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HISTORY OF GEOSTATISTICS - PAST, PRESENT AND FUTURE

HISTORY OF GEOSTATISTICS - PAST, PRESENT AND FUTURE. Donald E. Myers University of Arizona http://www.u.arizona.edu/~donaldm. OUTLINE. IAMG PROBLEMS/OBJECTIVES WHAT WAS USED BEFORE MATHERON, GANDIN and MATERN COMPUTING OTHER PEOPLE WHERE IS IT GOING? CONFERENCES SOME BOOKS. IAMG.

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HISTORY OF GEOSTATISTICS - PAST, PRESENT AND FUTURE

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  1. HISTORY OF GEOSTATISTICS - PAST, PRESENT AND FUTURE Donald E. Myers University of Arizona http://www.u.arizona.edu/~donaldm

  2. OUTLINE • IAMG • PROBLEMS/OBJECTIVES • WHAT WAS USED BEFORE • MATHERON, GANDIN and MATERN • COMPUTING • OTHER PEOPLE • WHERE IS IT GOING? • CONFERENCES • SOME BOOKS

  3. IAMG • www.iamg.org • Formed in Prague in 1968 • Earth science in broad sense • Celebrated 25th anniversary in Prague • Publishes three journals • Annual conferences • Five previous Distinguished Lecturers

  4. PROBLEMS/OBJECTIVES -I • Given data for some characteristic at multiple locations in space, predict/estimate value at non-data location • Local or global? • Single value or probability distribution? • Predict/estimate average over an area or volume • Provide some measure of uncertainty or reliability

  5. PROBLEMS/OBJECTIVES -II • Applications in • Mining • Hydrology • Petroleum • Yarus-Chambers Armchair overview.pdf • Petroleum geostatistics.pdf • Petroleum geostatistics Part 2.pdf • Soil Science • Ecology • Epidemiology

  6. PROBLEMS/OBECTIVES -III • Environmental monitoring and assessment • Agronomy • Atmospheric Sciences • Any discipline with spatial data • Complications with spatial data • Often expensive to collect and/or difficult • Point data vs non-point data • Hard data vs soft data

  7. GEOSTATISTICS -I • Data, non-random sample from one realization of a random function • Model based, not design based • Values at two close locations are more similar than for two locations far apart? • Spatial correlation • Variogram, covariance function • Must be estimated/fitted • Functions of distance & direction • Variogram interpretation and modeling.pdf

  8. GEODSTATISTICS -II • Incorporates information about proximity of each data location to every other data location • Incorporates information about proximity of each data location to estimation point • Estimator is a weighted linear combination of data values • Weights do not directly depend on the data values

  9. WHAT WAS USED BEFORE -I? • Voronoi diagrams, Thiessen polygons, (used by Descartes in 1600’s but not named until much later) • Nearest neighbor, Polygonal method • Strictly geometric • Inverse Distance Weighting • Weighted linear combination, weights inversely proportional to distance from data location to estimation point

  10. WHAT WAS USED BEFORE-II? • Advantages/disadvantages Nearest Neighbor • Does not incorporate characteristics of data • Very dependent on the pattern of data locations • Advantages/disadvantages Inverse Distance Weighting • Does not incorporate characteristics of data • Does not incorporate pattern of data locations • Very dependent on pattern of data locations • Petroleum geostatistics vs deterministic methods.pdf

  11. WHAT WAS USED BEFORE-III? • Spline (1-D drafting tool) • None of the above directly address • Estimating spatial averages • Provide measures of uncertainty • None of the above generate alternative scenarios, i.e., simulation • Useful in planning • Possible alternative to estimation/prediction

  12. Bertil Matern • 1917- • Student of Harald Cramer • Professor of Mathematical Statistics in Forestry • Spatial Variation- 1960 (Swedish) • Applications to forestry • Importance of spatial dependence and variation noted as early as 1947 • Published in English in 1986

  13. Lev Gandin • 1921-1927 • Born in Lenningrad • Musician, Chess player or Mathematician? • USSR Main Geophysical Lab and Lenningrad Hydrometeorological Institute 1943-1981 • Objective Analysis of Meteorological Fields (1963)- (Russian) • Translated into English 1965 • Lost position in 1981 • Nat. Centers for Envir. Prediction1987 • Lev Gandin, 1921-1997.pdf

  14. Georges Matheron - I • 1930-2000 • Matheron obituary.pdf • Traité de Géostatistique appliquée, tome 1 (1962), tome 2 (1963). Paris: Editions Technip. • Centre de Geostatistiques et Morphologie Mathematiques, Ecole des Mines de Paris (Fontainebleau)

  15. Georges Matheron -II • The theory of regionalized variables and its applications. Paris School of Mines publication, (1971) • The intrinsic random functions and their applications. Adv Appl Prob 5: (1973)439-68. • Random Sets and Integral Geometry. J. Wiley. (1975)

  16. Georges Matheron - III • Also did fundamental work on flows in porous media • Assembled group of students and researchers • Strong ties with mining industry, petroleum industry • Hydrology research group at Fontainebleau

  17. Georges Matheron -IV • Was acquainted with Matern and Gandin and their work • Influenced by work of D. Krige (South Africa) • Mathematical Morphology group became separate

  18. The Big Names • Gandin was and is very well known in climatology, perhaps less so outside of that field • Matern was and is well known in forestry and later perhaps in statistics • Matheron was not as well known in statistics originally but ideas were spread by his students and contacts in industry

  19. COMPUTING -I • The works of Matheron, Gandin and Matern all had their origins in earlier work by Kolmogorov, Wiener, etc but! • To actually use the ideas and results required extensive computing, the timing was right • Mainframe computers- late 1940’s, early 1950’s (Illiac, prototype for computer at Aberdeen Proving Grounds, 1 K random access memory) • http://www.cs.uiuc.edu/about/history.php

  20. COMPUTING -II • VAX 11/780 1978(CERN) • www.webmythology.com/VAXhistory.htm • IBM PC 1981 • inventors.about.com/library/weekly/aa031599.htm • 4.77 mhz, 16 k memory, no hard disk • www-03.ibm.com/ibm/history/exhibits/pc/pc_1.html • www.old-computers.com/museum/computer.asp?c=274

  21. COMPUTING -III • Geostatistics Software • 1970’s BLUEPACK (Fontainebleau) • 1988 GEOEAS (EPA) for DOS on PC • Geostatistics tutorial using GeoEAS.pdf • 1992 GSLIB Fortran codes • 1996 VARIOWIN (Windows version of Vario and PreVar) • 1990’s ISATIS (workstation software, Fontainebleau, GeoVariances)

  22. COMPUTING -IV • geostatistics add-on for ArcGIS • Spatial Analyst in S-Plus • gstat, geoR packages in R • Overview gstat and geoR.pdf • gstat tutorial.pdf • Proc in SAS • SGems • www.ai-geostats.org/index.php?id=107 • More complete list including various commercial software packages

  23. OTHER PEOPLE -I • Michel David • Obituary -Mathematical Geology 37 (2005) 449-450 • Michel David obituary.pdf • Started program at the Ecole Polytechnique-Montreal, brought over from France • Geostatistical Ore Reserve Estimation (1977) • Short courses and consulting

  24. OTHER PEOPLE -II • Andre Journel • Brought over from Fontainebleau to start program at Stanford (supported by Fluor) • Mining Geostatistics (1978) with Ch. Huibregts • GSLIB (1992) with C.. Deutsch • Short courses, consulting • Links to industry

  25. OTHER PEOPLE -III • John Davis • Formerly head of the Mathematical Geology group at the Kansas Geological Survey • Statistics and Data Analysis in Geology (1973) • One of founders of IAMG • First IAMG Distinguished Lecturer Daniel Merriam • One of the founders of IAMG • Hosted Matheron on several occasions

  26. OTHER PEOPLE -IV • Krige, Danie G. 1919- • "A statistical approach to some basic mine valuation problems on the Witwatersrand". J. of the Chem., Metal. and Mining Soc. of South Africa 52 (1951): 119-139.  • Tribute to Krige.pdf • Richard Webster • Rothamstead Research Center (UK) • Four seminal articles about applications in soil science, 1979-1980 • Geostatistics for Environmental Scientists (2001) with M. Oliver • Noel Cressie • Statistics for Spatial Data (1993) • Brian Ripley • Spatial Statistics • Contributor to R

  27. WHERE IS IT GOING? • Multivariate methods • Simulation • Space-time modeling • Multi-point modeling • New(er) applications • Ecology • Image Analysis • Connections with other methods

  28. CONFERENCES -1 • Initially geostatistics had many of its own conferences (with proceedings) • NATO ASI, Rome 1975 • NATO ASI, Lake Tahoe 1983 • NATO ASI, Il Ciocco (Italy) 1987 • Avignon, Fr. 1988 • Troia , Portugal 1992 • Wollongong, Australia 1996

  29. CONFERENCES -II • South Africa 2000 • Banff, Canada 2004 • Santiago, Chile 2008 • Geostatistics for the Next Century Montreal 1993 • Geostatistics and the Environment conferences (with proceedings) • GEOENV I 1996 • GEOENV II Valencia 1998

  30. CONFERENCES -III • GEOENV III Avignon 1999 • GEOENV IV Barcelona 2002 • GEOENV V 2005 • GEOENV VI 2006 Rhodes, Greece • GEOENV VII 2008 Southhampton, UK

  31. SOME OTHER BOOKS -I • An Intro. To Applied Geostatistics, E. Issaks and M. Srivastav • Geostatistics: Modeling Spatial Uncertainty, Jean-Paul Chilès and Pierre Delfiner • Geostatistics for Natural Resources Evaluation, P. Goovaerts • Multivariate Geostatistics, H. Wackernagel • Geostatistics and Petroleum Geology, M Hohn • Model Based Geostatistics, Peter J. Diggle and Paulo Justiniano Ribeiro

  32. SOME OTHERBOOKS -II • Stochastic Modeling and Geostatistics I: Principles, Methods and Case Studies, J. Yarus and R. Chambers, AAPG • Stochastic Modeling and Geostatistics II: Principles, Methods and Case Studies, T.C. Coburn, AAPG • Interpolation of Spatial Data: Some theory for kriging, M. Stein

  33. IAMG http://www.iamg.org

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