Estimation or simulation? That is the question

The issue of smoothing in kriging has been addressed either by estimation or simulation. The solution via estimation calls for postprocessing kriging estimates in order to correct the smoothing effect. Stochastic simulation provides equiprobable images presenting no smoothing and reproducing the covariance model. Consequently, these images reproduce both the sample histogram and the sample semivariogram. However, there is still a problem, which is the lack of local accuracy of simulated images. In this paper, a postprocessing algorithm for correcting the smoothing effect of ordinary kriging estimates is compared with sequential Gaussian simulation realizations. Based on samples drawn from exhaustive data sets, the postprocessing algorithm is shown to be superior to any individual simulation realization yet, at the expense of providing one deterministic estimate of the random function.

Reliability assessment of energy limited systems using sequential montecarlo simulation

This paper explains why the reliability assessment of energy limited systems requires more detailed models for primary generating resources availability, internal and external generating dispatch and customer demand than the ones commonly used for large power systems and presents a methodology based on the full sequential Montecarlo simulation technique with AC power flow for their long term reliability assessment which can properly include these detailed models. By means of a real example, it is shown how the simplified modeling traditionally used for large power systems leads to pessimistic predictions if it is applied to an energy limited system and also that it cannot predict all the load point adequacy problems. © 2006 IEEE.

Post-processing of sequential indicator simulation realizations for modeling geologic bodies

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Projected sequential Gaussian processes: flexible interpolation for large data sets

Recently within the machine learning and spatial statistics communities many papers have explored the potential of reduced rank representations of the covariance matrix, often referred to as projected or fixed rank approaches. In such methods the covariance function of the posterior process is represented by a reduced rank approximation which is chosen such that there is minimal information loss. In this paper a sequential framework for inference in such projected processes is presented, where the observations are considered one at a time. We introduce a C++ library for carrying out such projected, sequential estimation which adds several novel features. In particular we have incorporated the ability to use a generic observation operator, or sensor model, to permit data fusion. We can also cope with a range of observation error characteristics, including non-Gaussian observation errors. Inference for the variogram parameters is based on maximum likelihood estimation. We illustrate the projected sequential method in application to synthetic and real data sets. We discuss the software implementation and suggest possible future extensions.

Projected sequential Gaussian processes:a C++ tool for interpolation of large datasets with heterogeneous noise

Heterogeneous datasets arise naturally in most applications due to the use of a variety of sensors and measuring platforms. Such datasets can be heterogeneous in terms of the error characteristics and sensor models. Treating such data is most naturally accomplished using a Bayesian or model-based geostatistical approach; however, such methods generally scale rather badly with the size of dataset, and require computationally expensive Monte Carlo based inference. Recently within the machine learning and spatial statistics communities many papers have explored the potential of reduced rank representations of the covariance matrix, often referred to as projected or fixed rank approaches. In such methods the covariance function of the posterior process is represented by a reduced rank approximation which is chosen such that there is minimal information loss. In this paper a sequential Bayesian framework for inference in such projected processes is presented. The observations are considered one at a time which avoids the need for high dimensional integrals typically required in a Bayesian approach. A C++ library, gptk, which is part of the INTAMAP web service, is introduced which implements projected, sequential estimation and adds several novel features. In particular the library includes the ability to use a generic observation operator, or sensor model, to permit data fusion. It is also possible to cope with a range of observation error characteristics, including non-Gaussian observation errors. Inference for the covariance parameters is explored, including the impact of the projected process approximation on likelihood profiles. We illustrate the projected sequential method in application to synthetic and real datasets. Limitations and extensions are discussed. © 2010 Elsevier Ltd.

整合多尺度地球物理数据建立高分辨率储层模型的方法及应用

Most of the fields in China are in the middle-late development phase or are mature fields. It becomes more and more difficult to develop the remaining oil/gas. Therefore, it is import to enhance oil/gas recovery in order to maintain the production. Fine scale modeling is a key to improve the recovery. Incorporation of geological, seismic and well log data to 3D earth modeling is essential to build such models. In Ken71 field, well log, cross-well seismic and 3D seismic data are available. A key issue is to build 3D earth model with these multi-scales data for oil field development.In this dissertation, studies on sequential Gaussian-Bayesian simulation have been conducted. Its comparison with cokriging and sequential Gaussian simulation has been performed. The realizations generated by sequential Gaussian-Bayesian simulation have higher vertical resolution than those generated by other methods. Less differences between these realization and true case are observed. With field data, it is proved that incorporating well log, cross-well seismic and 3D seismic into 3D fine scale model is reliable. In addition, the advantages of sequential Gaussian-Bayesian simulation and conditions for input data are demonstrated. In Ken71 field, the impedance difference between sandstone and shale is small. It would be difficult to identify sandstone in the reservoir with traditional impedance inversion. After comparisons of different inversion techniques, stochastic hillclimbing inversion was applied. With this method, shale content inversion is performed using 3D seismic data. Then, the inverted results of shale content and well log data are incorporated into 3D models. This demonstrates a procedure to build fine scale models using multi scale seismic data, especially 3D seismic amplitude volume.The models generated through sequential Gaussian-Bayesian simulation have several advantages including: (1) higher vertical resolution compared with 3D inverted acoustic impedance (AI); (2) consistency of lateral variation as 3D inverted AI; (3) more reliability due to integration cross-well seismic data. It is observed that the precision of the model depends on the 3D inversion.

Soil CO2 emission estimated by different interpolation techniques

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Uncertainties in the prediction of spatial variability of soil CO2 emissions and related properties

A emissão de CO2 do solo apresenta alta variabilidade espacial, devido à grande dependência espacial observada nas propriedades do solo que a influenciam. Neste estudo, objetivou-se: caracterizar e relacionar a variabilidade espacial da respiração do solo e propriedades relacionadas; avaliar a acurácia dos resultados fornecidos pelo método da krigagem ordinária e simulação sequencial gaussiana; e avaliar a incerteza na predição da variabilidade espacial da emissão de CO2 do solo e demais propriedades utilizando a simulação sequencial gaussiana. O estudo foi conduzido em uma malha amostral irregular com 141 pontos, instalada sobre a cultura de cana-de-açúcar. Nesses pontos foram avaliados a emissão de CO2 do solo, a temperatura do solo, a porosidade livre de água, o teor de matéria orgânica e a densidade do solo. Todas as variáveis apresentaram estrutura de dependência espacial. A emissão de CO2 do solo mostrou correlações positivas com a matéria orgânica (r = 0,25, p < 0,05) e a porosidade livre de água (r = 0,27, p <0,01) e negativa com a densidade do solo (r = -0,41, p < 0,01). No entanto, quando os valores estimados espacialmente (N=8833) são considerados, a porosidade livre de água passa a ser a principal variável responsável pelas características espaciais da respiração do solo, apresentando correlação de 0,26 (p < 0,01). As simulações individuais propiciaram, para todas as variáveis analisadas, melhor reprodução das funções de distribuição acumuladas e dos variogramas, em comparação à krigagem e estimativa E-type. As maiores incertezas na predição da emissão de CO2 estiveram associadas às regiões da área estudada com maiores valores observados e estimados, produzindo estimativas, ao longo do período estudado, de 0,18 a 1,85 t CO2 ha-1, dependendo dos diferentes cenários simulados. O conhecimento das incertezas gerado por meio dos diferentes cenários de estimativa pode ser incluído em inventários de gases do efeito estufa, resultando em estimativas mais conservadoras do potencial de emissão desses gases.

Quantification of uncertainties associated with space-time estimates of short-term soil CO2 emissions in a sugar cane area

The characterization of soil CO2 emissions (FCO2) is important for the study of the global carbon cycle. This phenomenon presents great variability in space and time, a characteristic that makes attempts at modeling and forecasting FCO2 challenging. Although spatial estimates have been performed in several studies, the association of these estimates with the uncertainties inherent in the estimation procedures is not considered. This study aimed to evaluate the local, spatial, local-temporal and spatial-temporal uncertainties of short-term FCO2 after harvest period in a sugar cane area. The FCO2 was featured in a sampling grid of 60m×60m containing 127 points with minimum separation distances from 0.5 to 10m between points. The FCO2 was evaluated 7 times within a total period of 10 days. The variability of FCO2 was described by descriptive statistics and variogram modeling. To calculate the uncertainties, 300 realizations made by sequential Gaussian simulation were considered. Local uncertainties were evaluated using the probability values exceeding certain critical thresholds, while the spatial uncertainties considering the probability of regions with high probability values together exceed the adopted limits. Using the daily uncertainties, the local-spatial and spatial-temporal uncertainty (Ftemp) was obtained. The daily and mean emissions showed a variability structure that was described by spherical and Gaussian models. The differences between the daily maps were related to variations in the magnitude of FCO2, covering mean values ranging from 1.28±0.11μmolm-2s-1 (F197) to 1.82±0.07μmolm-2s-1 (F195). The Ftemp showed low spatial uncertainty coupled with high local uncertainty estimates. The average emission showed great spatial uncertainty of the simulated values. The evaluation of uncertainties associated with the knowledge of temporal and spatial variability is an important tool for understanding many phenomena over time, such as the quantification of greenhouse gases or the identification of areas with high crop productivity. © 2013 Elsevier B.V.

Métodos geoestatísticos na caracterização espacial de óxidos de ferro em diferentes pedoformas

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Incerteza espacial da emissão de 'CO IND.2' do solo em dois sistemas de manejo da palhada da cana-de-açúcar

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Incertezas na estimativa da variabilidade espacial da emissão de CO2 do solo e propriedades edáficas em área de cana crua

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Modelagem da incerteza da distribuição espacial de fósforo e potássio do solo sob a cultura canavieira

Pós-graduação em Agronomia (Ciência do Solo) - FCAV