Þ puted by equating min(hi) and max(hi), respectively, to the 2.5% and
97.5% quantiles of a Normal distribution centred at the midpoint of
ð5Þ the interval, or from a reasonable coefficient of variation (COV)
value; for example 0.5.
ð6Þ The interval for each one of the hyperparameters of a given hi;
was estimated from previously published data. For example, in
Refs. [37,39] experimental information is provided about the time
evolution of the mean values of the location, scale, and shape
parameters of the GEV distributions estimated for the depth of
external corrosion defects in underground pipelines. Fig. 1(b)
shows this evolution for the mean of the location parameters for
a generic soil class (All), together with its expected interval; this
latter determined as the difference between the value of this
parameter for the most (clay) and less (sandy-clay-loam) corrosive
soil classes [37].
In the case where little or no information is available about one
or some of the parameters in expressions (7)–(9), the expected
interval of the parameter(s) can be proposed based on physical
or mathematical reasoning. For example, the shape parameter of
a GEV distribution can be initially assumed to be within the
(0.5, 0.5) range to contemplate the possibility of having a right-
and left-skewed distributions for the variable of interest, respec-
ð7Þ tively [32]. In such a case, an adaptive calculation method should
be used to produce the right-hand side of expression (1b). Such a
method should be capable, if necessary, to explore for solution
ð8Þ both within and outside the interval originally proposed. It should
be capable of dynamically changing the resolution used to explore
the parameter space. An iterative version of such an adaptive com-
putation approach is used in this study (see Section 4).
ð9Þ
3.4. Predictive distributions
ð9aÞ The probability distributions of the unobserved depth, length,
and density of the corrosion defects is determined by averaging
(marginalizing) the corresponding predicted posteriors across all
parameter values in the interval HX where these distributions exist
for the variable of interest [31]:
Z
^ a Þ¼
P p ðdjD; f D ðdjhd ÞP o ðhd jD; ad Þdhd ; hd ¼ fld ; rd ; fd g ð10Þ
d
HD
Z
^ a‘ Þ ¼
P p ð‘jK; f K ð‘jh‘ ÞP o ðh‘ jK; a‘ Þdh‘ ; h‘ ¼ fl‘ ; r‘ ; f‘ g ð11Þ
HK
Z
^ jN; an Þ ¼
P p ðn f N ðnjhn ÞP o ðhn jN; an Þdhn ; hn ¼ fp; gg ð12Þ
HN
The distributions obtained by means of these expressions constitute
the final and most important outcome of the outlined Bayesian
methodology for the analysis of external corrosion data in
underground non-piggable pipelines. As mentioned earlier, they
36 F. Caleyo et al. / Corrosion Science 90 (2015) 33–45

Fig. 1. (a) Uniform (red) and Normal (blue) priors for parameter hi; the hyperparameters ( , ) are estimated from the expected interval of hi. (b) Time evolution of the
mean value of the location parameter of the GEV distribution for corrosion pit depth in underground pipelines [37–39]. (For interpretation of the references to colour in this
figure legend, the reader is referred to the web version of this article.)

Z 1
allow analysts to perform reliability and risk analyses in these pipe-
hPOD jhd i ¼ P OD ðdÞf D ðdjhd Þdd ð14aÞ
lines from a relatively small amount of field-gathered corrosion 0
data.
The combined effect of the POD and MEs can be considered by
merging Eqs. (13) and (14) into [26]
3.5. Probability of detection and measurement errors
R1
POD;ME 0
f D ðdjhd ÞP OD ðdÞf ME ðd  d; Þdd
Whichever the field-inspection method is—from laser scanners fD ðdjhd Þ ¼ ð15Þ
to pit gauge [41]—it is important to consider the uncertainty in hPOD jhd i
defect detection and sizing during the inspection. Commonly, these On the other hand, the POD-affected version of the model distribu-
two aspects are accounted for via the probability of detection tion for the number of defects per ditch to be used, after proper nor-
(POD) and the measurement errors (MEs) of the inspection tool, malization, in the sampling distribution for the detected defect
respectively [26,41,42]. The impact of the POD and MEs on the density, Eq. (9), can be approximated by
gathered corrosion data can be incorporated in the proposed BDA 
framework by considering their effect on the sampling distribu- POD
X1
m mn
f N ðnjhn Þ  f N ðnjhn Þ hPOD j^hd in ð1  hPOD j^hd iÞ ð16Þ
tions. The approach used by Yuan et al. [26] is used in this study v ¼n n
for incorporating the POD and MEs in Eqs. (6)–(8). As in many
other studies [15–19,25], these two uncertainties will only be con- where the average POD hP OD j^ hd i is determined just once using Eq.
sidered here for the depth and density of the corrosion defects. (14a) with f D ðdjhd Þ substituted by the predictive function for the
^ a Þ.
defect depth P p ðdjD;
Measurement errors are, by nature, random, additive, and inde- d
POD
pendent and identically distributed [41,42]. In the absence of bias This approximation of f N ðnjhn Þ was adopted in order to avoid
(accuracy errors), and assuming that sizing uncertainty is indepen- the complexities associated with considering the dependence of
dent of the magnitude of what it is measured,4 MEs can be the POD on the defect depth each time that a set of parameters
described using a Normal distribution with mean zero and variance hd is considered; for example, in Eq. (9). Instead, this dependence
( ). Empirical values of for typical field inspection tools can be is considered only once in Eq. (15) for the distribution of corrosion
depths predicted for the inspected pipeline. This approximation
found elsewhere [41]. Symbolically, the pdf of this distribution is
also implies that the predictive function has already been esti-
written as fME( ) = Normal(0, ). Based on these facts, the mated for d, which is not a practical limiting drawback.
ME-affected version of the model distribution for defect depth to
be used, after proper normalization, in the likelihood distribution, 4. Implementation
Eq. (7), can be written as [26]
Z 1

ME Given the assumptions made earlier about the independence of
f D ðdjhd Þ ¼ f D ðdjhd Þf ME d  d; dd ð13Þ
0
the variables of interest, the implementation of the proposed BDA
was based on the solution of three separate, relatively simple prob-
On the other hand, the POD is commonly expressed as a function of
lems: one for depth (3 parameters, 6 hyperparameters), another for
the corrosion defect depth, POD(d) [26]; therefore, the POD-affected
length (idem), and the last for density (2 parameters, 4 hyperpa-
version of the model distribution for defect depth to be used, after
rameters). This makes possible the use of the so-called GRID
proper normalization, in the likelihood distribution for defect depth
method for numerically approximating the prior, posterior, and
becomes
predictive distributions [31].
POD POD ðdÞf D ðdjhd Þ
f D ðdjhd Þ ¼ ð14Þ
hPOD jhd i 4.1. Grids for the depth, length, and density of the corrosion defects
In this expression, the denominator represents the unconditional
In the GRID method, the prior distributions are defined in an
detection probability or average POD, which is
nh-dimensional (nh-D) fine grid of their hi values; being nh the num-
ber of parameters, so that i = 1. . .nh. Consequently, for each prior,
an nh-D grid of finite discrete values of the nh parameters is created
4
More accurately expressed, it is assumed that, once a corrosion defect has been
within the intervals where there is a non-zero belief in hi. Accord-
detected, its depth and length are measured with an error that is independent of their ing to Section 3.3, the non-zero belief intervals are determined by
values. the hyperparameters of each hi (as shown, for example, in Fig. 1(a)).
 F. Caleyo et al. / Corrosion Science 90 (2015) 33–45
Fig. 2. Grid approximation for the prior of the parameters for the depth (length)
variable. At each grid point, the joint probability mass function (pmf) is computed
from the corresponding marginal masses.
Over the grid, each prior distribution denotes a marginal prob-
ability mass function at the corresponding axis of the nh-D coordi-
nate system; with hi values defined by the step Dhi used in the grid.
Therefore, each point of the grid has associated a value of the
resulting joint pmf (for example, p(ld)p(rd)p(fd) for depth) and
discrete versions of Eqs. (4)–(12) can be used to carry out the
BDA described by them. Fig. 2 exemplifies the discretization pro-
cess for the prior distributions of the depth variable, nh = 3. In it,
a coarse grid is used for the sake of clarity, and the discrete mar-
ginal and joint (pmf) priors are shown. This grid is also suitable
for the length variable, after the appropriate parameters are cho-
sen; nh being equal to three in this latter case as well. In the case
of the density, nh = 2, so that a 2-D grid is required to approximate
its prior distribution.5
4.2. Sampling, posterior, and predictive distributions over the grid
Once the grid is defined and the priors are constructed over it,
the sampling, posterior, and predictive distributions of the param-
eters and variables of interest can be also computed at each point
of the grid using the discrete version of Eqs. (4)–(12). For example,
following Eq. (12), the probability of a new unobserved corrosion
defect density value n ^ , given the measured density values N, is
computed over the grid HN as the probability of that value happen-
ing for each discrete value hn = {gn, pn}, weighted by the discrete
posterior believability of each hn:
Z X 
P P ðn
^ jNÞ ¼ f N ðnjhn ÞP o ðhn jNÞdhn  f N ðnjhn ÞP o ðhn jNÞDhn
HN
HN
 upstream pipelines.
where PP ; f N ,
and Po
are the pmf counterparts of the corresponding
pdf-s.
Expressions similar to (17) are used to obtain the predictive dis-
tributions of the depth and length of the corrosion defects over
their respective grids. After each predictive is computed following
this procedure, it should be normalized under the requirement that
it is a pmf:
X
P P ð^xjXÞD^x ¼ 1
All ^xs
5
Although not explicitly shown in Fig. 2, parameters ld, rd, and fd are defined in
the finite, discrete intervals were they have nonzero belief; however, the notation
used so far for them is kept hereafter for the sake of simplicity. This also applies for
the rest of parameters used in this work.
37
where D^x is the step used to obtain the discrete predictive of vari-
able x.
4.3. Iterative adaptive computational approach
The computation of the prior, sampling, and posterior distribu-
tions over the grid is carried out using an iterative adaptive
method. It allows searching for the solution both within and (when
required) outside the proposed parameter interval, while dynami-
cally changing the resolution used to scan the parameter(s) space.
This method is illustrated in Fig. 3 using an arbitrarily chosen 1-
D parameter space. Initially, the proposed interval for the parame-
ter(s) of interest is coarsely discretized and the prior, sampling, and
posterior distributions are computed over this coarse grid. The
non-parametric mean (1  h, the pre-symbol subscript indicate the
calculation step) and standard deviation (sd(1h)) of the estimated
posterior (1 P o (h)) of the parameter(s) are used to define a subse-
quent interval, which is centred at 1  h and extends for several
(user-defined) sd(1h)-s around it. In Fig. 3, just for the sake of illus-
tration, the interval discretization step (dh) was defined using the
estimated sd(h). The new grid to be used in each subsequent calcu-
lation step was selected using a ± 3-sd(h) interval around  h. The
selection and discretization process of each new parameter inter-
val from one calculation step to the next is represented in Fig. 3
using grey-shaded quadrilaterals.
In Fig. 3(a) this process is shown for the straightforward case in
which the (unknown) solution lies within the interval where the
parameter is initially thought with non-zero belief. The resolution
of each new grid (1/dh) increases from one calculation step to the
next. Therefore, the calculations are made over finer and finer
grids; this helps increase the accuracy of the estimated posteriors.
Also, in order to make these computations adaptive, the selec-
tion of the future (ith + 1) scan interval is not restricted to be
within the bounds used in the current (ith) computation step. In
this way, if the solution for Po(h) lies outside the proposed param-
eter interval, as shown in Fig. 3(b), the method is able to search and
find the solution outside this interval. This is particularly useful in
those situations where the prior distributions are not accurate
enough due to a bad model choice or/and a relatively high igno-
rance about the parameters.
The iterative scan process, illustrated in Fig. 3 (for only 3 steps)
can be carried out until the results do not change considerably
from one calculation step to the next. Besides this necessary, but
not sufficient, relative criterion, the visual inspection of the esti-
mated posterior distributions is highly recommended in order to
check for inconsistencies in the solution such as biased/truncated,
out of sound range, and too-narrow estimated posteriors. The
experience gained in this work suggests that the use of 20–25
interval discretization steps, ±4-sd(h)-wide future intervals, and
10–25 iteration steps ensures accurate estimates of the corrosion
ð17Þ data distributions of external corrosion defects in underground
The software Mathematica 9.0 [43] was used to implement the
iterative adaptive method just described and also to perform the
computation of the predictive distributions, and the assessment
of the goodness of fit of the estimated predictive distributions with
respect to the empirical data.
ð18Þ 5. Illustration and validation
The ILI-collected (external) corrosion data of a transportation
pipeline (PA) and the field-collected data of a gathering pipeline
(PB) were used to validate the proposed BDA framework. Table 2
shows the information relevant to this study for both pipelines.
The in-line inspection was performed using a magnetic flux leak-
38 F. Caleyo et al. / Corrosion Science 90 (2015) 33–45
Fig. 3. Iterative adaptive method used to compute the posterior distribution over a 1-D parameter space when the solution (white start) lies (a) within the proposed
parameter interval and (b) outside this interval. The pre-symbol subscripts indicate the calculation step.
age (MFL) tool. Meanwhile, defect depth field data were gathered
by means of a pit depth dial gauge with a bridging bar, and defect
lengths were determined taking the difference between the abso-
lute positions along the pipeline of the start and ending points of
the defect. The measurement errors were typical of the tools
employed in each case [44]. In what follows, the observed corro-
sion data for pipelines PA and PB are referred as empirical ILI
and field data, respectively. Likewise, the defect depths are
expressed in percent of the pipe wall thickness (%pwt) and the
defect lengths are given in mm everywhere in the text. Three
aspects were evaluated during the validation process: (i) the ability
to correctly reproduce the empirical ILI (in PA) and field (in PB)
defect depth, length, and density distributions from a single field
sampling inspection dataset; (ii) the statistical behaviour of the
estimations for a large number of inspection data sets; and (iii)
the number of inspection sites (per km of pipeline) and observed
defects required to obtain accurate estimations.
In order to carry out the first of these evaluations, the external
corrosion defects located and sized by ILI in PA and by field-inspec-
tion in PB were randomly sampled based on their location in their
respective pipeline. This helped simulate a typical field sampling
corrosion data collection process. To do this, 15 (2.44-m long)
ditches were randomly selected along each pipeline. The number
and size (depth and length) of the external corrosion defects
observed in each simulated ditch were considered as the field
observations to be used as input to the proposed BDA framework.
For the sake of simplicity, the POD function (see Eq. (14)) is
taken throughout this work as a constant equal to one. On the
other hand, in the proposed exercises it is considered that the
defect sizing is performed with an ideal instrument with negligible
measurement errors. Thus, the empirical external corrosion data in
2 1 X nS
2
pipelines PA and PB are considered to be the true distributions of
defect depth, length, and counts, which will be estimated from lim-
ited samples using the BDA scheme.
The predictive distributions obtained for the depth, length and
density of defects in each pipeline were compared with the corre-
sponding empirical distributions in the entire pipelines in order to
assess the quality of the estimations using Monte Carlo6 Kolmogo-
rov–Smirnov (K–S) and Pearson v2 (P–v2) tests for the predictions
related to d, ‘, and n, respectively. This exercise serves for both the
validation of the proposed BDA framework and the illustration of
its application.
The second of the validation steps was carried out by repeating
1000 times the sampling-prediction process described in the pre-
ceding paragraph. This allowed obtaining the predictive distribu-
tions and also the distribution of the P-values of the 1000 K–S
and P–v2 goodness of fit tests. The confidence associated with
the BDA estimations was computed as the percentage of simula-
tions for which no reasons were found to reject the null hypothesis
that the obtained predictive distributions correctly describe the
empirical data in the entire pipeline. The non-rejection criterion
in each simulation was that the P-value from the Monte Carlo K–
S (for d and ‘) or P–v2 (for n) tests were equal to or greater than
0.05.
Finally, the paramount question about the amount of data
required to obtain good estimates of the corrosion data in the
entire pipeline from a field sample through the application of the
proposed BDA framework was addressed. To do this, the preceding
exercise was carried out in both pipelines for different numbers of
excavation sites. Varying the number of inspection ditches pro-
duced a different amount of observed corrosion defects according
to the empirical defect density in each pipeline (Table 2). For each
pair of numbers of excavation sites and observed defects, the errors
associated with the predictions made for the parameters of the
depth, length and density distributions were quantified through
the mean squared error (MSE) of the estimated parameters ^ h with
respect to those of the empirical distributions (h):
( )
X
Dð^hx Þ ¼ h^hxi i  hhxi i þ ^hx  hhx i ð19Þ
i
nS s¼1 i i
6
As defined in Mathematica 9.0, using the KolmogorovSmirnovTest function with
Method ? ‘‘MonteCarlo’’ [43].
 F. Caleyo et al. / Corrosion Science 90 (2015) 33–45 39

Table 2
Basic information of the studied pipelines together with the statistical description of the empirical external corrosion data collected in each one of them.

Pipeline (inspection) Description Observed variables Non-parametric moments Fitted distributionf

a

PA (ILI, 2011) pwt:b 11.9 mm d (%pwtg) 17.6 9.06 2.04 GEV(13.2, 4.10, 0.338)h
OD:c 914 mm
Coating: Coal tar ‘: (mm) 147 213 2.24 GEV(37.5, 34.6, 1.08)h
CP:d Imp. current
Age: 25 years n (1/site) 0.198 0.662 5.40 NegBin(0.148,0.427)i
Length: 19 km
Defects:e 2327
PB (Field, 2009) pwt:b 7.92 mm d (%pwtg) 17.0 4.85 1.19 GEV(14.9, 3.40, 0.096)h
OD:c 152 mm
Coating: Coal tar ‘: (mm) 149 206 2.22 GEV(291, 383, 1.100)h
CP:d Sacrificial anode
Age: 27 years n (1/site) 1.40 2.28 2.89 NegBin(0.512, 0.268)i
Length: 2.66 km
Defects:e 518
a
Skewness.
b
Pipe wall thickness.
c
Nominal pipe (outside) diameter.
d
Cathodic protection type.
e
Total number of defects in the inspected pipeline.
f
In the form GEV(l, r, f) or NegBin(g, p).
g
Percent of the pipe wall thickness.
h
Generalized Extreme Value.
i
Negative Binomial.

where the angular brackets refer to the average values of the corre-
sponding parameters, x refers to either the depth (d), length (‘), or
density (n) of the corrosion defects, nS denotes the number of pre-
dictions (simulations), and i indexes the parameters for each vari-
able x.
5.1. Estimations from a single field sampling data set
Although not statistically significant, the use of a single corro-
sion dataset helps illustrate the application of the proposed BDA
framework and also serves as the starting point for the validation
process described earlier. The grey-shaded histograms in Fig. 4
describe the simulated empirical data for the depth (Fig. 4(a)),
length (Fig. 4(b)), and density (Fig. 4(c)) of 55 corrosion defects
found in 285 simulated excavation sites in pipeline PA. Shown in
these figures are also the prior beliefs for the corresponding distri-
butions (Table 1). As has been mentioned, these data were
obtained through random sampling of the empirical data in a large
number of pipelines operating in the studied region. For this exer-
cise, the number of excavation sites was selected large enough (15
per km) to avoid statistical errors due to poor sampling. The suit-
ability of this number is justified later, during the third stage of
the validation process.
The simulated data were used as input (D = {di}, K = {‘i }, and
N = {ni}) to the proposed BDA framework in order to construct
the sampling distributions of d, ‘, and n, respectively, based on
Eqs. (7)–(9a) with a GEV distribution for d and ‘ (fD(), fK()), and
a NegBin distribution for n (fN()). The prior distributions (p(hi))
of their parameters were defined using Normal distributions with
means equal to the values shown in Table 1 and standard devia-
tions determined by the assumption that the COV of the parame-
ters was 50% in all cases. For example, this choice led to
hyperparameters fadl ð%pwtÞ; adr ð%pwtÞ; adf g = {(18.5, 9.25),
(8.86, 4.43), (0.078, 0.039)} in the case the depth variable. Also,
each prior distribution was constrained to its physically meaning-
ful bounds; for example, p(ld) = 0 if ld < 0 or ld > 100%pwt.
For each variable, its discrete prior distributions were con-
structed using a 25-step grid. The iterative adaptive process illus-
trated in Fig. 3 was applied for the determination of the posterior
distributions of each parameter with 25-step, ±3-sd(h)-wide future
(next-iteration-step) grids. As an example, Fig. 5 shows the poste-
riors obtained for the location, scale and shape parameters of the
GEV model for defect length in PA, from the simulated empirical
input dataset. Similarly, Fig. 6 shows the posteriors obtained for
the size and probability parameters of the NegBin model for defect
density in PA, from the simulated empirical input dataset.
It is important to underline that the posteriors shown in Figs. 5
and 6 differ from their respective priors. The Gaussian shape of the
prior distributions is fairly preserved but the COV (50% originally)
was drastically reduced from the prior to the posterior beliefs. In
the case of parameter p, the solution was found outside the initially
proposed non-zero-belief interval. It is also worth noting the
increase in resolution from the initial to the final grids. For exam-
ple, the location for defect length was initially defined over a
10 mm/step grid (250-mm wide, 25-step discrete interval); con-
versely, the solution was found over a finer grid with a 1.4 mm/
step resolution (Fig. 5(a)).
The estimated posteriors were used later to determine the pre-
dictive distributions of the depth, length, and density of the corro-
sion defects in the studied pipelines. The results of these
estimations for pipeline PA are included in Fig. 4. In the case of
pipeline PB, the obtained predictives are shown in Fig. 7 together
with the prior beliefs, the simulated empirical data, and the GEV
(d and ‘) and NegBin (n) models fitted to the empirical data for
the entire pipeline.
Two aspects are of interest when the results shown in Figs. 4
and 7 are analyzed. The first is the ability of the proposed BDA
framework to correctly find the predictive distributions that fit
the sampling (simulated empirical) data, even when the previous
belief about the distributions of the involved parameters is far
apart from the actual distributions. Table 3 shows the results of
the Monte Carlo K–S (for d and ‘) and P–v2 (for n) goodness of fit
tests conducted by taking the predictive distributions shown in
Figs. 4 and 7 as the distributions from which the respective simu-
lated empirical and (all defects) empirical datasets in PA and PB are
drawn (see the Footnote 6). As it can be seen, in the case of simu-
lated empirical datasets vs. predictives, the K–S- and P–v2-derived
P-values are higher than 0.15 in all cases. This quantitatively con-
40 F. Caleyo et al. / Corrosion Science 90 (2015) 33–45
Fig. 4. Prior belief, simulated empirical, ILI-derived, and predictive distributions for
the (a) depth, (b) length, and (c) density of external corrosion defects in pipeline PA.
firms that the predictives correctly describe the simulated empiri-
cal data. Although obvious in its nature, this confirmation points
out to the appropriateness of the structure and assumptions of
the proposed BDA framework. Though not sufficient, it is a neces-
sary condition to be fulfilled by this framework to get completely
validated.
The second and most important point to underline is that the
framework is capable to fairly reproduce the empirical defect
depth, length, and density distributions from a single field sam-
pling inspection dataset. As it is shown in Table 3 for the case of
all-empirical datasets vs. predictives, this second point is sup-
ported by values of the K–S- and P–v2-derived P-values higher
Fig. 5. Posterior distributions for the (a) location, (b) scale, and (c) shape
parameters of the GEV model for defect length in pipeline PA.
than 0.05 in all cases. This is critical to the practical applicability
of the methodology since, in real-life situations, the one-dataset
scenario is usually the only possible situation. Furthermore, it is
statistically expected, although not guaranteed, that the quality
of these results should be reproduced from one dataset to another.
Two key requirements are to be met to increase the level of con-
fidence in obtaining good estimates through the application of the
proposed BDA framework. First, the numbers of excavation sites
and observed defects, respectively, have to be large enough in
order to avoid sampling errors due to insufficient sample size. Sec-
ond, the corrosion conditions along the pipeline must be relatively
 F. Caleyo et al. / Corrosion Science 90 (2015) 33–45 41

Fig. 6. Prior and posterior distributions for parameters (a) g and (b) p of the NegBin
model for defect density in pipeline PA.

homogeneous in order to avoid sampling errors due to heterogene-

ity. The first of these requirements is further investigated in the
next section, while the second, although obvious, must be fulfilled
by the operator or analysts from all the accumulated knowledge
about the pipeline under analysis. For example, if there are varia-
tions in soil corrosivity, cathodic protection conditions, and/or
coating conditions along the pipeline, them its segmentation in
homogeneous sections is mandatory for the proper application of
the proposed Bayesian corrosion data analysis.

5.2. Statistical performance of the estimations

The process just described was carried out 1000 times for each
variable and the confidence associated with the BDA estimations in
each pipeline was determined as described earlier. Table 4 shows
the results of these simulations. Together with the confidence of
associated with the BDA estimations; this table shows the relative
error of the mean of the resulting distribution of each parameter
with respect to the values shown in the last column of Table 2.
The COV of each one of the obtained distributions is also presented
in Table 4.
From the practical point of view, the results in Table 4 are sat-
isfactory given that the confidence associated with the BDA esti-
mations are, in all cases, equal to or greater than 80%, while the
relative error of the mean value and the COV of the estimations
are relatively low. The worst case is associated, in both pipelines,
with the estimations of the distribution of the defect lengths.
Meanwhile, among the parameters of the GEV distribution, the
shape is the one that shows in most of the cases the largest
Fig. 7. Prior belief, simulated empirical, ILI-derived, and predictive distributions for
the (a) depth, (b) length, and (c) density of defects in pipeline PB.
estimation errors. This can be related to the fact that, while depth
evolution is almost completely determined by the corrosion mech-
anism, the observed lengths (in many cases exceeding 1 m, see
Fig. 7(b)) may result from other processes such as pit coalescence
and extended damages produced to the pipeline coating.
As it will be shown later, the quality of the estimations can be
further increased if the numbers of excavation sites and of
observed corrosion defects increase with respect to the values
shown in the second column of Table 4. On the other hand,
decreasing the amount of the observed corrosion data below these
values will produce estimations with a poor confidence and large
statistical, mainly sampling, errors, which render the estimations
useless in practical terms.
42 F. Caleyo et al. / Corrosion Science 90 (2015) 33–45

Table 3
Goodness of fit (P-values) of the simulated and all-empirical data to the predictive distributionsa.

Pipeline Simulated empirical data vs. predictives All-empirical data vs. predictives
2
d: K–S ‘: K–S n: P–v d: K–S ‘: K–S n: P–v2
PA 0.17 0.44 0.75 0.11 0.44 0.29
PB 0.54 0.71 0.92 0.14 0.19 0.06
a
K–S stands for the Kolmogorov–Smirnov test, while P–v2 stands for the Pearson’s chi-squared test.

Table 4
Confidence (co, in %) of the BDA estimations and relative error of the mean (re, in %), and coefficient of variation (cv, in %) of the distributions of the estimated parameters for each
variable.

Pipeline Ditches (defects)a d ‘ n

co ld re(cv) rd re(cv) fd re(cv) co l‘ re(cv) r‘ re(cv) f‘ re(cv) co g re(cv) p re(cv)

PA 15(56) 88 2(6) 2(20) 5(22) 87 14(18) 20(28) 2(14) 89 4(15) 3(12)

PB 15(71) 80 1(5) 3(17) 15(85) 90 10(18) 11(13) 18(30) 90 8(12) 10(15)
a
Ditches per km and average total number of defects observed in these ditches.

5.3. Number of inspection sites and number of observed defects for
accurate estimations
In order to find the amount of data required to obtain good esti-
mates with a relatively high confidence, the previously described
exercise was carried out for different numbers of excavation sites
per km, ranging from 1 to 50. For each pair of number of excavation
sites and average number of corrosion defects, the value of the MSE
was computed for the parameters hx of the depth, length, and den-
sity of the corrosion defects using Eq. (19) for nS = 1000 simula-
tions. At the same time, the confidence in the estimations was
computed as in the preceding subsection.
Fig. 8 shows the evolution of the resulting (relative) MSE and
confidence with the numbers of excavation and corrosion defects
for pipelines PA (Fig. 8(a)) and PB (Fig. 8(b)), respectively. Because
the terms that sum up in Eq. (19) have different units, given the
different units of variable x (depth, length or density) and index i
(from one parameter to the next), the MSE values in this figure
were normalized with respect to the value obtained for 50 excava-
tion sites.
Similarly, the optimum number of excavation sites and the total
number of defects for obtaining as good estimates as possible is
defined in this exercise as the respective threshold values from
which there is no point in increasing these numbers to improve
the quality of the estimations. Therefore, the beginning of a plateau
in the plots of the computed relative average MSE against the num-
ber of ditches and defects (thick-line curves in Fig. 8) indicates the
minimum values of these numbers needed to obtain as good esti-
mates as possible of the involved parameters. At the same time, the
numbers of ditches and defects required for reaching a confidence
(thin-line curves in Fig. 8) equal to or greater than 80% can also be
used as threshold values to define the minimum amount of field
data needed to attain statistically dependable estimations.
The results shown in Fig. 8 indicate that the optimum number
of excavation sites per km to obtain as good estimates as possible
is 15. The optimum total number of corrosion defects detected and
sized during the field inspection to achieve the same goal is 60.
These thresholds must be both reached or (if possible) exceeded
during field works aimed at evaluating external corrosion in non-
piggable underground pipelines. As Fig. 8 also shows, the total
number of observed corrosion defects will change from one pipe-
line to another as the density of corrosion defects strongly depends
on the corrosivity conditions and degree of protection of each pipe-
line. Therefore, notably for pipelines with low defect density, the
number of excavations sites must be equal to or greater than 15
and must, at the same time, also ensure that the total number of
observed external corrosion defects in the inspected pipeline is
equal to or exceeds 60.

Fig. 8. Influence of the number of excavation sites and observed corrosion defects upon the relative MSE (thick lines) and confidence (thin lines) of the BDA estimations in (a)
pipeline PA and (b) pipeline PB.
 F. Caleyo et al. / Corrosion Science 90 (2015) 33–45 43

6. Conclusions H Space of vectors h

xj Measured/observed data values
A new Bayesian methodology has been proposed, illustrated, X Vector of observed data points {xj}
and validated for the analysis of external corrosion data of non-pig- p(h) Prior distribution
gable underground pipelines. It helps estimate, with relatively high L (X|h) Likelihood function, also called sampling
confidence and reduced estimation errors, the statistical distribu- distribution
tion of the density and size of external corrosion defects from a rel- P o (h | X) Posterior distribution
atively small number of corrosion data samples taken at ^
x Unobserved (predicted) value for variable x
excavation sites along these pipelines. Beyond the fact that the ak Hyperparameters of the distribution for
proposed methodology is conceptually simple and easy to imple- parameter hi
ment, it has associated three important practical advantages wor- a Vector of hyperparameters {ak}
thy of consideration. Firstly, it automatically adjusts to the amount xjX; aÞ
P p ð^ Predictive distribution for unobserved data
and nature of the available data; secondly, it can incorporate the points
uncertainty in detection and measurement errors associated with Mean of the prior distribution for parameter
field measurements; and lastly, it is ready to be incorporated into hi, for variable x
ECDA methodologies. Variance of the prior distribution for
The application of the developed Bayesian methodology to cor- parameter hi, for variable x
rosion data from field and in-line inspections of upstream trans- M Assumed model or distribution for the
portation pipelines helped answering the important question observed data
about the amount of data required to obtain good estimates of d Corrosion defect depth
the corrosion data in the entire pipeline when performing field ‘ corrosion defect length
sampling inspections. The results of the conducted Monte Carlo n Corrosion defect density (number of defects
simulations indicate that the number of excavation sites per km per excavation site)
to obtain as good estimates as possible must be equal to or greater l Location parameter of the GEV distribution
than 15 and that the total number of corrosion defects detected r Scale parameter of the GEV distribution
and sized during the field inspection to achieve the same goal must f Shape parameter of the GEV distribution
be equal to or greater than 60. These figures will ensure a confi- di Measured defect depth values
dence equal to or greater than 80% for the estimated distributions D Vector of measured defect depths {di}
of the size and density of external corrosion defects in non-pigga- ‘i Measured defect length values
ble underground pipelines. K Vector of measured defect lengths f‘i g
ni Measured defect count values
Acknowledgments N Vector of observed number of defects per
excavation site {ni}
Part of this study was done during a stay of J. Vidal at the p Probability parameter of the NegBin
National Polytechnic Institute (ESIQIE-IPN) of Mexico under the distribution
research Project CIDIM 425101840. The authors are grateful to Pet- g Size parameter of the NegBin distribution
róleos Mexicanos (Pemex) for permission to publish these results. f GEV ðxÞ pdf of the GEV distribution
The comments provided by the reviewers are deeply appreciated. f NB ðnÞ pmf of the NegBin distribution
fD() Model pdf of defect depth distribution
Appendix A fK() Model pdf of defect length distribution
fN() Model pmf of defect density distribution
Glossary of acronyms and symbols as they appear in the text HD Space of vector of parameters hd for the
defect depth distribution
BDA Bayesian Data Analysis
HK Space of vector of parameters h‘ for the
ECDA External Corrosion Direct Assessment
defect length distribution
ILI In-Line Inspection
HN Space of vector of parameters hn for the
MFL Magnetic Flux Leakage
defect counts distribution
POD Probability of Detection
P o ðhd jD; ad Þ Posterior joint pdf for parameters hd of the
pdf Probability density function
(GEV) depth distribution
pmf Probability mass function
LðDjld ; rd ; fd Þ Likelihood distribution function for observed
pwt Pipe wall thickness
depth data vector D
%pwt Percent of the pipe wall thickness
pðld jadl Þ Prior distribution for the location ld of the
GEV Generalized Extreme Value (distribution)
(GEV) depth distribution
NegBin Negative Binomial (distribution)
pðrd jadr Þ Prior distribution for the scale rd of the
COV Coefficient of Variation
(GEV) depth distribution
ME measurement error
pðfd jadf Þ Prior distribution for the shape fd of the
PA Pipeline A, subjected to ILI
(GEV) depth distribution
PB Pipeline B, subjected to field inspection
Po ðh‘ jK; a‘ Þ Posterior joint distribution of parameters h‘
K–S Kolmogorov–Smirnov goodness of fit test
of the (GEV) length distribution
P–v2 Pearson’s chi squared v2 goodness of fit test
LðKjl‘ ; r‘ ; f‘ Þ Likelihood function for observed length data
MSE mean squared error
vector K
hi Distribution (prior or posterior) parameter
pðl‘ ja‘l Þ Prior distribution for the location l‘ of the
values
(GEV) length distribution
h Vector of distribution parameter values {hi}
(continued on next page)
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