minesight for modelers.pdf
TRANSCRIPT
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Introduction to Geostatistics
Objective: To make you familiar with thebasic concepts of statistics, and thegeostatistical tools available to solveproblems in geology and mining of an oredeposit
Classical Statistics
Sample values are realizations of a randomvariable
Samples are considered independent
Relative positions of the samples areignored
Does not make use of the spatialcorrelation of samples
Geostatistics
Sample values are realizations of randomfunctions
Samples are considered spatiallycorrelated
Value of a sample is a function of itsposition in the mineralization of the deposit
Relative position of the samples is takenunder consideration.
Topics
Basic Statistics
Data Analysis and Display
Analysis of Spatial Continuity (variogram)
Basic Statistics
Statistics
Geostatistics
Universe
Sampling Unit
Support
Population
Random Variable
Definitions
Statistics
The body of principles and methods fordealing with numerical data
Encompasses all operations from collectionand analysis of the data to the
interpretation of the results
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Geostatistics
Throughout this workbook, geostatistics will
refer only to the statistical methods and tools
used in ore reserve analysis
Universe
The source of all possible data (for example,
an ore deposit can be defined as the
universe; sometimes a universe may not
have well defined boundaries)
Sampling Unit
Part of the universe on which a measurement
is made (can be a core sample, channel
sample, a grab sample etc.; one must specify
the sampling unit when making statements
about a universe)
Support
Characteristics of the sampling unit
Refers to the size, shape and orientation ofthe sample (for example, drillhole coresamples will not have the same support asblasthole samples)
Population
Like universe, population refers to the totalcategory under consideration
It is possible to have different populationswithin the same universe (for example,
population of drillhole grades versuspopulation of blasthole grades; samplingunit and support must be specified)
Random Variable
A variable whose values are randomly
generated according to a probabilistic
mechanism (for example, the outcome of a
coin toss, or the grade of a core sample in adiamond drill hole)
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Frequency Distribution
Probability Density Function (pdf)
Discrete:
1. f(xi) 0 for xiR (R is the domain)2. f(xi) = 1
Continuous:
1.f(x) 02.f(x)dx = 1
Frequency Distr ibution
Cumulative Density Function (cdf)
Proportion of the population below a certain
value:
F(x) = P(Xx)1. 0F(x) 1 for all x2. F(x) is non decreasing
3. F(-)=0 and F()=1
Example
Assume the following population of
measurements:
1, 7, 1, 3, 2, 3, 11, 1, 7, 5
PD F
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
0 1 2 3 4 5 6 7 8 9 10 11
CDF
0
0.1
0.2
0.3
0.40.5
0.6
0.7
0.8
0.9
1
0 1 2 3 4 5 6 7 8 9 10 11
Descriptive Measures
Measures of location:
Mean
Median
Mode Min, Max
Quartiles
Percentiles
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Mean
m = 1/n xi
i=1,...,n
Arithmetic average of the data values
Mean
What is the mean of the example population:
1, 7, 1, 3, 2, 3, 11, 1, 7, 5
m =?
Mean
m= (1+ 7+ 1+ 3+ 2+ 3+ 11+ 1+ 7+ 5)/10=
= 41/10=
= 4.1
Mean
What is the mean if we remove highest
value?
Mean
m= (1+ 7+ 1+ 3+ 2+ 3+ 1+ 7+ 5)/9=
= 30/9=
= 3.33
Median
M = x(n+1)/2 if n is odd
M = [x n/2+x(n/2)+1]/2 if n is even
Midpoint of the data values if they are sortedin increasing order
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Median
What is the median of example population?
M=?
Median
Sort data in increasing order:
1, 1, 1, 2, 3, 3, 5, 7, 7 ,11
M = 3
Other
Mode
Minimum
Maximum
Quartiles
Deciles
Percentiles
Quantiles
Mode
The value that occurs most frequently
In our example:
Mode=?
Mode
1, 1, 1, 2, 3, 3, 5, 7, 7 ,11
Mode = 1
Quartiles
Split data in quarters
Q1 = 1st quartile
Q3 = 3rd
quartile
In example:
Q1=?
Q3=?
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Quartiles
1, 1, 1, 2, 3, 3, 5, 7, 7 ,11
Q1= 1
Q3= 6
Deciles, Percentiles,Quantiles
1, 1, 1, 2, 3, 3, 5, 7, 7 ,11
D1= 1
D3= 1
D9= 7
Mode on the PDF
Mode (also min)Mode (also min)
MaxMax
Mean on the PDF
Mean(=4.1)Mean(=4.1)
Median on the CDF Descriptive Measures
Measures of spread:
Variance
Standard Deviation
Interquartile Range
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Variance
S2 = 1/(n-1) (xi-m)2 i=1,...,n
Sensitive to outlier high values
Never negative
Variance
Example:1, 1, 1, 2, 3, 3, 5, 7, 7 ,11
M=4.1
S2= 1/9 {(1-4.1)2+ (1-4.1)2+ (1-4.1)2+ (2-4.1)2+ (3-4.1)2+
(3-4.1)2+ (5-4.1)2+ (7-4.1)2+ (7-4.1)2+ (11-4.1)2 } =
= 1/9 (9.61+ 9.61+ 9.61+ 4.41+ 1.21+ 1.21+ 0.81+ 8.41+
8.41+ 47.61) =
= 100.9/9 =
= 11.21
Variance
Remove high value:1, 1, 1, 2, 3, 3, 5, 7, 7
M=3.33
S2= 1/8 {(1-3.33)2+ (1-3.33)2+ (1-3.33)2+ (2-3.33)2+
(3-3.33)2+ (3-3.33)2+ (5-3.33)2+ (7-3.33)2+
(7-3.33)2 =
= 1/8 (5.43+ 5.43+ 5.43+1.769+ 0.109+ 0.109+ 2.789+
13.469+ 13.469) =
= 48/8 =
= 6
Standard Deviation
s = s2
Has the same units as the variable
Never negative
Standard Deviation
Example:
S2= 11.21
S = 3.348
S2 = 6
S =2.445
Interquartile Range
IQR = Q3 - Q1
Not used in mining very often
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Descriptive Measures
Measures of shape:
Skewness
Peakedness (kurtosis)
Coefficient of Variation
Skewness
Skewness = [1/n (xi-m)3] / s3
Third moment about the mean divided bythe cube of the std. dev.
Positive - tail to the right
Negative - tail to the left
Skewness
Example:
1, 1, 1, 2, 3, 3, 5, 7, 7 ,11
M=4.1
Sk= 1/10 {(1-4.1)3+ (1-4.1)3+ (1-4.1)3+ (2-4.1)3+
(3-4.1)3+ (3-4.1)3+ (5-4.1)3+ (7-4.1)3+
(7-4.1)3+ (11-4.1)3 } =
= 1/10 (-29.79-29.79-29.79-8.82-1.33 1.33+ 0.73+
24.39+ 24.39+328.51) =
= 277.2/10 =
= 27.72
Skewness
Remove high value:
1, 1, 1, 2, 3, 3, 5, 7, 7
M=3.3
Sk= 1/10 {(1-3.3)3+ (1-3.3)3+ (1-3.3)3+ (2-3.3)3+
(3-3.3)3+ (3-3.3)3+ (5-3.3)3+ (7-3.3)3+
(7-3.3)3 } =
= 1/10 (-12.17- 12.17- 12.17- 2.2- 0.03- 0.03+ 4.91+
50.65+ 50.65) =
= 67.44/9 =
= 7.49
Positive Skewness Peakedness
Peakedness = [1/n (xi-m)4] / s4
Fourth moment about the mean divided bythe fourth power of the std. dev.
Describes the degree to which the curvetends to be pointed or peaked
Higher values when the curve is peaked
Usefulness is limited
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Coefficient of Variation
CV = s/m
No units
Can be used to compare relative dispersionof values among different distributions
CV > 1 indicates high variability
Coefficient of Variation
In our example:
CV = 3.348/4.1 =0.817
Remove high value:
CV = 2.445/3.33=0.743
Normal Distribution
f(x) = 1 / (s 2) exp [-1/2 ((x-m)/s)2] symmetric, bell-shaped
68% of the values are within one std. dev.
95% of the values are within two std. dev.
Normal Dis tr ibution curve
Std. normal distribution
mean = 0 and s = 1
standardize any variable using:
z = (x-m) / s
Normal Dist ribution Tables
The cumulative distribution function F(x) isnot easily computed for the normaldistribution.
Extensive tables have been prepared to
simplify calculation
Most statistics books include tables for thestd. normal distribution
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Example of cdf (normal)
Find the proportion of sample values above 0.5 cutoff in a
normal population that has m =0.3, and s = 0.2Solution:
First, transform the cutoff, x0 , to unit normal.
z = (x0 - m) / s = (0.5 -0.3) / 0.2 = 1
Next, find the value of F(z) for z = 1. The value of F(1) = 0.8413from Table
Calculate the proportion of sample values above 0.5 cutoff,
P(x > 0.5), as follows:
P(x > 0.5) = 1 - P(x 0.5) = 1 - F(1) = 1 -0.8413 = 0.16 Therefore, 16% of the samples in the population are > 0.5
Lognormal Distribution
Logarithm of a random variable has a normal
distribution
f(x) = 1 / (x 2 ) e -u for x > 0, > 0where
u= (ln x - ) 2 / 22
= mean of logarithms= variance of logarithms
Conversion Formulas
Conversion formulas between the normaland lognormal distributions:
Lognormal to normal:
= exp (+2 /2)
2 = 2 [exp(2) - 1]Normal to lognormal:
= log -2 /2 2 = log [1 + (2 / 2)]
Lognormal Dis tr ibution Curve
Three-Parameter LN Distribution
Logarithm of a random variable plus a
constant, ln (x+c) is normally distributed
Constant c can be estimated by:c = (M2 - q1 q2 ) / (q1 + q2 + 2M)
Bivariate Distr ibution
Joint distribution of outcomes from tworandom variables X and Y:
F(x,y) = Prob {Xx, and Yy} In practice, it is estimated by the proportion
of pairs of data values jointly below therespective threshold values x, y.
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Statis tical analysis
To organize, understand, and/or describedata
To check for errors
To condense information
To uniformly exchange information
Error Checking
Avoid zero for defining missing values
Check for typographical errors
Sort data; examine extreme values
Plot sections and plan maps for coordinateerrors
Locate extreme values on map; Isolated?Trend?
Data Analysis and Display Tools
Frequency Distributions
Histograms
Cumulative Frequency Tables
Probability plots
Scatter Plots
Q-Q plots
Data Analysis and Display Tools
Correlation
Correlation Coefficient
Linear Regression
Data Location Maps
Contour Maps
Symbol Maps
Moving Window Statistics
Proportional Effect
Histograms
Visual picture of data and how they aredistributed
Bimodal distributions show up easily
Outlier high grades
Variability
# CUM. UPPER
FREQ. FREQ LIMIT 0 20 40 60 80 100
- -- - - - -- - - - - -- - +. .. . .. . .. +. . . .. . .. . +. . . .. . .. . +. . . .. . .. . + . .. . .. . ..+
86 .093 .100 +*****. +
34 .130 .200 +** . +
48 .182 .300 +*** . +
73 .261 .400 +**** . +
86 .354 .500 +***** . +
80 .440 .600 +**** . +
84 .531 .700 +***** . +
74 .611 .800 +**** . +
70 .686 .900 +**** . +
60 .751 1.000 +*** . +
43 .798 1 .100 +** . +
28 .828 1 .200 +** . +
29 .859 1 .300 +** . +
31 .893 1 .400 +** .+
25 .920 1.500 +* .+
19 .941 1.600 +* .
16 .958 1.700 +* .
8 . 9 66 1 .8 00 + .
9 . 9 76 1 .9 00 + .
3 . 9 79 2 .0 00 + .
6 . 9 86 2 .1 00 + .
4 . 9 90 2 .2 00 + .
1 . 9 91 2 .3 00 + .
3 . 9 95 2 .4 00 + .
3 . 9 98 2 .5 00 + .
1 . 9 99 2 .6 00 + .
0 . 9 99 2 .7 00 + .
0 . 9 99 3 .5 00 + .
0 . 9 99 3 .6 00 + .
0 . 9 99 3 .7 00 + .
1 1.000 3.800 + .
- - -- - - -- - - - -- - + . . . .. . . ..+ . . .. . .. . .+ . .. . .. . ..+ . . .. . .. . .+. . . .. . .. . +
925 1.000 0 20
Histogram in text file
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Histogram Plot Histograms with skewed data
Data values may not give a singleinformative histogram
One histogram may show the entire spread
of data, but another one may be required to
show details of small values.
Histograms with skewed data Cumulative Frequency TablesCUTOFF SAMPLES PERCENT MEAN C.V.
CU ABOVE AB OVE ABOVE
.000 2399.00 100.00 .5129 .8782
.200 1717.00 71.57 .6858 .6133
.400 1240.00 51.69 .8365 .4809
.600 840.00 35.01 1.0025 .3889
.800 522.00 21.76 1.1917 .3229
1.000 310.00 12.92 1.4012 .2663
1.200 205.00 8.55 1.5682 .2266
1.400 133.00 5.54 1.7165 .2106
1.600 72.00 3.00 1.9206 .2002
1.800 35.00 1.46 2.1697 .1966
2.000 21.00 .88 2.3614 .1947
2.200 11.00 .46 2.6118 .2006
2.400 6.00 .25 2.8667 .2134
2.600 2.00 .08 3.6550 .0174
2.800 2.00 .08 3.6550 .0174
3.000 2.00 .08 3.6550 .0174
3.200 2.00 .08 3.6550 .0174
3.400 2.00 .08 3.6550 .0174
3.600 2.00 .08 3.6550 .0174
Min. data value = .0000
Max. data value = 3.7000
Std. Deviation = .450
C.V. = Coeff. of variation = Standard deviation / mean
2399 Intervals used out of 2412
Probability Plots
Shows if distribution is normal or lognormal
Presence of multiple populations
Proportion of outlier high grades
Probability Plot
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Scatter Plots
Simply an x-y graph of the data
It shows how well two variables are related
Unusual data pairs show up
For skewed distributions, two scatter plots
may be required to show both details near
origin and overall relationship.
Scatter Plot
Linear Regression
y = ax + b
a = slope, b = constant of the line
a = r (y/x) b = my - amx
Linear Regression
Different ranges of data may be described
adequately by different regressions
Cu
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Q-Q plot Covariance
Covxy= 1/n (xi-mx)(yi-my) i=1,...,n
Where
mx = mean of x values and
my = mean of y values
High Positive Covariance
x-mx0
y-my0
mx
my
Covariance Near Zero
Large Negative Covariance Covariance
It is affected by the magnitude of the data
Values:
Multiply x and y values by C, then
covariance increases be C2
.
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Covariance
C=20.975
C = 2097.5
Correlation
Three scenarios between two variables:
Positively correlated
Negatively correlated
Uncorrelated
Correlation Coefficient
r = Covxy/ xy
r = 1, straight line, positive slope
r = -1, straight line, negative slope
r = 0, no correlation
May be affected by a few outliers
It removes the dependence on the
magnitude of the data values.
Correlation Coefficient
= 0.99
Correlation Coefficient
= -0.03
Correlation Coefficient
= -0.97
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Correlation Coefficient
It measures linear dependence
= -0.08
Data Location Map
Contour Maps Symbol Maps
Each grid location is represented by asymbol that denotes the class to which thevalue belongs
Designed for the line printer
Usually not to scale
Moving Window Statistics
Divide area into several local areas ofsame size
Calculate statistics for each smaller area
Useful to investigate anomalies in meanand variance
Proportional Effect
Mean and variability are both constant
Mean is constant, variability changes
Mean changes, variability is constant
Both mean and variability change
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Proportional Effect Plot
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Spatial continuity
H- scatter plots
Plot the value at each sample location
versus the value at a nearby location
Spatial continuity
A series of h-scatter plots for several
separation distances can show how the
spatial continuity decays with increasing
distance.
You can further summarize spatial
continuity by calculating some index of the
strength of the relationship seen in each
h-scatter plot.
Spatial continuity Moment of inertia
For a scatter plot that is roughly symmetric
about the line x=y, the moment of inertia
about this line can serve as a useful index of
the strength of the relationship.
= moment of inertia about x=y= average squared distance from x=y
=1/n [1/2 (xi-yi)2]
=1/2n (xi-yi)2
Moment of inertia
X
(X-Y)/2
(X,Y)
X-Y
Y
Variogram
Measures spatial correlation betweensamples
(h) = 1 / 2n [Z(xi) - Z(xi+h)]2
Semi-variogram will be referred asvariogram for convenience
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Variogram
Function of distance
Vector
Depends on distance and direction
Variogram parameters
Range
Sill
Nugget Effect
TYPE: NORMAL TRANSFORMATION: NONE VARIABLE: CU
FROM TO PAIRS DISTANCE DRIFT V(H) MEAN1 0 - 50 2666 30.9 .2536E-01 .1030E+00 .7488E+00
2 50 - 100 9734 79.2 -.8209E-03 .2186E+00 .8056E+003 100 - 150 23036 126.4 -.2306E-01 .2490E+00 .7981E+004 150 - 200 32117 175.6 -.1505E-01 .2560E+00 .7652E+005 200 - 250 45989 225.4 .2757E-02 .2601E+00 .7419E+006 250 - 300 47351 275.1 -.2589E-01 .2508E+00 .7286E+00
7 300 - 350 51794 324.7 -.2560E-01 .2505E+00 .7417E+008 350 - 400 46522 373.8 -.3154E-01 .2434E+00 .7270E+00
9 400 - 450 40313 424.5 -.4489E-01 .2448E+00 .7113E+0010 450 - 500 32113 473.7 -.4401E-01 .2270E+00 .6915E+00
.2790E+00 +
.2647E+00 + X
.2504E+00 + XX XX XX
.2361E+00 +
.2218E+00 + X X
.2075E+00 +
.1932E+00 +
.1789E+00 +
.1645E+00 +
.1502E+00 +
.1359E+00 +
.1216E+00 +
.1073E+00 + X
.9300E-01 +
.7869E-01 +
.6439E-01 +
.5008E-01 +
.3577E-01 +
.2146E-01 +
.7154E-02 +- - - - - - - + - - - - - - - - - +
250. 500
Sample variogram output Data for computation
Computation 1
For the first step (h=15), there are 4 pairs:1. x1 and x2 , or .14 and .282. x2 and x3 , or .28 and .193. x3 and x4 , or .19 and .104. x4 and x5 , or .10 and .09Therefore, for h=15, we get(15)=1/(2*4)[(x1-x2)2+(x2-x3)2+(x3-x4)2+(x4-x5)2 ]= 1/8 [ (.14-.28)2 + (.28-.19)2 + (.19-.10)2 + (.10-.09)2]= 0.125 [(-.14)2 + (.09)2 + (.09)2 + (.01)2 ]= 0.125 ( .0196 + .0081 + .0081 + .0001 )= 0.125 ( .0359 )(15) = 0.00448
Computation 2
For the second step (h=30), there are 3 pairs:1. x1 and x3 , or .14 and .192. x2 and x4 , or .28 and .103. x3 and x5 , or .19 and .09Therefore, for h=30, we get
(30) = 1/(2*3) [(x1-x3)2 + (x2-x4) 2 + (x3-x5)2 ]= 1/6 [(.14-.19)2 + (.28-.10)2 + (.19-.09)2 ]= 0.16667 [(-.05)2 + (.18)2 + (.10)2 ]= 0.16667 ( .0025 + .0324 + .0100 )= 0.16667 ( .0449 )
(30) = 0.00748
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Computation 3
For the third step (h=45), there are 2 pairs:1. x1 and x4 , or .14 and .102. x2 and x5 , or .28 and .09Therefore, for h=45, we get(45) = 1/(2*2) [(x1-x4 )2 + (x2-x5)2]= 1/4 [(.14-.10)2 + (.28-.09)2 ]= 0.25 [(.04)2 + (.19)2 ]= 0.25 ( .0016 + .0361 )= 0.25 ( .0377 )(45) = 0.00942
Computation 4
For the fourth step (h=60), there is only one pair:
x1 and x5 . The values for this pair are .14 and .09,respectively. Therefore, for h=60, we get(60) = 1/(2*1) (x1 - x5 ) 2
= (.14-.09)2
= 0.5 (.05)2
= 0.5 ( .0025 )(60) = 0.00125
If we take another step (h=75), we see that there areno more pairs. Therefore, the variogram calculationstops at h=60.
Class Size
Three possible options:
Lag distance = 50
0-50, 51-100, 101-151 etc..
Lag = 50, tolerance = 25
0-75, 75-125, 125-175 etc..
Lag = 50, strict tolerance = 25
0-25, 25-75, 75-125 etc..
Windows and Band Widths
Fitting a Theoretical Model
Draw the variance as the sill (c + c0 )
Project the first few points to the y-axis. This is anestimate of the nugget (c0 ).
Project the same line until it intercepts the sill. Thisdistance is two thirds of the range for sphericalmodel.
Using the estimates of range, sill, nugget and theequation of the mathematical model underconsideration, calculate a few points and see if thecurve fits the sample variogram.
If necessary, modify the parameters and repeat StepFour to obtain a better fit.
Variogram models
Spherical
Linear
Exponential
Gaussian Hole-Effect
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Variogram Models Variogram Models
Sample Variogram Plot Types of Anisotropy
Geometric
same sill and nugget, different ranges
Zonal
same nugget and range, different sills
Anisotropy Modeling Anisotropy
Geometric
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Modeling Anisotropy
Zonal
Modeling Geometrical Ani sot ropy: a recipe
Calculate variograms in different directions
Keeping nugget and sill the same, fit one-dimensional models to the samplevariograms in all directions
Make a rose diagram of ranges and find thedirection of the longest range
If diagram looks like a circle, no anisotropy.If diagram looks like an ellipse, there isanisotropy. Use ellipse pattern in searchparameters.
Rose diagram
0o90o
135o
Length of axes correspond to variogram ranges
45o
Variogram Contours
Nested Structures Variogram types
Normal
Relative
Logarithmic
Covariance Function Correlograms
Indicator Variograms
Cross Variograms
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Relative Variogram
R (h) = (h) / [m(h) + c]2
c is a constant parameter used in the case of a
three- parameter lognormal distribution.
Pairwise Relative Variogram:
PR (h) = 1/(2n) [(vi -vj ) 2/((vi +vj )/2)2 ]
vi and vj are the values of a pair of samples atlocations i and j, respectively.
Logarithmic Variogram
Variogram using the logarithms of the datainstead of the raw data
y = ln x or
y = ln (x + c) for 3-parameter lognormal
Reduces or eliminates the impact ofextreme data values on the variogramstructure
T ransformation from Logs
To transform log parameters back to normal values:
1. Ranges stay the same
2. Estimate the logarithmic mean () and variance (2). Usethe sill of the logarithmic variogram as the estimate of 2
3. Calculate the mean, () and the variance (2 ) of thenormal data:
= exp ( + 2/2) 2 = 2 [exp (2 ) -1]
4. Set the sill of the normal variogram = the variance ( 2 )5. Compute c (sill-nugget) and c0 (nugget) of the normal
variogram:
c = 2 [exp (clog ) - 1]
c0
= sill - c
Covariance Function Variograms
C(h) = 1/N [vi vj - m-h . m+h ] v1 ,...,vn are the data values
m-h is the mean of all the data valueswhose locations are -h away from someother data location.
m+h is the mean of all the data valueswhose locations are +h away from someother data location.
(h) = C(0) - C(h)
Correlograms
(h) = C(h) / ( -h . +h )-h is the standard deviation of all the data
values whose locations are -h away fromsome other data location:
2-h = 1/N (vi2 - m2-h )+h is the standard deviation of all the data
values whose locations are +h away fromsome other data location:
2+h = 1/N (vj 2 - m 2+h )
Indicator Variogram
1, if z(x) < zci(x;zc) ={
0, otherwise
where:x is location,zc is a specified cutoff value,z(x) is the value at location x.
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Cross Variograms
CR (h) = 1/2n [u(xi)-u(xi+h)]2 * [v(xi)-v(xi+h)]2
Used to describe cross-continuity betweentwo variables
Necessary for co-kriging and probabilitykriging
Cross Validation
Predicts a known data point using aninterpolation plan
Only the surrounding data points are usedto estimate this point, while leaving the datapoint out.
Other names: Point validation, jack-knifing
Cross Validation
The least amount of average estimationerror
Either the variance of the errors or theweighted square error (or variance) isclosest to the average kriging variance.
The weighted square error (WSE) is givenby the following equation:
WSE = [(1/i 2) (ei)2 ] / (1/i2)
Cross Validation Report
Variable : CU
ACTUAL KRIGING DIFF
Mean = 0.6991 0.7037 -0.0045
Std. Dev. = 0.5043 0.3870 0.2869
Minimum = 0.0000 0.0200 -0.9400
Maximum = 3.7000 2.1000 2.2100
Skewness = 1.0641 0.5634 1.3559
Peakedness= 2.0532 -0.0214 7.0010
Ave. kriging variance = 0.3890
Weighted square error = 0.0815
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The Necessi ty of Modeling
Suppose we have the data set below
It provides virtually no information about theentire profile
Deterministic Models
Depend on:
Context of data Outside information (not contained in data)
Probabilist ic Models
The variables of interest in earth sciencedata are typically the end result of vastnumber of processes whose complexinteractions cannot be describedquantitatively.
Probabilistic random function modelsrecognize this uncertainty and provide toolsfor estimating values at unknown locationsonce some assumptions about the statistical
characteristics of the phenomenon aremade.
Probabilistic Models
In a probabilistic model, available sampledata are viewed as the result of a randomprocess.
Data are not generated by a randomprocess; rather, their complexity appears asrandom behavior
Random Variables
A random variable is a variable whose
values are randomly generated according to
some probabilistic mechanism.
The result of throwing a die is a random
variable. There are 6 equally probable
values of this random variable: 1,2,3,4,5,6
Functions of Random Variables
Since the outcomes of a R.V. are numerical
values, we can define another random variable by
performing mathematical operations on the
outcome of a random variable.
Example: if D is the variable defined as the result
of throwing a die, 2D can be the variable defined
as the result of throwing the die and doubling the
result.
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Parameters of a Random Variable
The set of outcomes and their corresponding
probabilities is sometimes referred to as the
probability distribution of a random variable.
These probability distributions have
parameters that can be summarized.
Example: Min, Max etc
Parameters of a Random Variable
The complete distribution can not be
determined from the knowledge of only a few
parameters.
Two random variables may have the same
mean and variance but their distributions
may be different.
Parameters of a Random Variable
The parameters can not be calculated by
observing the outcomes of a random variable.
From a sequence of observed outcomes all we can
calculate is sample statistics based on that set of data.
Different set of data will produce different statistics.
As the number of outcomes increases, the sample
statistics becomes more similar to their model parameters.
In practice, we assume that the parameters of our random
variable are the same as the sample statistics.
Parameters of a Random Variable
The two most commonly parameters used in
probabilistic approaches to estimation are the
mean or expected value of the random
variable and its variance.
Expected value
Expected value of a random variable is itsmean or average outcome.
= E(x)
E(x) refers to expectation:
E(x) = - x f(x) dx
where f(x) is the probability density functionof the random variable x.
Variance of a Random Variable
The variance of a random variable is theexpected squared difference from the meanof the random variable.
2 = E (x-)2 = - (x-)2 f(x) dx
Std. dev. is
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Expected value
Example:
Define R.V. L=outcome of throwing two dice
and taking the larger of the two values.
What is the expected value of L?
E(L)=1/36 (1)+3/36 (2)+5/36 (3)
+7/36(4)+9/36 (5)+11/36 (6) =
= 4.47
Joint Random Variables
Random variables may also be generated in
pairs according to some probabilistic
mechanism; the outcome of one of the
variables may influence the outcome of the
other.
Covariance
The dependence between two randomvariables is described by covariance
Cov(x1 ,x2) = E {[x1 - E(x2)] [x2 - E(x2)]}
= E(x1 x2) - [E(x1)] [E(x2)]
Independence
Random variables are consideredindependent if the joint probability densityfunction satisfies:
p(x1 ,x2 ,...,xn) = p(x1) p(x2) ... p(xn)
i.e., probability of two event happening isthe product of each events probability
Expectation and variance
Properties:
C is a constant, then E(Cx) = C E(x)
If x1 , x2 , ..., xn have finite expectation, then
E(x1 +x2 ...+xn ) = E(x1) + E(x2) + ... + E(xn)
If C is a constant, then Var(Cx) = C2 Var(x)
If x1 , x2 , ..., xn are independent, then
Var(x1 +x2 ...+xn) = Var(x1)+Var(x2)+...+Var(xn)
Var(x+y) = Var(x) + Var(y) + 2 Cov(x,y)
Weighted Linear Combinations of Random Variables
Estimate is an outcome of a random variable
that is created by a weighted linear
combination of other random variables.
Expected value and Variance (same
definition as before)
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Random Functions
R.F. is a set of random variables that have
some spatial locations and whose
dependence on each other is specified by
some probabilistic mechanism.
Parameters of RF
The set of realizations of a random functionand their corresponding probabilities areoften referred as the probabilitydistribution
Like the histograms of sample values,these probability distributions haveparameters that summarize them
Random Functions
Parameters commonly used to summarize
the behavior of the random function:
Expected value
Variance
Covariance
Correlogram
Variogram
Reality vs Model
Reality:
sample values
summary statistics
Model:
possible outcomes with correspondingprobabilities of occurrence
parameters
It is important to recognize the distinction
between a model and the reality
Linear Estimators
all estimation methods involve weightedlinear combinations:
estimate = z* = wi z(xi) i = 1,...,n
The questions:
What are the weights, wi ?
What are the values, z(xi) ?
Desirable Properties
Desirable properties of an estimator:
Average error = 0 (unbiased)
E (Z - Z * ) = 0
where Z * is the estimate and Z is the true valueof the random variable
Error variance (spread of errors) is small
Var (Z - Z * ) = E (Z - Z * )2 = small
Robust
Question:
How to calculate the weights so that they satisfythe required properties?
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Random Process Assumptions
Strong stationarity
Second order stationarity
Intrinsic hypothesis
Stationarity
The independence of univariate and bivatiate
probability laws from the location x is referred
as stationarity.
(They may depend on separation distance h)
Strong Stationarity
In order for a random function Z(x) to meet the
strong stationarity requirement, the following
properties must be satisfied:
E[Z(x)] = m, m = finite and independent of x
No gradual increase or decrease in grade for some
specified direction (no drift).
Var[Z(x)]= 2 , 2 = finite and independent of xConstant parameter value of the underlying
density functions.
Second Order Stationarity
E[Z(x)] = m, m = finite and independent of x
E[Z(x+h). Z(x)] - m2 = C(h) = finite and independent of x
For each pair of random variables Z(x+h) and Z(x), the
covariance exists and depends only on the separation
distance h.
The covariance does not depend on the particular
location x within the deposit.
The stationarity of covariance implies the stationarity of
the variance as well as the variogram.
Under this assumption, the relationship between the
variogram and the covariogram is:
(h) = C(0) - C(h) = Var[Z(x)] - C(h)
Intrinsic Hypothesis
The intrinsic hypothesis of order zero:E[Z(x)] = m, m = finite and independent ofxE[Z(x+h)- Z(x)]2 = 2(h) = finite andindependent of x (variogram function)
We assume no drift , and the existenceand the stationarity of the variogram only.If condition of no drift in a deposit cannotbe satisfied, the intrinsic hypothesis oforder one is invoked.
Intrinsic Hypothesis
Intrinsic hypothesis of order one:E[Z(x+h)-Z(x)]=m(h)=finite and independent of x
E[Z(x+h)-Z(x)]2=2(h) = finite and independent of x The difference in the mean must be finite,
independent of the support point x, and dependonly on the separation distance h.
In performing local estimation using ordinarykriging, the intrinsic hypothesis of order zero is
invoked. Universal kriging may be employed underthe first order hypothesis.
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Ensuring Unbiasedness
Estimated value: Z* = i Z(xi)Estimated error: R* = Z*-Zo = iZ(xi) - ZoAverage error: r = 1/n R*Set expected value of average error to zero:
E{r} = E{1/n R*} = 1/n E{R*} = 0To guarantee that E{r} = 0, make E{R*} = 0
E{R*} = E{i Z(xi) - Zo}= iE{Z(xi)} - E{Zo}
Using the strong stationarity requirement:
E{Z(xi)} = E{Zo} = E{Z}
Therefore,
E{R*} =iE{Z} - E{Z} = 0 =>(i -1) E{Z} = 0 => i -1 = 0 => i =1
Ensuring Unbiasedness
Sum of weights, wi = 1 Two limitations:
The average error is not guaranteed to bezero, only the expected value
The result is valid only if the linearcombination belongs to the same statisticalpopulation
Estimation methods
Traditional:
Polygonal
Triangulation
Inverse distance
Geostatistical:
Kriging
Polygonal
Assigns all weight to nearest sample.
Advantages:
Easy to understand
Easy to calculate manually
Fast
Declustered global histogram
Disadvantages:
Discontinuous local estimates
Edge effect
No anisotropy
No error estimation
Triangulation
Weight at each triangle is proportional to the
area of the opposite sub triangle.
Advantages:
Easy to understand and calculate manually
Fast
Disadvantages: Not unique solution
Only three samples receive weights
Extrapolation?
3d?
No anisotropy
No error control
Inverse Distance
Each sample weight is inversely proportional tothe distance between the sample and the pointbeing estimated:
z* = [ (1/dip) z(xi ) ] / (1/ dip) i = 1,...,n
wherez* is the estimate of the grade of a block or a point,
z(xi) refers to sample grade,
p is an arbitrary exponent,
and n is the number of samples
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Inverse Distance
If p tends to zero =>local mean sample
If p tends to => nearest neighbor method(polygonal)
Traditionally, p = 2
Inverse Distance
Advantages:
Easy to understand Easy to implement
Flexible in adapting weights to differentestimation problems
Can be customized
Disadvantages:
Susceptible to data clustering
p?
No anisotropy
No error control
Ordinary kriging
Ordinary kriging is an estimator designedprimarily for the estimation of block gradesas a linear combination of available datain or near the block, such that estimate isunbiased and has minimum variance.
Definition:
Ordinary kriging
B.L.U.E. for best linear unbiasedestimator.
Linear because its estimates are weightedlinear combinations of available data
Unbiased since the sum of the weightsadds up to 1Best because it aims at minimizing thevariance of errors.
Kr iging Est imator
z* = wi z(xi ) i = 1,...,nwhere
z* is the estimate of the grade of a block ora point,
z(xi) refers to sample grade,
wi is the corresponding weight assigned toz(xi),
and n is the number of samples.
Kr iging Estimator
Desirable Properties:
Minimize 2 = F (w1, w2, w3,,wn) r = average error = 0 (unbiased)
wi = 1
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Error variance
Using R. F. model, you can express the error
variance as a function of R.F. parameters:2R=
2z + (ij Ci,j ) - 2 i C i,o
where
2z is the sample varianceCi,j is the covariance between samples
Ci,o is the covariance between samples and
location of estimation.
See Isaaks and Srivastava pg 281-284
Error variance
2R= 2z + (ij Ci,j ) - 2 i C i,o
Error increases as variance of dataincreases
Error variance increases as data becomemore redundant
Error variance decreases as data arecloser to the location of estimation
Ordinary Kriging
Minimize error
2R= 2z + (ij Ci,j ) - 2 i C i,o
i = 1 Use Lagrange method (Isaaks and
Srivastava, pg 284-285).
Result:
Ci,o = (i Ci,j) + i = 1
Kriging System (point)
Previous equation in matrix form:
Point Kriging (cont.)
Matrix C consists of the covariance values Cijbetween the random variables Vi and Vj at the
sample locations.
Vector D consists of the covariance values Ci0between the random variables Vi at the samplelocations and the random variable V0 at the
location where an estimate is needed.
Vector consists of the kriging weights and theLagrange multiplier.
Kriging System (block)
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Block Kriging (cont.)
In point kriging, the covariance matrix D
consists of point-to-point covariances. In blockkriging, it consists of block-to-point covariances. Covariance values CiA no longer a point-to-pointcovariance like Ci0 , but the average covariancebetween a particular sample and all of the pointswithin A:CiA = 1/A CijIn practice, the A is discretized using a number ofpoints in x, y and z directions to approximate CiA .
Kriging Variance
2ok= CAA - [(i CiA) + ]
Data independent
Block Discretization
To be considered:
Range of influence of the variogram used in
kriging.
Size of the blocks with respect to this range.
Horizontal and vertical anisotropy ratios.
Advantages of kriging
Takes into account spatial continuitycharacteristics
Built-in declustering capability
Exact estimator
Calculates the kriging variance for eachblock
Robust
Disadvantages of kriging
computer required
prior variography required
more time consuming
smoothing effect
Assumptions
No drift is present in the data(Stationarity hypothesis)
Both variance and covariance exist and arefinite.
The mean grade of the deposit is unknown.
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Effect of scale Effect of shape
Nugget Effect Effect of range
Effect of Anisotropy Search Strategy
Define a search neighborhood within whicha specified number of samples is used
If anisotropy, use an ellipsoidal search
Orientation of this ellipse is important
If no anisotropy, search ellipse becomes acircle and the question of orientation is nolonger relevant
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Search Strategy Include at least a ring of drill holes with enough
samples around the blocks to be estimated
Dont extend the grades of the peripheral holes tothe undrilled areas too far
Increasing vertical search distance has moreimpact on number of samples available for a given
block, than increasing horizontal search distance (invertically oriented drillholes)
Limit the number of samples used from each
individual drillhole
Search strategy (cont.)
Octant or Quadrant Search Importance of kriging plan
An easily overlooked assumption in every estimate
is the fact the sample values used in the weighted
linear combination are somehow relevant, and that
they belong to the same group or population, as the
point being estimated. Deciding which samples are
relevant for the estimation of a particular point or a
block may be more important than the choice of an
estimation method.
Declustering
Clustering in high grade area:
Nave mean=(0+1+3+1+7+6+5+6+2+4+0+1)/12 = 3
Declustered mean=[(0+1+3+1+2+4+0+1) +(7+6+5+6)/4] /9 ==2
Declustering
Clustering in mean grade area:
Nave mean=(7+1+3+1+0+6+5+1+2+4+0+6)/12 = 3
Declustered mean=[(7+1+3+1+2+4+0+6) +(0+6+5+1)/4] /9 ==3
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Declustering
Clustering in low grade area:
Nave mean=(7+1+6+1+0+3+4+1+2+5+0+6)/12 = 3
Declustered mean=[(7+1+6+1+2+5+0+6) +(0+3+4+1)/4] /9 ==3.33
Declustering
Data with no correlation, do no need
declustering (pure nugget effect model)
If variogram model has a long range andlow nugget, you may need to decluster.
Declustering
Cell declustering
Polygonal
Cell Declustering
Each datum is weighted by the inverse ofthe number of data in the cell
Polygonal Declustered Global Mean
DGM = (wi . vi ) / wi i=1,...,n
where n is the number of samples, wi arethe declustering weights assigned to eachsample, and vi are the sample values. Thedenominator acts as a factor to standardizethe weights so that they add up to 1.
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Cross Validation
To check how well the estimationprocedure can be expected to perform.
Temporarily discard the sample value at a
particular location and then estimate the
value at that location using the remaining
values.
Cross validation
It may suggest improvements
It compares, does not determineparameters
Reveals weaknesses/shortcomings
Cross validation
Check:
Histogram of errors
Scatter plots of actual versus estimate
Cross validation
Remember:
All conclusions are based on observations
of errors at locations were we do not need
estimates.
We remove values that, after all, we are
going to use.
Quantifying Uncertainty
One approach:
Assume that the distribution of errors isNormal
Assume that the ordinary kriging estimate
provides the mean of the normaldistribution
Build 95 percent confidence intervals bytaking 2 standard deviations either of theOK estimate
Quantifying Uncertainty
Kriging Variance2ok= CAA - [(i CiA) + ]AdvantagesDoes not depend on dataIt can be calculated before sample data are
available (from previous/know variography)
Disadvantages
Does not depend on data
If proportional effect exists, previous assumptions
are not true
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Quantifying Uncertainty
Same Kriging Variance!!!
Quantifying Uncertainty
Other approach
Incorporate the grade in the error variance
calculation:
Relative Variance = Kriging Variance /Squareof Kriged Grade
Quantifying Uncertainty
Combined Variance = sqrt (local variance *kriging variance)
where local variance of the weighted average (2w ) is:
2w = w2i * (Z0- zi )2 i = 1, n (n>1)where
n is the number of data used,
wi are the weights corresponding to each datum,
Z0 is the block estimate,
and zi are the data values.
Quantifying Uncertainty
Relative Variability Index(RVI) =SQRT(Combined Variance) / Kriged Grade
Change of Support
N = 4M = 8.825
Change of Support
N = 16
M = 8.825
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Change of Support
>10N = 2 = 50%M = 11.15
Change of Support
>10
N = 5 = 31%
M =18.6
Change of Support
The mean above 0.0 cutoff does notchange with a change in support
The variance of block distributiondecreases with larger support
The shape of the distribution tends tobecome symmetrical as the supportincreases
Recovered quantities depend on block size
Affine Correction
Assumptions: The distribution of block or SMU grades hassame shape as the distribution of point orcomposite samples. The ratio of the variances, i.e., variance ofblock grades (or the SMU grades) over that ofpoint grades is non-conditional to surroundingdata used for estimation.
Kriges Relation
2p = 2b + 2 pb
2p = Dispersion variance of composites in thedeposit (sill)2b = Dispersion variance of blocks in the deposit
2 pb = Dispersion variance of points in blocks
This is the spatial complement to the partitioning ofvariances which simply says that the variance ofpoint values is equal to the variance of blockvalues plus the variance of points withinblocks.
Kriges Relation (contd)
Total 2 = between block 2 + within block 2
2p = calculated directly from the composite orblasthole data
2 pb = calculated by integrating the variogramover the block b
2b = calculated using the Kriges relation:2b = 2p -2 pb
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Kriges Relation (contd)
How to calculate 2 pb ?
Integrating the variogram over a block provides
variance of points within the block
2 pb = block = 1/n2 (hi,j)
Calculation of A.C.
K2 = 2b/ 2p 1
(from the variogram averaging):
K2 = [ (D,D) -(smu,smu) ] / (D,D)= 1 - [ (smu,smu) / (D,D) ] 1
Affine correction factor, K = K2 1
Affine Correction (cont.)
Use affine correction if:
(2p -2b) /
2p 30%
Affine correction of Variance
Indirect Lognormal method
Assumption: all distributions are lognormal;
the shape of distribution changes with changes in
variance.
Transform:
znew = az
b
old
a = Function of (m, new ,old ,CV)b = Function of (new,old,CV), see the notes
CV: coefficient of variation = old/ mold
Indirect Lognormal method
Disadvantage:
If the original distribution departs from log
normality, the new mean may require rescaling:
znew = (mold/mnew) zold
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Change of Support (other)
Hermite Polynomials:
Declustered composites are transformedinto a Gaussian distribution
Volume-variance correction is done on theGaussian distribution
Then this distribution is back transformedusing inverse Hermite Polynomials
Change of Support (other)
Conditional Simulation:
Simulate a realization of the composite (orblasthole) grades on a very closely spacedgrid (for example, 1x1)
Average simulated grades to obtainsimulated block grades
Change of Support (applications)
Design a search strategy:
Decluster composites/variogram
Define SMU units
Apply change of support from composites to SMU
Calculate the SMU GT curves.
Guess at a search scenario
Krige blocks => create GT curves
Compare GT curves of block estimates to GT
curves of SMUs
Adjust search scenario etc..
GT: grade tonnage curves
Change of Support (applications)
Reconciliation between BH model and
Exploration model:
Calculate GT curves of exploration model
Apply change of support from BH model toExploration model
Calculate the adjusted BH model GTcurves.
Compare GT curves of block estimates toGT of adjusted BH model estimates.
C. of S. for Ore Grade/Tonnage Estimation Equivalent Cutoff Calculation
(zp - m) / p = (zsmu - m) / smuzp = the equivalent cutoff grade to be appliedto the point (or composite) distributionm = mean of composite and SMU distribution
p = square root of composite dispersionvariancezsmu = the cutoff grade applied to the SMUm = mean of composite and SMU distributionsmu = square root of SMU dispersionvariance
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Equivalent Cutoff Calculation
zp = ( p/ smu ) zsmu + m [1 - ( p/ smu )]
The ratio p/ smu is basically the inverseof the affine correction factor K.
This ratio is 1.
Numeric Example
Let the mean of composites = 0.0445, and
the specified cutoff grade zsmu = 0.055
If the ratio p/ smu = 1.23, what is theequivalent cutoff grade?
zp=1.23 (0.055) + 0.0445 (1 - 1.23) =0.0574
Therefore, the equivalent cutoff grade to beapplied to the composite distribution is0.0574.
Equivalent Cutoff
if the specified cutoff grade is less than themean, the equivalent cutoff grade becomesless than the cutoff
if the specified cutoff grade is greater thanthe mean, the equivalent cutoff gradebecomes greater than the cutoff.
Change of Support (applications)
Other:
Almost required in MIK
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Simple Kriging
Z*sk = i [Z(xi ) - m] + m i = 1,...,n
Z*sk - estimate of the grade of a block or apointZ(xi ) - refers to sample gradei - corresponding simple kriging weightsassigned to Z(xi )n - number of samplesm = E{Z(x)} - location dependent expectedvalue of Z(x).
Cokriging
Suitable when the primary variable has not
been sampled sufficiently.Precision of the estimation may beimproved by considering the spatialcorrelations between the primary variableand a better-sampled variable.Example: extensive data from blastholesas the secondary variable - Widely spacedexploration data as the primary variable.
Cokriging
....................................... ..... ...........
[Cov{didi}] [Cov{dibj}] [1] [0] [ i] [Cov{x0di}]
....................................... ..... ...........
[Cov{dibj}] [Cov{bjbj}] [0] [1] [ j] [Cov{x0bj}]
....................................... x ..... = ...........
[ 1 ] [ 0 ] 0 0 d 1
....................................... ..... ...........
[ 0 ] [ 1 ] 0 0 b 0
....................................... ..... ...........
[Cov{didi}] = drillhole data (dhs) covariance matrix, i=1,n
[Cov{bjbj}] = blasthole data (bhs) covariance matrix, j=1,m
[Cov{dibj}] = cross-covariance matrix for dhs and bhs
[Cov{x0di}] = drillhole data to block covariances
[Cov{x0bj}] = blasthole data to block covariances
[ i] = Weights for drillhole data
[ j] = Weights for blasthole data
dand b= Lagrange multipliers
[Cov{didi}] = drillhole data (dhs) covariance matrix, i=1,n
[Cov{bjbj}] = blasthole data (bhs) covariance matrix, j=1,m
[Cov{dibj}] = cross-covariance matrix for dhs and bhs
[Cov{x0di}] = drillhole data to block covariances
[Cov{x0bj}] = blasthole data to block covariances
[ i] = Weights for drillhole data
[ j] = Weights for blasthole data
dand b= Lagrange multipliers
Cokriging-steps fo r Dr ill and B lasthole data
Regularize blasthole data into a specified block size.Block size could be the same as the size of the modelblocks to be valued, or a discreet sub-division of suchblocks. A new data base of average blasthole blockvalues is thus established.
Variogram analysis of drillhole data.
Variogram analysis of blasthole data.
Cross-variogram analysis between drill and blastholedata. Pair each drillhole value with all blasthole values.
Selection of search and interpolation parameters.
Cokriging.
Universal Kriging Outlier Restricted Kriging
Determine the outlier cutoff gradeAssign indicators to the composites based onthe cutoff grade
0 if the grade is below the cutoff
1 otherwiseUse OK with indicator variogram, or simplyuse IDS , or any other method to assign theprobability of a block to have grade above theoutlier cutoff.Modify Kriging matrix.
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ORK matrix Nearest Neighbor Kriging
Utilize nearest samples (assign more weight)
Non-Linear kriging methods
Indicator krigingProbability krigingLognormal krigingMulti-Gaussian krigingLognormal short-cutDisjunctive kriging
Parametric (assumptions about distributions)or non-parametric (distribution-free)
Why Non-Linear To overcome problems encountered withoutliers To provide better estimates than thoseprovided by linear methods To take advantage of the properties on non-normal distributions of data and therebyprovide more optimal estimates To provide answers to non-linear problems To provide estimates of distributions on ascale different from that of the data (the
change of support problem)
Indicator Kriging
Suppose that equal weighting of N given samples is used
to estimate the probability that the grade of ore at a
specified location is below a cutoff grade.
The proportion of N samples that are below this cutoff
grade can be taken as the probability that grade estimated is
below this cutoff grade.
Indicator kriging obtains a cumulative probability distribution
at a given location in a similar manner, except that it assigns
different weights to surrounding samples using the ordinary
Kriging technique to minimize the estimation variance.
Indicator Kriging
The basis of indicator kriging is the indicatorfunction:At each point x in the deposit, consider thefollowing indicator function of zc defined as:
1, if z(x) < zc
i(x;zc ) =0, otherwise
where:x is location,zc is a specified cutoff value,z(x) is the value at location x.
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Indicator Kriging
Examples:
Separate continuous variables into categories:
I(x) = 1 if k(x) 30, 0 if k(x) >30Characterize categorical variables and
differentiate types:
I(x) = 1 for heterozygote, 0 for homozygote
Indicator Kriging (applications)
Some drill holes have encountered a particular
horizon, some were not drilled deep enough, some
penetrated the horizon but the core or the log is
missing:
Use I(x) = 1 for drill hole assays above the horizon
and I(x) = 0 for assays below the horizon. Use
indicator kriging and calculate the probability of the
missing assays to be 1 or 0.
Indicator Kriging (applications)
Some data may represent a spatial mixture of two
or more statistical populations (for example, clay
and sand.
Separate populations:
I(x) = 1 for clay, 0 for sand.
Then calculate the probability of an unsampled
location to be clay or sand.
Krige (local estimates) unsampled locations using
only data belonging to that population
Final estimate can be a weighted (by
probabilities) average of the local estimates.
Indicator Kriging (applications)
Extreme values:
Separate population to 1 and 0 based on
outlier cutoff. Proceed then as though you
are dealing with two spatially mixed
populations.
Multiple Indicator Kriging
Same as indicator kriging but instead of one
cutoff, we use a series of cutoffs.
Multiple Indicator Kriging
THE INDICATOR FUNCTION:At each point x in the deposit, consider thefollowing indicator function of zc definedas:
1, if z(x) < zci(x;zc ) =0, otherwise
where:x is location,zc is a specified cutoff value,z(x) is the value at location x.
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Indicator Function at point x The (A;zc) function
(A;zc ) = 1/AA i(x;zc ) dx [0,1]
Proportion of Values z(x) zc within area A Local Recovery Functions
Tonnage point recovery factor in A:
t*(A;zc) = 1 -(A;zc)
Quantity of metal recovery factor in A:
q*(A;zc) = zc u d (A;u)
A discrete approximation of this integral is given by
q*(A;zc) = 1/2 (zj + zj-1) [*(A;zj) -*(A;zj-1) ] j=2,...,n
Local Recovery Functions
This approximation sums the product ofmedian cutoff grade and median (A;zc)proportion for each cutoff grade increment.The mean ore grade at cutoff zc gives the
mean block grade above the specified cutoffvalue.
Mean ore grade at cutoff zc :m*(A;zc) = q*(A;zc) / t*(A;zc)
Est imation of (A;zc)
(A;zc) proportion of grades z(x) below cutoff zc within panelA. (unknown since i(x;zc) known at only a finite number ofpoints).
(A;zc) = 1/n i(xj ;zc) j=1,...,nor
(A;zc) = j i(xj ;zc) xj D j=1,...,N
where n is the number of samples in the panel A,N is the number of samples in search volume D,
j are the weights assigned to the samples,
j = 1, and usually N >> n.
Ordinary kriging is used to estimate (A;zc) from the indicatordata i(xj ;zc). We use a random function model for i(xj ;zc),which will be designated by I(xj ;zc).
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Indicator Variography
I(h;zc ) = 1/2 E [ I(x+h);zc ) - I(x;zc ) ]2
Median Indicator Variogram
m(h;zm ) = 1/2n [ I(xj+m+h);zm ) - I(xj;zm ) ]2
j=1,,n
Indicator variogram where cutoff corresponds
to median of data
Order Relations Advantages of MIK
It estimates the local recoverable reserveswithin each panel or block.
It provides an unbiased estimate of therecovered tonnage at any cutoff of interest.
It is non-parametric, i.e., no assumption isrequired concerning distribution of grades.
It can handle highly variable data.
It takes into account influence of neighboringdata and continuity of mineralization.
Disadvantages of MIK
It may be necessary to compute and fit avariogram for each cutoff.
Estimators for various cutoff values may not showthe expected order relations.
Mine planning and pit design using MIK resultscan be more complicated than conventionalmethods.
Correlation between indicator functions of variouscutoff values are not utilized. More informationbecomes available through the indicator crossvariograms and subsequent cokriging. These formthe basis of the Probability Kriging technique.
Change of Support
Function *(A;zc) and grade-tonnagerelationship for each block is based ondistribution point samples (composites).
Selective mining unit (SMU) volume is muchlarger than sample volume, therefore, onemust perform a volume-variance correction tothe initial grade-tonnage curve of each block.
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Affine Correction
Equation for affine correction of any
panel or block is given by*v (A;z) = * (A;zadj)wherezadj=adjusted cutoff grade = K(z - ma)+ma
Use affine correction if:
(2p -2b) /2 p 30%
Grade Zoning
Grade zoning is usually applied to controlthe extrapolation of grades into statisticallydifferent populations
Often grade zones or mineralizationenvelopes correspond to different geologicunits
Grade Zoning (contd)
Determine how the grade populations areseparated spatially
Is there a reasonably sharp discontinuitybetween the grades of the differentpopulations?
Or is there a larger transition zone betweenthe grades of the different populations?
Grade Zoning (contd)
Discontinuity between grade populations:
Grade Zoning (contd)
Transition zone between gradepopulations:
Grade Zoning (contd)
Discontinuity between the gradepopulations is best modeled using adeterministic model, i.e., digitized theoutlines
Transition zone between the gradepopulations is best modeled using aprobabilistic model, i.e., indicator kriging
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Grade Zoning (contd)
Characterizing the contact betweendifferent spatial populations:
Calculate the difference between theaverage grades within each population as afunction of distance from the contact:
Dzi = zi - z(-i)
Grade Zoning (contd)
If the average difference in grade Dzi vs
distance from the contact is more or lessconstant, then there is probably adiscontinuity between the differentpopulations :
Grade Zoning (contd)
If the average difference in grade Dzi vsdistance from the contact is small for smalldistances but increases with increasingdistance, then there is likely a transitionzone between the different populations:
Grade Zone Bias Check
Often mineralization envelopes lead tobiased ore reserve models. To check:
Interpolate using the nearest neighbor(polygonal) method)
Use the search parameters corresponding to
the model of spatial continuity
Disregard all grade zoning
Compare at 0.0 cutoff grade, the tons andgrade of the polygonal model to those of themineralization envelope model.
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model nuggetSill (without
nugget)Ranges
Directions(MEDS)
EXP 0.007 0.078 80/60/60 45/0/0
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DIST EAST NORTH ELEV VALUE DH
84.24 2628.40 5432.60 2435.0 0.6300 53
86.58 2628.40 5432.60 2450.0 0.3700 53
93.25 2628.40 5432.60 2465.0 0.3100 53
93.25 2628.40 5432.60 2405.0 0.4700 53
103.42 2628.40 5432.60 2390.0 0.6100 53
103.42 2628.40 5432.60 2480.0 0.4100 53
103.69 2728.30 5439.10 2480.0 0.7300 54
132.10 2618.80 5558.90 2435.0 0.0100 61
133.60 2618.80 5558.90 2420.0 0.0000 61
133.60 2618.80 5558.90 2450.0 0.0100 61
138.02 2618.80 5558.90 2465.0 0.0000 61
138.02 2618.80 5558.90 2405.0 0.0100 61
145.09 2618.80 5558.90 2390.0 0.0000 61
145.09 2618.80 5558.90 2480.0 0.0000 61
158.24 2829.60 5537.40 2435.0 0.3300 62
159.50 2829.60 5537.40 2420.0 0.2300 62
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DIST EAST NORTH ELEV VALUE DH
77.99 2728.30 5439.10 2480.0 0.7300 54
84.20 2628.40 5432.60 2435.0 0.6300 53
85.52 2628.40 5432.60 2450.0 0.3700 53
89.38 2628.40 5432.60 2465.0 0.3100 53
89.38 2628.40 5432.60 2405.0 0.4700 53
95.47 2628.40 5432.60 2390.0 0.6100 53
95.47 2628.40 5432.60 2480.0 0.4100 53
DIST EAST NORTH ELEV VALUE DH
84.20 2628.40 5432.60 2435.0 0.6300 53
85.52 2628.40 5432.60 2450.0 0.3700 53
89.38 2628.40 5432.60 2465.0 0.3100 53
89.38 2628.40 5432.60 2405.0 0.4700 53
95.47 2628.40 5432.60 2390.0 0.6100 53
95.47 2628.40 5432.60 2480.0 0.4100 53
DIST EAST NORTH ELEV VALUE DH
84.20 2628.40 5432.60 2435.0 0.6300 53
85.52 2628.40 5432.60 2450.0 0.3700 53
89.38 2628.40 5432.60 2465.0 0.3100 53
89.38 2628.40 5432.60 2405.0 0.4700 53
95.47 2628.40 5432.60 2390.0 0.6100 53
95.47 2628.40 5432.60 2480.0 0.4100 53
99.08 2618.80 5558.90 2435.0 0.0100 61
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Cutoffs 0.42 0.56 0.68 0.78 0.88 0.98 1.12 1.30 1.46 1.66
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Cutoff MeanVariogram
typeNugget Sill-nugget Range
0.42 0.1907 3 0.05 0.20 75
0.56 0.4802 3 0.05 0.20 750.68 0.6132 3 0.05 0.20 63
0.78 0.7241 3 0.06 0.18 63
0.88 0.8232 3 0.06 0.17 57
0.98 0.9199 1 0.05 0.15 51
1.12 1.0279 1 0.03 0.13 41
1.30 1.2050 1 0.03 0.10 41
1.46 1.3727 1 0.03 0.06 41
1.66 1.5539 1 0.02 0.03 32
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