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ARTICLE IN PRESS

Computers & Geosciences 34 (2008) 1527–1540


www.elsevier.com/locate/cageo

Geostatistical model for correlating declining groundwater


levels with changes in land cover detected from analyses of
satellite images
Jean Aurelien Moukanaa, Katsuaki Koikeb,
a
Graduate School of Science and Technology, Kumamoto University, 2-39-1 Kurokami, Kumamoto 860-8555, Japan
b
Department of Civil Engineering, Faculty of Engineering, Kumamoto University, 2-39-1, Kurokami, Kumamoto 860-8555, Japan
Received 8 March 2007; received in revised form 6 November 2007; accepted 29 November 2007

Abstract

A combination of satellite-data processing and geostatistical spatial modeling is examined to investigate long-term
changes in groundwater levels within a catchment basin and identify the causes of the changes. The data processing was
used to obtain an accurate image classification of land covers while the geostatistical modeling was used to interpolate
residual components of groundwater levels by removing identified trends from the original data. Our case study focused on
the Kumamoto Plain, situated in central Kyushu, southwest Japan, where all of the water supply is derived from
groundwater. A Linear Spectral Mixture was adopted to the 10 sub-scene images of Landsat 5 Thematic Mapper (TM) and
Landsat 7 Enhancement Thematic Mapper Plus (ETM+) sensors covering the study area for a 16-year period
(1987–2003); this proved to be highly effective in detecting declining amounts of groundwater-recharging material.
Descriptive statistical parameters from the groundwater-level data were integrated with the process of identifying,
characterizing, and removing the trend components that are closely correlated with rainfall. Variogram modeling and
ordinary kriging were used to construct a spatial model of the residual groundwater-level data. Finally, a multivariate
model is proposed to estimate the degree of reduction in groundwater levels. The correlation coefficients between the
observed and estimated residual levels by the multivariate regression model at 14 wells for the cross-validation range from
0.95 to 0.98. This demonstrates the applicability of the model to both the local areas around well sites and across the entire
study area. To deepen the regression result, the Tukey honestly significantly different statistical test was applied. The test
clarified that changes in land cover from rice field to urban areas have the greatest impact on reductions in groundwater
within the recharge area.
r 2008 Elsevier Ltd. All rights reserved.

Keywords: Shallow groundwater level; Land use; Satellite image; Variogram modeling; Ordinary kriging; Multivariate regression;
Kumamoto Plain

1. Introduction

Corresponding author. Fax: +81 96 342 3507. In recent years, the importance of groundwater as
E-mail addresses: jalebremouke_7@hotmail.com a natural resource has been increasingly recognized
(J.A. Moukana), koike@gpo.kumamoto-u.ac.jp (K. Koike). throughout the world. Groundwater is essentially

0098-3004/$ - see front matter r 2008 Elsevier Ltd. All rights reserved.
doi:10.1016/j.cageo.2007.11.005
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a renewable resource generated within the global flow chart of the analysis from the initial data
water circulation system. However, due to recent preprocessing to the final validation and assessment
excessive industrial and agricultural activity and the of the model accuracy.
lack of adequate processing of wastewater, many The first approach is to detect changes in land
areas are now affected by environmental problems cover with a high degree of accuracy via satellite-
related to groundwater, including salinization, image analysis; such remotely sensed data must be a
desertification, water pollution, and declining water suitable source of synoptical surface materials. As
tables. The problem of falling water tables is satellites provide repetitive coverage of any given
common in urban areas. It is easy to imagine that surface area at short time intervals and with
the surfacing of urban areas by concrete that is consistent image quality, change detection has
impermeable to rainfall is the main cause of this become a major application of remotely sensed
problem; however, there remains significant uncer- data (Volgelmann and Helder, 2001). Any changes
tainty as to how the groundwater table is sensitive in land cover must be more significant or distin-
to changes in land cover. The purpose of this study guishable from other changes evident in the images
is to clarify this relationship using satellite-image that are related to atmospheric conditions, seasonal
data and groundwater-table data recorded from changes, illumination conditions, and sensor cali-
observation wells. We propose a new method for bration (Abuelgasim et al., 1999).
combining the characteristics obtained from the The second approach is a decomposition of
analyses of these two types of data. Fig. 1 shows a groundwater-table data into the trend and residual

Data Time Series Data


(Landsat TM/ETM+) Groundwater and rainfall data

Images Preprocessing Descriptive Statistics


Radiometric and geometric corrections (Mean, min, max, variance, skew)

Images Processing Analysis of Time Series Data


(Trend identification and characterization)
Ancillary Data

Linear Spectral Mixture


Remove the Trend by Multi-regression Model
Model based on AIC (Akaike Information Criterion)
Change Detection Methods Estimation of the Residual Data
A

Image differencing
Statistics
Normalization of Residual Data

Accuracy Assessment
Variogram Modeling
Multivariate Regression Model Kriging for Residual Data
Thematic Maps

AccuracyAssessment Kriging Grid Maps

Cross-validation Model

Conclusion

Fig. 1. Flow chart of methods used to spatially quantify changes in groundwater levels using geostatistics and relate these trends to
changes in land-cover use determined from analyses of Landsat 5 TM and Landsat 7 ETM+ images.
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components, followed by the application of geosta- lowering of the groundwater level. To conserve the
tistics to extract the spatial characteristics of the groundwater resource, it is important to obtain a
residuals that may have a relationship with the comprehensive understanding of the groundwater
changes in land cover. Geostatistics was developed flow system, including flow patterns and hydro-
to deal with problems involved in estimating geologic modeling (Koike et al., 1996), water-
phenomena that have a spatial autocorrelation quality mapping using spatio-temporal geostatistics
structure among observations (Goovaerts, 2000). (Koike et al., 2002), locating the chief aquifers by
Combined with classical statistics, this technique integrating data of the geologic column and
was developed to increase our knowledge of a resistivity logging data (Koike and Matsuda,
dataset to identify and quantify the spatial structure 2005), and determining the mechanism of fluctua-
of studied phenomena. Spatial variability is mod- tions in groundwater levels.
eled as a function of distance between sample Satellite images from Landsat 5 Thematic Map-
locations using a variogram rather than a correla- per (TM) and Landsat 7 Enhancement Thematic
tion function. The use of the variogram as a Mapper Plus (ETM+) were used in this study.
measure of spatial continuity requires only that Table 1 lists the relevant details of these images,
the data meet the intrinsic hypothesis for regiona- including the acquisition dates, specific information
lized variables. This hypothesis mandates weak on the solar elevation and azimuth angles, and the
second-order stationarity in the data; that is, cloud cover over seven Landsat 5 TM and three
variance in the data should only be a function of Landsat 7 ETM+ scenes of path-113 and row-37.
the distance between samples (Wallace and Watts, The azimuth angle is calculated as clockwise from
2000). north. These header data were incorporated in the
To combine these two approaches, a multivariate process of converting the digital number of each
regression analysis is introduced to identify the image to radiance or at-satellite reflectance. Cloud
types of land cover that have the greatest influence tolerance in the scene was set at under 10%.
on changes in the groundwater table in the recharge, We obtained groundwater-level data for 26
discharge, and transition zones under varying observation wells administered by the Construction
patterns of groundwater flow. Ministry of Japan (CMJ: 12 wells) and the
Kumamoto City Office (KCO: 14 wells). These are
2. Study area and data continuously monitoring data with high accuracy.
The measurement systems at the wells are on line
In a case study, we consider the Kumamoto Plain with the host computer to read the levels auto-
in central Kyushu, southwest Japan, which covers matically and store them. As the observation
22  29 km. This area contains high-quality ground- periods of the KCO data are much shorter than
water that is extracted for urban, agricultural, and those of the CMJ data, the groundwater-level
industrial activities; however, certain areas have analysis is based on the CMJ data; the KCO data
recently reported pollution of the groundwater and are used in the cross-validation to examine the

Table 1
Acquisition dates and specific information for 10 Landsat 5 TM and Landsat 7 ETM+ scenes used in this study

Acquisition date Satellite code Sun elevation angle (deg) Sun azimuth angle (deg) Cloud %

February 8, 1987 Landsat 5 TM 31.3 139.78 10


June 6, 1995 Landsat 5 TM 57.9 100.32 10
April 5, 1996 Landsat 5 TM 47.69 122.08 10
April 24, 1997 Landsat 5 TM 56.4 120.94 0
October 17, 1997 Landsat 5 TM 42 147 0
November 2, 1997 Landsat 5 TM 37 151 0
September 7, 2000 Landsat 5 TM 53.35 131.87 10
May 13, 2001 Landsat 7 ETM+ 64.42 120.11 10
February 25, 2002 Landsat 7 ETM+ 39.87 143.34 0
May 3, 2003 Landsat 7 ETM+ 62.26 124.06 0
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multivariate regression model of the level changes. satellite-image and geomorphologic analyses in
The spatial distribution of the measurement sites is Japan.
shown in Fig. 2.
There are several main aquifers in the study area, 3. Changes in land cover detected by linear
which are mainly pyroclastic flow deposits and spectral method
porous andesite (Koike and Matsuda, 2005). Most
wells targeted shallow, unconfined aquifers; conse- The objective of image classification in remote
quently, the well levels are similar to that of the sensing is to assign the digital image data into
groundwater table. Monthly means of the CMJ discrete and meaningful categories. A correctly
level data for each well over the period 1979–2003 classified image will represent areas of each category
were used to clarify the pattern of variations in that share particular spectral characteristics, as
groundwater levels. We used a digital elevation map specified by an established classification scheme
(DEM) dataset with a 50 m mesh to select suitable (Jensen and Cowen, 1999). Mixed pixels have been
ground-control points for image registration and recognized as a problem that limits the effective use
identify land-cover use for image classification. This of remote sensing data in the classification of land
DEM with a 50 m mesh, provided by the Geogra- use and land cover (Fisher, 1997). To overcome this
phical Survey Institute of Japan, is the most problem, linear spectral mixture (LSM) analysis is
standard dataset that has been widely used in used to calculate land-cover fractions within a pixel

Japan

130°30’ 130°52’30’’

33°00 ’
Sea of Japan

1: Suya 2
3
2: Koshi 1
130°E
3: Kubota Pacific Ocean
4: Fukasako 4
6 5 30°N
5: Shinnabe
6: Tsuboi
7: Akitsu 7
9 8
8: Tamukae 10
9: Rendaiji 11
10: Oshima
11: Okishin 12
Well sites of measured sample points.
12: Tenmei
Well sites used for model validation.

30°42’23’’
10 km

Fig. 2. Location of study area upon Kumamoto Plain, southwest Japan, and locations of groundwater observation wells superimposed on
a false-color composite Landsat TM image obtained on November 2, 1997 (red: band 7, green: band 3, blue: band 5). Groundwater-level
data for sites 1–12 are used for analysis shown in Fig. 1; other data were used for cross-validation of final multivariate regression model
that examined relationship between changes in groundwater level and land-cover use.
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J.A. Moukana, K. Koike / Computers & Geosciences 34 (2008) 1527–1540 1531

and modeling spectrum as a combination of spectra 4. Geostatistical analysis of groundwater-level data


for pure land-cover types termed end members
(Roberts et al., 1998). LSM is defined as 4.1. Identification and removal of trend components
8
>
> PC To demonstrate the characteristics of the ground-
>
< Rb ¼ i¼1 f i Ri;b þ b
> water levels, Fig. 4 shows data from three sites (2, 5,
(1) and 9) from the recharge, transition, and discharge
>
> PC
> areas. These graphs clarify seasonal and annual
: i¼1 f i ¼ 1
>
trends in measured fluctuations. The groundwater
levels yt at time t are time-series data that can be
where Rb is the reflectance for each band b, C is the decomposed into three fundamental components,
number of end members, fi (X0) is the fraction trend (Tt), seasonal (St), and residual (et), which
image of end member i, Ri,b is the reflectance of end may be associated with changes in land cover or
member i in band b, and eb is the unmodeled random errors:
residual. Model fitness is assessed by the smallness
of eb. The end member with the largest fi is selected
yt ¼ T t þ S t þ  t (2)
as the land use class for each pixel.
More details on the application of LSM to
classsifying the present TM/ETM+ images into The seasonal effect involves systematic and
five categories (urban area, rice field, vegetation, periodic effects that can be identified by regularly
forest, and water) are seen in Moukana and Koike spaced peaks and troughs that have a consistent
(2007). This paper proves the excellent capability of direction and are of approximately the same
LSM and its suitability for developing a multi- magnitude every year. This effect is rare in the
variate regression model between groundwater present groundwater data and is not considered
levels and changes in land cover. Fig. 3 depicts the further. Therefore, Tt, which is generally dominated
image classification results by LSM using five scenes by rainfall, is the most important in identifying the
chosen as examples, which shows remarkable effect of changes in land cover on groundwater
changes in the areas of rice field and stability in levels. To understand the Tt pattern repartition,
the location and gradual increase in size of urban we adopted two descriptive statistical tests. The
areas. Healthy vegetation shows minor seasonal first is the t-test for assessing the significance
fluctuations, whilst the extent of forest decreases of the difference between two averages, m1 and m2,
and water areas remain constant. of the subsets of N sample data with n1 and n2

February 2, 1987 June 6, 1995 November 2, 1997 September 9, 2000 May 3, 2003
N
10 km

Urban area Rice field Vegetation

Forest Water Unclassified

Fig. 3. Results of image classification by linear spectral mixture algorithm for five classes of land-cover use for five selected images.
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54 300 19 300 5.5 300


Rendaiji
Koshi Shinnabe
52 18.5 Rainfall

Groundwater level (m)


Groundwater level (m)
250
Groundwater level (m)

Rainfall 250 Rainfall 250


50 5

Rainfall (mm)
Rainfall (mm)

Rainfall (mm)
18
48 200 200 200
17.5 4.5
46 150 150 150
17
44
4
100 100 100
42 16.5

40 50 16 50 3.5 50
1975 1980 1985 1990 1995 2000 2005 1975 1980 1985 1990 1995 2000 2005 1975 1980 1985 1990 1995 2000 2005
Observation time in year Observation time in year Observation time in year

54 54 Original groundwater level (m) 19 19 5.5 5.5


Original data
Original groundwater level (m)

Original groundwater level (m)


Original data Original data
52 52 18.5 18.5
Groundwwater level by

Groundwwater level by

regreession model (m)


regreession model (m)

regreession model (m)

Groundwater level by
18 18 5 5
50 50
17.5 17.5
48 48
17 17 4.5 4.5
46 46
16.5 16.5
44 44 16 16 4 4
Regression model
42 42 15.5 15.5
Regression model Regression model
40 40 15 15 3.5 3.5
1975 1980 1985 1990 1995 2000 2005 1975 1980 1985 1990 1995 2000 2005 1975 1980 1985 1990 1995 2000 2005
Observation time in year Observation time in year Observation time in year

Fig. 4. Groundwater-level data from 1980 to 2003 obtained by targeting representative wells in recharge, transition, and discharge areas
shown in Fig. 2. Also shown is a comparison of measured and calculated groundwater levels using best cross-regression models in terms of
AIC. The difference between two levels is defined as residual component, which is used for histogram analysis shown in Fig. 5 (bottom).

(N ¼ n1+n2) number of data (Hess et al., 2001): Under the null hypothesis, a parameter z is
8  qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi approximately normally distributed, even for small
>
< m^ 2  m^ 1  t0:95 ; f ðs21 =n1  s22 =n2 Þ n, and is used to assess the existence of a trend type:
ðs21 =n1 þs22 =n2 Þ2
(3) 8
>
: f ¼ ðs2 =n > ðS  1Þ=ss ; if S40
1 1Þ
2
=ðn1 1Þþðs22 =n2 Þ2 =ðn2 1Þ <
z¼ 0; if S ¼ 0 (5)
>
: ðS þ 1Þ=s ; if So0
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi s
where s is the standard deviation, ðs21 =n1  s22 =n2 Þ
is the means difference standard error, f is rounded where ss is the variance of S. The P value of the
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi Kendall trend test is obtained from the unit normal
down to the nearest integer, and f ðs21 =n1  s22 =n2 Þ distribution by evaluating the complementary error
is the maximum means difference for determining function, as described by Press et al. (1992). The
the approximate 95% confidence interval of (m2–m1). trend is considered to be statistically significant if
If zero is not contained within the interval, a trend Pp0.05. Positive and negative z values indicate
component definitely exists. increasing and decreasing trends, respectively.
The nonparametric Kendall’s tau test was also Table 2 shows the results of t-tests and tau tests for
used to determine the type of trend, whether an the CMJ groundwater-level data at the 12 sites. The t-
increase or decrease, as this test calculates the test confirms remarkable trends at all sites; the 95%
parameters S and t: confidence intervals are all greater than 0. The Kendall
test proves that the sites located in the recharge area
X
N 1 X
N
(1, 2, 3, and 4 in Fig. 2) have strong negative trends
S¼ sgnðyj  yi Þ that signify a conspicuous decrease in groundwater
i¼1 j¼iþ1
levels. The sites located in the transition area (mostly
2S urban areas; 5, 6, and 7) do not show a particular
t¼ (4)
nðn  1Þ trend pattern because they comprise a mixture of
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Table 2
Results of t-tests and Kendall’s tau tests for evaluating trends in groundwater-level data

Site name t-Test for difference between means Kendall’s tau test Regression model

(m1) (Average of (m2) (Average of t Z Optimum Variance AIC


the first half of the second half of
data) data)

1. Suya 0.78 0.83 0.15 3.87 7 8.305 67.9


2. Koshi 0.29 0.56 0.05 1.36 7 12.341 46.2
3. Kubota 0.28 0.64 0.13 3.41 6 46.224 16.8
4. Fukasako 0.34 0.78 0.14 3.65 7 42.667 89.3
5. Shinnabe 0.09 0.11 0.01 0.3 8 36.341 106.3
6. Tsuboi 0.16 0.18 0.13 3.46 8 83.506 75.7
7. Akitsu 0.05 0.49 0.38 9.99 7 45.678 126.8
8. Tamukae 0.33 0.38 0.13 3.35 6 23.561 116.7
9. Rendaiji 0.37 0.39 0.33 8.63 5 40.312 16.8
10. Oshima 6.71 7.36 0.06 1.67 3 11.678 29.3
11. Okishin 0.27 0.29 0.33 8.72 2 68.789 11.6
12. Tenmei 0.83 0.85 0.32 8.48 7 23.456 36.4

Also shown is optimum order of cross-regression models based on AIC between groundwater levels and rainfall.

positive and negative trends. Accordingly, the trend in The maximum likelihood estimators b^ 0 ; . . . ; b^ m
the transition area may be controlled by a mechanism are obtained as the solution to the normal equations
other than rainfall. In contrast, the trend pattern is that are derived by differentiating the likelihood
positive in the discharge area (8, 9, 10, 11, and 12). function and setting the result equal to zero.
This may reflect interaction of the geologic structures The variance of the estimates s^ 2 is calculated as
that contain aquifers, rainfall, and the agricultural follows:
activity that consumes most of the groundwater.
!2
The next step is to determine how Tt can be 1X n Xm
modeled correctly. For this purpose, Akaike’s infor-
2
s^ ¼ yt  b^ i xti (8)
n t¼1 i¼0
mation criterion (AIC) was used to construct the
best linear model of Eq. (9) that minimizes the
Since the linear model of Eq. (9) with order m has
value of AIC. A cross-regressive model expressing
m+2 free parameters, its corresponding AIC is given
the present observed value yt as a linear combina-
by
tion of past rainfall xti with a residual component
Et is defined as )
AICðmÞ ¼ 2lðb^ 0 ; . . . ; b^ m ; s^ 2 Þ þ ðm þ 2Þ
X
m (9)
yt ¼ bi xti þ E t (6) ¼ nðlog 2p þ 1Þ þ n log s^ 2 þ 2ðm þ 2Þ
i¼0
The value of m that gives the smallest AIC for
where m is the model order, bi are regression
each observation well is shown in Table 2; this result
coefficients, and Et is assumed to be a normal
confirms that the trends observed in the study area
random variable with a mean of zero and a variance
are generally controlled by rainfall within the
of s2. By assuming a normal distribution with a
previous 6 months. Fig. 4 provides a comparison
mean of b0xt+?+bmxtm and a variance of s2, the
of the original level data and the estimated levels
maximum likelihood estimation model function is
using the best model; the two datasets are in good
defined as a logarithm:
agreement. The histograms of residuals at the three
n representative wells are provided in Fig. 5. The
lðb0 ; . . . ; bm ; s2 Þ ¼  log 2ps2
2 residuals follow an approximately normal distribu-
!2
1 X n Xm tion except for the discharge area where the trends
 2 yt  bi xti (7) differ in terms of z values and the smallness of the
2s t¼1 i¼0 best model order in Table 2.
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40 50 60

35 Shinnabe Rendaiji
50
Koshi 40
30
40
25

Frequency
Frequency
30
Frequency

20 30

15 20
20
10
10
10
5

0 0 0
-2.4 -1.8 -1.2 -0.6 0 0.6 1.2 1.8 2.4 3 -1.5 -1.2 -0.9 -0.6 -0.3 0 0.3 0.6 0.9 1.2 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
Residual distribution of Residual distribution of Residual distribution of
groundwater level (m) groundwater level (m) groundwater level (m)

Fig. 5. Histograms of residual components of groundwater-level data obtained by removing identified trends from original data. Curves
express Gaussian normal distributions by normal score transformation of residual components of groundwater levels.

4.2. Spatial estimation by ordinary kriging g(h)’s for the average of Et during 5 successive
years, except for the period 2000–2003 (Fig. 6). For
The following step is the correct spatial modeling example, the period 1980–1985 represents the
of Et by considering its spatial continuity using interval from January 1980 to December 1984.
geostatistics. Geostatistics assumes that a regiona- The selection of a 5-year interval was based on the
lized variable at location u, Z(u), is a random fact that a shorter span was not suitable for
function with only one realization. This continuity accurately modeling changes in groundwater level
is measured by a semivariogram g(h) between a data and land cover because of the small magnitude of
pair with lag distance, h: the changes. Each g(h) can be fitted to a Gaussian
model as the curves in Fig. 6, regardless of the
gðhÞ ¼ 12Ef½Zðu þ hÞ  ZðuÞ2 g (10) period. A Gaussian model is applicable to all
Kriging is also known as the best unbiased linear variables with smooth spatial trends, such as
estimator. The ordinary kriging (OK) used in this groundwater levels; the levels are related to topo-
study enables the estimate Z0 at the unsampled graphy and geologic structures, but their spatial
location u0 to be calculated by a weighted sum of variation is much smoother than that of geologic
the data at sample location ui, Zi, under the discontinuities.
unbiased condition that the sum of weights, li’s, By back-transforming the OK calculation results
must be equal to 1: into the original scale of Et, we were able to estimate
8 the Et distributions corresponding to the periods of
> P
r
g(h), as shown in Fig. 7. In these maps, yellow,
> 
< Z0 ¼
> li Z i
i¼1 orange, and red denote positive values and the other
P
r (11) colors represent negative values. Cross-validation
>
>
: li ¼ 1
> yielded correlation coefficients of Et between the
i¼1
actual data and OK estimates in the range of
The values of li are obtained via the g(h) model. 0.5–0.8, which confirms that the OK estimates are
A dataset whose histogram follows a normal acceptable in terms of expressing variability in
distribution is suitable for geostatistical analysis. groundwater levels. The coefficients for the period
Because the histogram of Et is slightly skewed 1985–1990 and 1990–1995 are low (0.5–0.6); this is
(Fig. 5), a normal score transformation (Deutsch attributable to the large-scale oscillation in the
and Journel, 1992) was applied before the trans- experimental g(h) around the model.
formed values of Et were used to construct omni- The five resulting Et maps clarify a number of
directional experimental g(h). The curves in the interesting features, including a marked fall in
histograms represent the resultant normal distribu- groundwater levels in the recharge area (1, 2, 3,
tions. By defining the lag of h as 2 km with a and 4) that varies from 2 m (1980–1985) to 3.0 m
tolerance of 1 km, we constructed the experimental (2000–2003), and a clearly defined negative Et area
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2.5 1.6 2.5


1980-1985 1985-1990 1990-1995
Experimental semivariogram
1.4
2 Gaussian model 2
1.2

Semivariogram

Semivariogram
Semivariogram

1.5 1 1.5
0.8
1 0.6 1

0.4
0.5 0.5
0.2
0 0 0
0 5 10 15 20 25 0 5 10 15 20 25 0 5 10 15 20 25
Distance (km) Distance (km) Distance (km)

6 6
1995-2000 2000-2003

5 5

Semivariogram
Semivariogram

4 4

3 3

2 2

1 1

0 0
0 5 10 15 20 25 0 5 10 15 20 25
Distance (km) Distance (km)

Fig. 6. Experimental semivariograms of groundwater residual levels for four 5-year periods (1980–2000) and one 3-year period
(2000–2003). These trends can be approximated by curves that correspond with Gaussian model.

that extends from the recharge area to the transition observation well using a grid method. This method
area (5, 6, and 7) over time. Only the coastal zone divides an image into subareas (cells) with a
(9, 10, 11, and 12) retained positive Et values over dimension of 50  50 pixels. This grid is super-
the entire study period. imposed on the classified images by LSM (Fig. 3)
The changes of residuals over the recharge area and the proportion means of each class are
and their spatial variability may be related to calculated for each subarea (cell). These means were
changes in the surface environment, which can then used to estimate the groundwater-level resi-
affect groundwater flow at shallow depths. The duals for the next equation. The 50  50 pixel size
constant trends within the coastal zone reflect was selected because it was optimal in terms of
interaction between groundwater and the Ariake obtaining meaningful averages of classes whilst
Sea. minimizing the magnitude of misclassifications by
LMS. A multivariate regression model that com-
5. Multivariate regression model and discussion bines Et with land-cover uses is:
E t ¼ a0 þ a1;t rt þ a2;t ut þ a3;t $t þ E 0t (12)
The goal of this study is to prove the assumption
that the decline in groundwater levels is associated where E t is the average of the unit cell, values of a
with changes in land cover. This can be achieved are regression coefficients, and E0 t is a random
by using a multivariate regression model for the component error.
response of groundwater-level residuals, Et, to the This regression analysis is limited to periods
five independent types of land-cover use (rice field, after 1985 because there are no Landsat images
urban area, water, vegetation, and forest). Among for the period 1980–1985. The Landsat images
the types, rice field (rt), urban area (ut), and used for the analysis are those for February 8, 1987;
vegetation ($t) are selected and sampled at each June 6, 1995; September 7, 2000; and May 3, 2003
ARTICLE IN PRESS
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35
1980-1985 2 1985-1990 2 1990-1995 2
30 1 3 1 3 1 3

25
6 5 4 6 5 4 6 5 4
20

km
km

km
15 7 7 7
9 9 9
Northing

10 8 10 8 10 8
10 11 11 11

5 12 12 12
0
0 5 10 15 20 25 30 0 5 10 15 20 25 30 0 5 10 15 20 25 30
km km km
Easting

35
N 1995-2000 2 2000-2003 2 1.2
30 1 3 1 3 0.8
0.4
25 0.0
6 5 4 6 5 4 -0.4
20 -0.8

(m)
km
km

15 -1.2
7 7 -1.6
Northing

10 9 10 9 8
8 -2.0
10 11 11
-2.4
5 12 12 -3.0
-3.4
0
0 5 10 15 20 25 30 0 5 10 15 20 25 30
km km
Easting

Fig. 7. Kriging estimated maps for groundwater residual levels over study area for five periods shown in Fig. 6.

Table 3 demonstrates the high degree of accuracy of the


Multivariate regression models of relationship between residual estimation method.
groundwater levels and land cover use (rice field, urban area, and
To validate the multivariate regression model in
vegetation) for 3- and 5-year periods
terms of clarifying the relationship between declin-
Observation Multivariate equation Correlation ing groundwater levels and changes in land cover,
period coefficient we used a cross-validation method between the
observed and estimated groundwater residual Et at
1985–1990 E* ¼ 0.800.60u0.03r+0.23$ 0.953
1990–1995 E* ¼ 0.410.70u0.13r+0.03$ 0.960 the 14 KCO wells (circles in Fig. 2). This validation
1995–2000 E* ¼ 0.320.30u1.55r+0.66$ 0.971 aims to evaluate the linear correlation coefficient
2000–2003 E* ¼ 0.64+0.23u+0.58r+0.03$ 0.987 between the estimated and observed groundwater-
level residuals. The residuals for the KCO wells were
estimated from the AIC model, as described above.
for the periods 1985–1990, 1990–1995, 1995–2000, The correlation coefficients were only calculated for
and 2000–2003, respectively. These Landsat images the period after 1990 because of the shorter
were selected because the magnitude of large- observation period of the KCO wells. The cross-
scale changes in land cover must be greater and validation yields coefficients of 0.95–0.98 (Fig. 8),
cumulative at the end of each period compared to which demonstrates the accuracy of the multivariate
the beginning. The fitness of the multivariate model and the applicability of the model to both the
regression model can be evaluated from the local areas around well sites and across the entire
correlation coefficient between the actual and study area.
estimated E t . Table 3 presents the constructed However, the above checks do not provide
models and correlation coefficients for each period. conclusive proof of the usefulness of the model
The fact that the coefficients are higher than 0.95 because the coefficients do not explain which
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J.A. Moukana, K. Koike / Computers & Geosciences 34 (2008) 1527–1540 1537

Estimated residual by regression model (m)

Estimated residual by regression model (m)


Estimated residual by regression model (m)

3 2.5 2.5
1990-1995 1995-2000 2000-2003
2 2 2

1.5 1.5
1
1 1
0
0.5 0.5
-1
0 0
-2 R = 0.951
-0.5 R = 0.963 -0.5 R = 0.950

-3 -1 -1
-3 -2 -1 0 1 2 -2 -1 0 1 2 3 -3 -2 -1 0 1 2
Measured residual at wells (m) Measured residual at wells (m) Measured residual at wells (m)

Fig. 8. Cross-validation of multivariate regression model and comparison of groundwater residual levels measured at 14 wells (non-
numbered sites in Fig. 2) with levels estimated using regression models.

variable is statistically significant. The comparison Table 4


of each partial correlation coefficient of the multi- Tukey test results in terms of identifying main factor associated
variate model is weak: the differences among the with observed decline in groundwater levels
coefficients cannot be evaluated directly because Observation Pairs Tukey (HSD) test
the variances are not considered in calculating the period
coefficients. Dm Q Tc
To address this problem, we used the Tukey
1985–1990 Rice field vs 0.101 2.966 0.073
honestly significantly different (HSD) statistical test, vegetation
which includes the variance as a fundamental Rice field vs urban 0.099 2.914 0.139
parameter used to identify which category (rt, area
ut, $t) has a significant difference in terms of the Urban area vs 0.002 0.052 0.049
vegetation
response variable (Et), to identify the independent
variable that has the strongest effect on the decline 1990–1995 Rice field vs 0.191 2.539 0.161
in groundwater levels. We identified the dominant vegetation
Rice field vs urban 0.062 0.824 0.213
variable by comparing the absolute difference of
area
means (Q) and estimated Tukey’s critical value (Tc) Urban area vs 0.193 1.715 0.155
at a significance level z (0.05 or 0.01) between two vegetation
independent variables. Tukey’s test equation is
1995–2000 Rice field vs 0.677 5.198 0.328
defined as follows: vegetation
Rice field vs urban 0.012 0.089 0.813
8 area
> Dm ¼ mA  mB
>
>   Urban area vs 0.665 5.108 0.272
<  
Q ¼ pDffiffiffiffiffiffiffi
m ffi vegetation
ms =n (13)
>
>
: T ¼ q pffiffiffiffiffiffiffiffiffiffi ffi
> 2000–2003 Rice field vs 0.811 7.077 0.328
c c ms =n vegetation
Rice field vs urban 0.775 6.762 0.963
area
where Dm is the mean difference between categories Urban area vs 0.036 0.314 0.241
(classes) A and B, such as rice field and vegetation, vegetation
Q is the absolute means difference, Tc is the Tukey
Results were obtained by calculating mean difference between
critical value, qc is the Tukey studentized range
pairs of land-cover classes.
statistic table at z, ms is the mean square error of
independent variables estimated from the analysis
of their variances, and n is the number of A and B Table 4 summaries the comparisons between
data. The comparison is statistically significant only pairs of variables among rt, ut, and $t. If Dm is
if the Q value is larger than Tc. positive, category A is stronger than B. With the
ARTICLE IN PRESS
1538 J.A. Moukana, K. Koike / Computers & Geosciences 34 (2008) 1527–1540

exception of one pair, rice field vs urban area for the LSM (Fig. 3); in contrast, vegetation that exhibits
period 1995–2000, the Q values are larger than seasonal fluctuations is less significant.
values of Tc. Therefore, the mean differences are The residual histograms (Fig. 5) show that the
statistically significant. It is clear that for all periods residuals are greatest in the recharge area. This
the largest mean differences are recorded between means that the decline in groundwater levels is not
rice field (rt) and vegetation ($t), and rt is stronger strongly correlated with rainfall. In addition,
than $t. The next largest Q values are recorded for geostatistical analysis of the residual components
urban areas and vegetation. The largest Q can be demonstrates that the groundwater levels declined
used to identify the strongest factor because a large in many parts of the study area (Fig. 7). The
value of Q indicates that the category pair has a multivariate regression model helps to identify the
large influence from principle: the value of Q is most important factor in terms of the decline in
related to the value of ms based on the analysis of groundwater levels in the recharge area, where
variance. Consequently, the rice field can be vegetation and rice fields have been replaced by
identified as having the strongest influence on the urban features such as houses, roads, and buildings
reduction in groundwater levels. This influence with the continued expansion of towns. This
order can be understood by considering the linear temporal change is even clearer in Fig. 9, which
decrease in areas of rice field with the growth of compares the classified images and corresponding
urban areas, as shown in the classification result by OK estimates of residual levels.

February 2, 1987 June 6, 1995 September 9, 2000 May 3, 2003

Urban area Rice field Vegetation

Forest Water Unclassified


km km km
35 2 2 2 2
1985-1990 1990-1995 1995-2000 2000-2003
30 1 3 1 3 1 3 1 3

25
6 5 4 6 5 4 6 5 4 6 5 4
20
kmNorthing

15 7 7 7 7
10 9 8 10 9 8 10 9 8 10 9 8
10 11 11 11 11
5 12 12 12 12
0
0 5 10 15 20 25 300 5 10 15 20 25 300 5 10 15 20 25 30 0 5 10 15 20 25 30
Easting km
-3.4 -3.0 -2.4 -2.0 -1.6 -1.2 -0.8 -0.4 0.0 0.4 0.8 1.2
(m)

Fig. 9. Comparison of kriged maps of groundwater residual levels with images classified into five classes of land-cover use by LSM;
acquisition dates of images are included within each period or are close to each period.
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J.A. Moukana, K. Koike / Computers & Geosciences 34 (2008) 1527–1540 1539

Fig. 9 contributes to explaining the effect of time from the recharge area toward the transi-
changes in land cover on the recorded fall in tion area.
groundwater levels, which can probably be attributed (3) We found that the multivariate regression model
to decreases in ‘‘the infiltration amount of rainfall for the relationship between the groundwater-
from the surface to aquifers’’ and ‘‘the hydraulic level residual and land cover (three categories:
conductivity in the shallow surface’’. According to rice field, urban area, and vegetation) was
Kumamoto City (2006), the total amount of pumping effective in interpreting the decline in ground-
out of the groundwater gradually decreased year by water levels. Application of the Tukey honestly
year from 1.505  108 m3 in 1985 to 1.151  108 m3 in significantly different statistical test revealed
2003. Despite this 24% reduction during the 18 years, that rice fields were the main factor controlling
the groundwater levels declined. On the other hand, the observed changes in groundwater levels.
the population of Kumamoto City increased by 21% (4) The marked decline in groundwater levels in the
from 5.56  105 to 6.70  105 during the same period. recharge area can be interpreted as reflecting the
This increase has inevitably replaced rice fields by replacement of rice fields by urban areas as part
urban areas as part of continued urban expansion. of continued urban expansion. This develop-
We have demonstrated that the land surface condi- ment results in a reduction in the infiltration of
tion is sensitive to changes in groundwater levels and rainfall from the land surface to aquifers and a
that this is the most important factor in preserving reduction in hydraulic conductivity within shal-
groundwater resources at shallow depths. low subsurface areas.

6. Conclusions
Acknowledgments
The purpose of this study is to construct a spatial
model of actual temporal changes in groundwater The authors express their sincere thanks to Dr.
levels related to changes in land-cover uses and Hisafumi Asaue of the Geological Survey of Japan,
specify the main factors influencing these changes. National Institute of Advanced Industrial Science
To achieve this, we assessed linear spectral mixture and Technology (AIST), and Mr. Tohru Yoshinaga
(LSM) of classifying Landsat 5 TM and Landsat 7 of the Technical Division, Faculty of Engineering,
ETM+ image data, a geostatistical analysis of Kumamoto University, for their valuable sugges-
groundwater-level data, and a multivariate regres- tions and discussions regarding analysis of the data.
sion model that combines results from pairs of Sincere thanks are extended to the Construction
techniques. The Kumamoto Plain was used as a case Ministry of Japan and the Kumamoto City Office
study for our analysis. The main results of this study for providing groundwater-level data and to Dr.
are summarized as follows. It is important that the Shigeki Kobayashi of Kyushu Tokai University for
methods that proved to be effective in the present his help and valuable discussions on the analysis of
study are sufficiently versatile that they can be satellite images.
applied in other areas where the management of
groundwater resources is of primary concern.
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