Probability field for the post-processing of stochastic simulations

A combination of factorial kriging and probability field simulation is proposed to correct realizations resulting from any simulation algorithm for either too high nugget effect (noise) or poor histogram reproduction. First, a factorial kriging is done to filter out the noise from the noisy realization. Second, the uniform scores of the filtered realization are used as probability field to sample the local probability distributions conditional to the same dataset used to generate the original realization. This second step allows to restore the data variance. The result is a corrected realization which reproduces better target variogram and histogram models, yet honoring the conditioning data.     

Image Filtering by Factorial Kriging—Sensitivity analysis and application to Gloria side-scan sonar images

Factorial Kriging (FK) is a data- dependent spatial filtering method that can be used to remove both independent and correlated noise on geological images as well as to enhance lineaments for subsequent geological interpretation. The spatial variability of signal, noise, and lineaments, characterized by a variogram model, have been used explicitly in calculating FK filter coefficients that are equivalent to the kriging weighting coefficients. This is in contrast to the conventional spatial filtering method by predefined, data-independent filters, such as Gaussian and Sobel filters. The geostatistically optimal FK filter coefficients, however, do not guarantee an optimal filtering effect, if filter geometry (size and shape) are not properly selected. The selection of filter geometry has been investigated by examining the sensitivity of the FK filter coefficients to changes in filter size as well as variogram characteristics, such as nugget effect, type, range of influence, and anisotropy. The efficiency of data-dependent FK filtering relative to data-independent spatial filters has been evaluated through simulated stochastic images by two examples. In the first example, both FK and data-independent filters are used to remove white noise in simulated images. FK filtering results in a less blurring effect than the data-independent fillers, even for a filter size as large as 9 × 9. In the second example, FK and data-independent filters are compared relative to the extraction of lineaments and components showing anisotropic variability. It was determined that square windows of the filter mask are effective only for removing Isotropie components or white noise. A nonsquare windows must be used if anisotropic components are to be filtered out. FK filtering for lineament enhancement is shown to be resistant to image noise, whereas data-independent filters are sensitive to the presence of noise. We also have applied the FK filtering to the GLORIA side-scan sonar image from the Gulf of Mexico, illustrating that FK is superior to the data-independent filters in removing noise and enhancing lineaments. The case study also demonstrate that variogram analysis and FK filtering can be used for large images if a spectral analysis and optimal filter design in the frequency domain is prohibitive because of a large memory requirement.     

Application of spatial filter theory to kriging

Data-processing requirements for remotely sensed, digital images include spatial filtering to suppress image noise, enhance edges/contacts, and improve image clarity. Spatial filter theory demonstrates that the addition of a high-pass filtered image to a low-pass filtered image yields the original digital image. Application of this principle in kriging can be accomplished by using the same covariance matrix to solve for two weighting vectors to yield a result analogous to low- and high-pass filtering. The addition of kriged estimates calculated using both weighting vectors is analogous to summing high-, and low-pass filtered digital images. This modified method of kriging yields estimates associated with less smoothing compared to ordinary kriging. Statistical moments of original sample data are better preserved through estimation by this method.     

Robustness of noise filtering by kriging analysis

In geostatistics, factorial kriging is often proposed to filter noise. This filter is built from a linear model which is ideally suited to a Gaussian signal with additive independent noise. Robustness of the performance of factorial kriging is evaluated in less congenial situations. Three different types of noise are considered all perturbing a lognormally distributed signal. The first noise model is independent of the signal. The second noise model is heteroscedastic; its variance depends on the signal, yet noise and signal are uncorrelated. The third noise model is both heteroscedastic and linearly correlated with the signal. In ideal conditions, exhaustive sampling and additive independent noise, factorial kriging succeeds to reproduce the spatial patterns of high signal values. This score remains good in presence of heteroscedastic noise variance but falls quickly in presence of noise-to-signal correlation as soon as the sample becomes sparser.     

Directional Wavelets and a Wavelet Variogram for Two-Dimensional Data

This paper describes two new approaches that can be used to compute the two-dimensional experimental wavelet variogram. They are based on an extension from earlier work in one dimension. The methods are powerful 2D generalizations of the 1D variogram that use one- and two-dimensional filters to remove different types of trend present in the data and to provide information on the underlying variation simultaneously. In particular, the two-dimensional filtering method is effective in removing polynomial trend with filters having a simple structure. These methods are tested with simulated fields and microrelief data, and generate results similar to those of the ordinary method of moments variogram. Furthermore, from a filtering point of view, the variogram can be viewed in terms of a convolution of the data with a filter, which is computed fast in O(NLogN) number of operations in the frequency domain. We can also generate images of the filtered data corresponding to the nugget effect, sill and range of the variogram. This in turn provides additional tools to analyze the data further.     

The Second-Order Stationary Universal Kriging Model Revisited

Universal kriging originally was developed for problems of spatial interpolation if a drift seemed to be justified to model the experimental data. But its use has been questioned in relation to the bias of the estimated underlying variogram (variogram of the residuals), and furthermore universal kriging came to be considered an old-fashioned method after the theory of intrinsic random functions was developed. In this paper the model is reexamined together with methods for handling problems in the inference of parameters. The efficiency of the inference of covariance parameters is shown in terms of bias, variance, and mean square error of the sampling distribution obtained by Monte Carlo simulation for three different estimators (maximum likelihood, bias corrected maximum likelihood, and restricted maximum likelihood). It is shown that unbiased estimates for the covariance parameters may be obtained but if the number of samples is small there can be no guarantee of good estimates (estimates close to the true value) because the sampling variance usually is large. This problem is not specific to the universal kriging model but rather arises in any model where parameters are inferred from experimental data. The validity of the estimates may be evaluated statistically as a risk function as is shown in this paper.     

On Visualization for Assessing Kriging Outcomes

Extant opinion about kriging is that all weights should be positive. Visualizations rendered by converting kriged grids to digital images are presented to show that negative weights may be beneficial to some spatial problems. In particular, variogram models with zero-valued nuggets, already well known to minimize smoothing through kriging, result in a visual resolution substantially superior to that from kriging with a variogram model having a nonzero nugget value in application to satellite acquired data. Negative weights are more likely when using variogram models with zero-valued nuggets, but resultant visualizations often show a smoother transition between extreme data values. This is true even when a variogram model having a nugget value of zero is not optimum with respect to mean square error, as is demonstrated using a nitrate data set. An analogy to digital image processing is used to suggest that the influence of negative weights in kriging is similar to a high-boost kernel.     

Multiscale estimation of the Freundlich adsorption isotherm

Adsorption plays an important role in water and wastewater treatment. The analysis and design of processes that involve adsorption rely on the availability of isotherms that describe these adsorption processes. Adsorption isotherms are usually estimated empirically from measurements of the adsorption process variables. Unfortunately, these measurements are usually contaminated with errors that degrade the accuracy of estimated isotherms. Therefore, these errors need to be filtered for improved isotherm estimation accuracy. Multiscale wavelet based filtering has been shown to be a powerful filtering tool. In this work, multiscale filtering is utilized to improve the estimation accuracy of the Freundlich adsorption isotherm in the presence of measurement noise in the data by developing a multiscale algorithm for the estimation of Freundlich isotherm parameters. The idea behind the algorithm is to use multiscale filtering to filter the data at different scales, use the filtered data from all scales to construct multiple isotherms and then select among all scales the isotherm that best represents the data based on a cross validation mean squares error criterion. The developed multiscale isotherm estimation algorithm is shown to outperform the conventional time-domain estimation method through a simulated example.     

Inner product matrices, kriging, and nonparametric estimation of variogram

Two important problems in the practical implementation of kriging are: (1) estimation of the variogram, and (2) estimation of the prediction error. In this paper, a nonparametric estimator of the variogram to circumvent the problem of the precise choice of a variogram model is proposed. Using orthogonal decomposition of the kriging predictor and the prediction error, a method for selecting, what may be considered, a statistical neighborhood is suggested. The prediction error estimates based on this scheme, in fact, reflects the true prediction error, thus leading to proper coverage for the corresponding prediction interval. By simulations and a reanalysis of published data, it is shown that the proposals made in this paper are useful in practice.     

Optimized Sample Schemes for Geostatistical Surveys

Sample schemes used in geostatistical surveys must be suitable for both variogram estimation and kriging. Previously schemes have been optimized for one of these steps in isolation. Ordinary kriging generally requires the sampling locations to be evenly dispersed over the region. Variogram estimation requires a more irregular pattern of sampling locations since comparisons must be made between measurements separated by all lags up to and beyond the range of spatial correlation. Previous studies have not considered how to combine these optimized schemes into a single survey and how to decide what proportion of sampling effort should be devoted to variogram estimation and what proportion devoted to kriging An expression for the total error in a geostatistical survey accounting for uncertainty due to both ordinary kriging and variogram uncertainty is derived. In the same manner as the kriging variance, this expression is a function of the variogram but not of the sampled response data. If a particular variogram is assumed the total error in a geostatistical survey may be estimated prior to sampling. We can therefore design an optimal sample scheme for the combined processes of variogram estimation and ordinary kriging by minimizing this expression. The minimization is achieved by spatial simulated annealing. The resulting sample schemes ensure that the region is fairly evenly covered but include some close pairs to analyse the spatial correlation over short distances. The form of these optimal sample schemes is sensitive to the assumed variogram. Therefore a Bayesian approach is adopted where, rather than assuming a single variogram, we minimize the expected total error over a distribution of plausible variograms. This is computationally expensive so a strategy is suggested to reduce the number of computations required     

Scales of Reservoir Heterogeneities and Impact of Seismic Resolution on Geostatistical Integration

Seismic measurements may be used in geostatistical techniques for estimation and simulation of petrophysical properties such as porosity. The good correlation between seismic and rock properties provides a basis for these techniques. Seismic data have a wide spatial coverage not available in log or core data. However, each seismic measurement has a characteristic response function determined by the source-receiver geometry and signal bandwidth. The image response of the seismic measurement gives a filtered version of the true velocity image. Therefore the seismic image cannot reflect exactly the true seismic velocity at all scales of spatial heterogeneities present in the Earth. The seismic response function can be approximated conveniently in the spatial spectral domain using the Born approximation. How the seismic image response affects the estimation of variogram. and spatial scales and its impact on geostatistical results is the focus of this paper. Limitations of view angles and signal bandwidth not only smooth the seismic image, increasing the variogram range, but also can introduce anisotropic spatial structures into the image. The seismic data are enhanced by better characterizing and quantifying these attributes. As an exercise, examples of seismically assisted cokriging and cosimulation of porosity between wells are presented.     

Robustness of variograms and conditioning of kriging matrices

Current ideas of robustness in geostatistics concentrate upon estimation of the experimental variogram. However, predictive algorithms can be very sensitive to small perturbations in data or in the variogram model as well. To quantify this notion of robustness, nearness of variogram models is defined. Closeness of two variogram models is reflected in the sensitivity of their corresponding kriging estimators. The condition number of kriging matrices is shown to play a central role. Various examples are given. The ideas are used to analyze more complex universal kriging systems.Research performed while on leave at Centre de Geóstatistique et de Morphologie Mathématique, Fontainebleau.     

Estimating Variogram Uncertainty

The variogram is central to any geostatistical survey, but the precision of a variogram estimated from sample data by the method of moments is unknown. It is important to be able to quantify variogram uncertainty to ensure that the variogram estimate is sufficiently accurate for kriging. In previous studies theoretical expressions have been derived to approximate uncertainty in both estimates of the experimental variogram and fitted variogram models. These expressions rely upon various statistical assumptions about the data and are largely untested. They express variogram uncertainty as functions of the sampling positions and the underlying variogram. Thus the expressions can be used to design efficient sampling schemes for estimating a particular variogram. Extensive simulation tests show that for a Gaussian variable with a known variogram, the expression for the uncertainty of the experimental variogram estimate is accurate. In practice however, the variogram of the variable is unknown and the fitted variogram model must be used instead. For sampling schemes of 100 points or more this has only a small effect on the accuracy of the uncertainty estimate. The theoretical expressions for the uncertainty of fitted variogram models generally overestimate the precision of fitted parameters. The uncertainty of the fitted parameters can be determined more accurately by simulating multiple experimental variograms and fitting variogram models to these. The tests emphasize the importance of distinguishing between the variogram of the field being surveyed and the variogram of the random process which generated the field. These variograms are not necessarily identical. Most studies of variogram uncertainty describe the uncertainty associated with the variogram of the random process. Generally however, it is the variogram of the field being surveyed which is of interest. For intensive sampling schemes, estimates of the field variogram are significantly more precise than estimates of the random process variogram. It is important, when designing efficient sampling schemes or fitting variogram models, that the appropriate expression for variogram uncertainty is applied.     

半变异函数及取样间距对克里金法在海洋地层分析中的影响研究

以浅剖数据为源数据,钻孔实测数据为验证数据,利用普通克里金法对海底地层厚度进行空间插值得到地层分布特征,采用3种半变异函数模型和不同取样间距对某井场3组地层厚度进行普通克里金插值并验证其插值效果。结果表明:普通克里金是一种有效的海底地层厚度预测方法;结构分析最佳的模型不一定是误差最小的模型,应对不同模型下的插值结果进行综合分析来选择最合适的模型,并提出球状模型在该井场厚度估计中最优,高斯模型次之;对于球状模型,增大取样间距对地层厚度变化剧烈的地层回归效果影响较小,对地层厚度变化不大的地层回归效果影响较大;同时,SE预测值变化率分析表明对于地层厚度变化剧烈的地层,减小取样间距可以大幅度地减少插值误差,而对于地层厚度变化不大的地层,减小取样间距对插值精度提高的意义不大。     

双边滤波在探地雷达数据去噪处理中的应用

在探地雷达数据的采集过程中,受外界因素影响会不可避免地混入噪声,严重干扰有效回波的识别与解译.为此,利用双边滤波算法进行探地雷达数据的去噪处理,通过在探地雷达正演记录加入高斯白噪声来模拟实测的探地雷达记录,利用双边滤波器对含噪声的合成记录进行滤波处理,结果表明双边滤波算法能除去大部分高斯噪声,突出有效回波信息,峰值信噪...     

Scale Matching with Factorial Kriging for Improved Porosity Estimation from Seismic Data

When seismic data and porosity well logs contain information at different spatial scales, it is important to do a scale-matching of the datasets. Combining different data types with scale mismatch can lead to suboptimal results. A good correlation between seismic velocity and rock properties provides a basis for integrating seismic data in the estimation of petrophysical properties. Three-dimensional seismic data provides an unique exhaustive coverage of the interwell reservoir region not available from well data. However, because of the limitations of measurement frequency bandwidth and view angles, the seismic image can not capture the true seismic velocity at all spatial scales present in the earth. The small-scale spatial structure of heterogeneities may be absent in the measured seismic data. In order to take best advantage of the seismic data, factorial kriging is applied to separate the small and large-scale structures of both porosity and seismic data. Then the spatial structures in seismic data which are poorly correlated with porosity are filtered out prior to integrating seismic data into porosity estimation.     

Distribution of kriging error and stationarity of the variogram in a coal property

If a particular distribution for kriging error may be assumed, confidence intervals can be estimated and contract risk can be assessed. Contract risk is defined as the probability that a block grade will exceed some specified limit. In coal mining, this specified limit will be set in a coal sales agreement. A key assumption necessary to implement the geostatistical model is that of local stationarity in the variogram. In a typical project, data limitations prevent a detailed examination of the stationarity assumption. In this paper, the distribution of kriging error and scale of variogram stationarity are examined for a coal property in northern West Virginia.     

New distance measures: The route toward truly non-Gaussian geostatistics

The projection or minimum error norm algorithm does not require that the distance measure be a variogram. In non-Gaussian cases, the traditional variogram distance measure leading to minimization of an error variance offers no definite advantage. Other distance measures, more outlierresistant than the variogram, are proposed which fulfill the condition of the projection theorem. The resulting minimum error norms provide the same data configurations ranking as traditionally obtained from kriging variances. A case study based on actual digital terrain data is presented.This paper was presented by title at MGUS 87 Conference, Redwood City, California, 14 April 1987.     

Wavelets and the Generalization of the Variogram

The experimental variogram computed in the usual way by the method of moments and the Haar wavelet transform are similar in that they filter data and yield informative summaries that may be interpreted. The variogram filters out constant values; wavelets can filter variation at several spatial scales and thereby provide a richer repertoire for analysis and demand no assumptions other than that of finite variance. This paper compares the two functions, identifying that part of the Haar wavelet transform that gives it its advantages. It goes on to show that the generalized variogram of order k=1, 2, and 3 filters linear, quadratic, and cubic polynomials from the data, respectively, which correspond with more complex wavelets in Daubechies's family. The additional filter coefficients of the latter can reveal features of the data that are not evident in its usual form. Three examples in which data recorded at regular intervals on transects are analyzed illustrate the extended form of the variogram. The apparent periodicity of gilgais in Australia seems to be accentuated as filter coefficients are added, but otherwise the analysis provides no new insight. Analysis of hyerpsectral data with a strong linear trend showed that the wavelet-based variograms filtered it out. Adding filter coefficients in the analysis of the topsoil across the Jurassic scarplands of England changed the upper bound of the variogram; it then resembled the within-class variogram computed by the method of moments. To elucidate these results, we simulated several series of data to represent a random process with values fluctuating about a mean, data with long-range linear trend, data with local trend, and data with stepped transitions. The results suggest that the wavelet variogram can filter out the effects of long-range trend, but not local trend, and of transitions from one class to another, as across boundaries.