Fuzzy Kriging
Fuzzy Kriging
ir
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SOFTWARE ARTICLE
Received: 15 July 2014 / Accepted: 1 September 2015 / Published online: 15 October 2015
# Springer-Verlag Berlin Heidelberg 2015
Abstract Using kriging has been accepted today as the most Introduction
common method of estimating spatial data in such different
fields as the geosciences. To be able to apply kriging methods, A very basic step in mine planning, the results of which will have
it is necessary that the data and variogram model parameters considerable effects on other planning phases, is using estimators
be precise. To utilize the imprecise (fuzzy) data and parame- for the accurate prediction of the ore grade (and other key prop-
ters, use is made of fuzzy kriging methods. Although it has erties of a deposit) based on a limited number of core samples.
been 30 years since different fuzzy kriging algorithms were Estimators can be generally divided into 2 groups: 1) linear (k-
proposed, its use has not become as common as other kriging nearest neighbor, inverse distance to a power, feed forward neu-
methods (ordinary, simple, log, universal, etc.); lack of a com- ral network, linear transfer function, etc.), and 2) nonlinear (feed
prehensive software that can perform, based on different fuzzy forward neural network with nonlinear transfer function, neuro-
kriging algorithms, the related calculations in a 3D space can fuzzy-frectal approach, nonlinear static kriging, etc.) (Nelles
be the main reason. This paper describes an open-source soft- 2001). Since kriging is the best unbiased linear estimator that
ware toolbox (developed in Matlab) for running different al- can guarantee a minimum estimation variance (Cressie 1993),
gorithms proposed for fuzzy kriging. It also presents, besides a it is known as the most common estimator for the evaluation of
short presentation of the fuzzy kriging method and introduc- mineral deposits. To use it, it is required that the input data be
tion of the functions provided by the FuzzyKrig toolbox, 3 assumed precise (not tainted with uncertainty), and structural
cases of the software application under the conditions where: analysis and variogram model fitting be possible. But, the uncer-
1) data are hard and variogram model parameters are fuzzy, 2) tainties tainted with assaying, on the one hand, and fitting
data are fuzzy and variogram model parameters are hard, and variogram model tainted with uncertainty (due to insufficient
3) both data and variogram model parameters are fuzzy. data during structural analysis), on the other hand, make the
kriging results unreliable. Geostatisticians have dealt, in 3 differ-
ent ways, with these uncertainties: 1) neglecting them, 2) defin-
Keywords Fuzzy variogram model . Geostatistics . Kriging . ing a unique prior distribution function for every parameter with
Uncertainty uncertainty and using Bayesian kriging method (Handcock and
Stein 1993), and 3) defining the imprecise parameters in the form
of fuzzy interval parameters and using fuzzy kriging methods
(Diamond 1989); in most geostatistical studies, the first method
is used because the epistemic uncertainty of the variogram model
Communicated by: H. A. Babaie parameters and data are insufficient. In the Bayesian kriging
method, presence of epistemic uncertainty is assessed through
* Saeed Soltani-Mohammadi relating the primary subjective probabilities to every possible
[email protected] model. Despite all the merits, it has 2 general objections: 1) it
presents much more subjective probability information than
1
Department of Mining Engineering, University of Kashan, what really exists and 2) since it presents the subjective and
Kashan, Iran objective probability information related to 2 very different
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natures, their product (like what happens in the Bayes rule) is parameters determining the variogram model. The ordinary
inconsistent (Loquin and Dubois 2012). Fuzzy kriging can be kriging predictor Z (sp) is displayed as follows:
done based on 2 different algorithms: 1) extending the principles
of random functions to triangular fuzzy random functions Z * sp ¼ λT ðθ; S ÞZ ¼ f ðθ; S; Z Þ; p ¼ 1; …; n ð1Þ
(Diamond 1989), and 2) applying the extension principles to
some appropriate selected operators (Bardossy et al. 1988, where the weights λT(θ,S)={λ1,…,λn} satisfy
1990a, b; Piotrowski et al. 1996). Despite some applications of T
1−1T Γ−1 γ
the first approach, (Loquin and Dubois 2010) studied fuzzy λ ¼ γ þ 1 T −1
T
Γ−1 ð2Þ
kriging methods and concluded that the second approach was 1 Γ 1
more comprehensive because the first had some ambiguities
where 1T =(1,…,1)∈Rn, γT =(γ(s1,sp),…,γ(sn,sp)) and Γ={γ(si,
(Loquin and Dubois 2010). Although the number of drillholes
sj)}ni,j = 1 (Cressie 1993; Schelin and Luna 2010). The correspond-
in many mineral deposits is low and, as a result, the fitted
ing kriging variance is given as follows:
variogram model is tainted with uncertainty, throughout the years
since fuzzy kriging method was first proposed, only few cases of 2 . T −1
σ2k sp ¼ γ T Γ−1 γ− 1T Γ−1 γ−1 1 Γ 1 ¼ gðθ; S Þ ð3Þ
its application have been reported in mineral deposit evaluations
(evaluation of granite deposits in Spain based on the first approach
and γ are calculated based on the γθ variogram model fitted to
(Taboada et al. 2008) and estimation of the glacial aquitard thick-
the experimental variogram. The variogram model type (linear,
ness in northwestern Germany based on the second approach
gaussian, spherical, cubic and exponential) and its parameters
(Piotrowski et al. 1996)). The main applications have been in such
(nugget effect, sill and range) have important and considerable
cases as the evaluation of underground aquifers and environmen-
effects on the results of kriging (Bardossy et al. 1988; Diamond
tal issues. Lack of the appropriate software for the related calcu-
and Armstrong 1984). Although various methods have been
lations is, perhaps, the main reason why the application of this
proposed regarding the fitting of the variogram model (Webster
method has not become popular yet; the only reported software
and Oliver 2007), fitting a robust model to an experimental
that can perform fuzzy kriging calculations is FUZZEKS (Bartels
variogram and determining the precise values of the model pa-
1997). This software has been codified (developed) based on the
rameters are not easy tasks due to insufficient data or their asym-
second approach and is able to do the required calculations related
metric distribution in the region. Another limitation set forth in
to the data gathered in a 2D space while the software needed for
ordinary, simple and universal kriging methods is that they can
mining issues should have the capability of being used in calcu-
be applied only to hard data (Bardossy et al. 1988). Bardossy
lations related to the data gathered in a 3D environment.
studied these 2 problems in 1988 and 1990 and proposed a
FuzzyKrig, the software proposed in this paper, tries, based on
solution for each based on the fuzzy theory.
all the existing algorithms, to do fuzzy estimation calculations ~ and their components Z~ ðsi Þ
Considering fuzzy data Z~ and θ
related to the data gathered in a 3D space and it can meet the
~
and θ j respectively (i=1,. . , n and j=1, . . ,p) (here the fuzzy
requirements of the mining sector. It is hoped that we may, in near
future, witness progress in the use of fuzzy kriging method in data are regarded as fuzzy numbers), we can obtain the fuzzy
*
geosciences with the help of this useful software. The rest of the kriging estimate Z~ sp and variance σ ~ 2k sp according to
*
paper has been organized as follows: a brief theoretical back- Eqs. 1 & 3 and the extension principle. Z~ sp and σ ~ 2k sp
ground of the subject matter, and calculations related to the fuzzy
membership functions are then as follows:
kriging method, in section 2; a review of the software generalities
including functions, inputs and outputs, and specific observations n k !
*
considered in its codification, in section 3; presentation of 3 case μ Z^ sp ¼ sup min μ ðZðsi ÞÞ ; μ ðθi Þ
^ ðsi Þ ^θi
Z;θ:Z * ðsp Þ¼ f ðθ;S;ZÞ Z i¼1 i¼1
studies in section 4; and conclusions in section 5.
ð4Þ
2
^ k sp
μ σ ¼ sup min μ ðθi Þ ð5Þ
Brief theoretical background j¼1;…;k ~θi
θ:σ2k ðsp Þ¼gðθ;SÞ
*
Problem statement Z~ sp and σ
~ 2k sp are
fuzzy
numbers and their α -level sets
Z~ sp
*
and σ ~ 2 sp are then given by:
α k
Kriging is one of the most popular methods used for ore reserve α n o
*
Z~ sp ~ j ; f or i ¼ 1; …; n; j ¼ 1; …; p
¼ f ðθ; S; ZÞ : Zðsi Þ∈Z~ ðsi Þ; θ j ∈θ
estimations. It allows incorporation of spatial correlation into the α
estimation process. Let ZT ={Z(s1),…,Z(sn)} denote the obser- ð6Þ
vations from a second order stationary process at locations n o
2
S={s1,…,sn} with the variogram function 2γθ(h)=var[Z(s+h) ~ k sp
σ ~ j ; f or j ¼ 1; …; p
¼ g ðθ; SÞ : θ j ∈θ ð7Þ
−Z(s)] where handθ denote the separation distance and vector of α
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" #
and, since they are fuzzy numbers, their α -level sets are the 2 2 L 2 U
following closed intervals: σ~ k sp ¼ σ~ k sp ~ k sp
; σ ð9Þ
α α α
" # * L
* * L * U ~ sp
Z~ sp ¼ Z~ sp ; Z~ sp ð8Þ From Eq. (6), the left-endpoint Z
α
and the right-
α α α * U
~ sp
endpoint Z can be displayed as:
α
* L
Z~ sp ¼ min f ðθ; S; ZÞ ð10Þ
α
L U L U
~ ðsi Þ
ðZ;θÞ: Z ~ ðsi Þ
< Z ðsi Þ< Z ~j
; θ ~j
< θ j< 0 θ ; f or i¼1;…;n; j¼1;…:;p
α α α α
* U
Z~ sp ¼ max f ðθ; S; ZÞ ð11Þ
α
L U L U
ðZ;θÞ: Z~ ðsi Þ < Z ðsi Þ< Z~ ðsi Þ ~j
; θ ~j
< θ j< 0 θ ; f or i¼1;…;n; j¼1;…:;p
α α α α
2 L
~ k sp α and the right-
and fromEq. 7,the left-endpoint σ minn f ðxÞ
U x∈R
~ k sp α can be shown as:
endpoint σ 2
subject to : cðxÞ ¼ 0
2 L
σ~ k sp ¼ min g ðθ; SÞ ð12Þ where f: Rn →R and c are objective and constraint functions.
α
L U
~j
θ: θ ~j
< θ j< 0 θ ; f or j¼1;…:;p
The SQP algorithm generates a search direction, d, at any
α α iteration as follows:
2 U
σ~ k sp ¼ max gðθ; SÞ ð13Þ Minimize 8 ∇ f Tk d þ 0:5 d T Bk d
θ:ðθ
~ j Þ < θ j < 0 ðθ
~ j Þ ; f or j¼1;…:;p
L U
α
α α
< c1t ðλk Þ þ ∇cT1t ðλk Þd ¼ 0; t ¼ 1; …; N
subject to : −c2t ðλk Þ−∇cT2t ðλk Þd ≤ 0; t ¼ 1; …; m
:
Relations 11–13 are constrained nonlinear optimization c3t ðλk Þ þ ∇cT3t ðλk Þd ≤ 0; t ¼ 1; …; N −1
problems, the solutions of which are not possible with the La- ð14Þ
grangian method; to solve them, use has to be made of such
methods as sequential linear programming, sequential quadratic where k is the iteration number, d is the search direction and Bk
programming, feasible directions, genetic algorithm, and so on. is the positive definite approximation to the Hessian matrix of
We made use of the sequential quadratic programming (SQP) the Lagrangian function as follows:
because it is perfect for moderate-size, constrained nonlinear
problems (Hock and Schittkowski 1983; Fletcher 1987). To
X
N
X
m
simplify the solutions of problems 10–13, the authors studied Lðλ; μÞ ¼ f ðλÞ þ μi c1i ðλÞ− μiþN c2i ðλÞ
3 different cases: 1) the measured values were tainted with i¼1 i¼1
epistemic uncertainty, but the variogram model parameters N −1
were precise (Bardossy et al. 1988), 2) the measured values X
þ μiþN þm c3i ðλÞ ð15Þ
were precise, but the model parameters were tainted with epi- i¼1
stemic uncertainty (Bardossy et al. 1990a, b), and 3) both the
measured values and model parameters were tainted with un-
Convexity of this problem is guaranteed by approximating
certainty (Loquin and Dubois 2012).
B using Broyden–Fletcher–Goldfarb–Shanno (BFGS)
updating scheme as follows:
Solution method T
^y ^y Bk ssT Bk
Bkþ1 ¼ Bk þ − ð16Þ
Sequential quadratic programming (SQP) is based on solving S T ^y sT B k s
a series of sub-problems designed to minimize nonlinearly
constrained problem where
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s ¼ λkþ1 −λkþ1 ; y ¼ ∇λ L λkþ1 ; μkþ1 −∇λ L λk ; μkþ1 (Soltani-Mohammadi and Tercan 2012):
^y ¼ l y 8
þ ð1−l Þ Bk s
<1 ; if sT y > 0:2sT Bk s 1. Set up the initial solution λ0 and the Hessian approxima-
l ¼ T
0:8s Bk s tion B0 and let k=0.
: T ; otherwise 2. Solve Eq. (9) and determine d.
s Bk s−sT y
ð17Þ 3. Calculate λk+1 =λk +αd as the new potential solution (α
being the step length).
With ŷ obtained, the damping factor l is used to guarantee that 4. Update Hessian approximation B by the BFGS algorithm.
Bk+1 is sufficiently positive definite (Powell 1978). The com- 5. Stop the calculation when convergence condition is satis-
putational aspects of the SQP procedure are as follows fied, otherwise write k=k+1 and return to step 2.
0.025
large amounts of data and carrying out time-efficient
handling of mathematical manipulations. We chose to 0.02
develop FuzzyKrig in Matlab for a number of reasons: 0.015
Experimental
adoption by many geostatisticians, portability, and ease Upper bound
of generating graphical outputs. One of its major capa- 0.01 Mode bound
bilities is that it can integrate powerful tools for linear 0.005 Lower bound
algebra and optimization algorithms. FuzzyKrig can be
0
run within the Matlab® programming environment (the 0 50 100 150 200 250 300 350
software requires purchasing) allowing users to modify Lag
or add additional routines to the main program tailored Fig. 2 The upper bound, mode, and lower bounds of a fuzzy spherical
to their study-specific needs. variogram model for the experimental variogram for Cu grade
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a b c
10,050 10,050
10,050
10,000 10,000
10,000 0.5
9,950 9,950
9,950
0.4
0.3
0.2
9,800 9,800 9,800
9,750 0.1
9,750 9,750
9,700 9,700
9,950 10,000 10,050 10,100 9,700 0 0
9,950 10,000 10,050 10,100 9,950 10,000 10,050 10,100
Fig. 3 Estimated lower and upper extremes, and fuzzy interval for Cu grade at the height level of 1900 m (using fuzzy kriging method)
3) L-variogram model: the lower extremes of the triangular 4) M-variogram model: the mode extremes of the triangular
fuzzy numbers are for the fitted variogram models which fuzzy numbers are for the fitted variogram model.
enter in the form of a vector that has the nugget effect in 5) U-variogram model: the upper extremes of the triangular
its first column, sill in the second, and range in the third. fuzzy numbers are for the fitted variogram model.
9,700 9,700 0
9,950 10,000 10,050 10,100 9,950 10,000 10,050 10,100
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0.2
2) Program implementation functions perform calculations
related to fuzzy kriging. They are given in Table 1 togeth-
er with their operations and the bases for their
0.15 calculations.
Fuzzy mean
0.16
0.15
0.14
0.13
0.12
0.11
0.1
s10
s11
s12
s13
s14
s15
s16
s17
s18
s19
s20
s21
s22
s23
s24
s25
s26
s27
s28
s29
s30
s31
s32
s2
s3
s4
s5
s6
s7
s8
s9
Sample Name
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Fig. 7 Geological conditions in Azad pumped storage power plant (Aalianvari et al. 2010)
etc. to estimate the spatial imprecise (fuzzy) information. In block dimensions along x, y, and z axes for 1592 blocks in the
this section, 3 brief case studies, from among various applica- block model in columns 4–6. Statistical parameters of Cu grade
tions of FuzzyKrig, have been presented. They have been are given in Table 2. Due to insufficient data, structural stud-
selected to show the application of the program in situations ies were limited to only investigating the directionless
where: 1) data are precise, but variogram model parameters variogram. The experimental directionless variogram and the
are tainted with uncertainties, 2) parameters are precise, but fitted spherical fuzzy variogram model are shown in Fig. 2. The
data are tainted with uncertainties, and 3) both are tainted with parameters of the fitted fuzzy variogram model are ~θ1 = (0.009,
uncertainties. The input data related to these 3 case-studies 0.012, 0.0155), related to the nugget effect, ~θ2 = (0.017, 0.021,
have been distributed together with the program itself.
0.0245), related to the sill, and ~θ3 = (68, 84, 100), related to the
range. Figure 3 shows the plots of the lower and upper extremes
Case I: hard data and fuzzy variogram and the fuzzy interval of the estimated Cu grade, and Fig. 4
shows the lower and upper extremes of the estimation variance
An example has been used from among a data collection of Cu at the 1900 m level. To verify the kriging quality, use was made
grades in one of the porphyry copper deposits located in the
Sanandaj-Sirjan belt (Fig. 1) to show how the FuzzyKrig 50
package is used to estimate the hard data used to fit the fuzzy 45
variogram. This porphyry copper deposit is hosted in Oligo- 40
Miocene stocks that intruded Eocene volcano-sedimentary
35
rocks. The stocks are ranging in composition from monzonite
30
through quartz monzonite. The mineralization in this deposit
Gama
of the block center in the first 3 columns of the grid matrix, and Fig. 8 Experimental and model variogram of fracture length
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3,913,600 50
0.9 45
40
3,913,400 0.8
35
30
0.7
Gama
25
3,913,200
20
0.6
15
Experimental
0.5 10 Upper bound
3,913,000 Mode bound
5
Lower bound
0.4 0
0 50 100 150 200
Lag
3,912,800
0.3
Fig. 11 The upper bound, mode, and lower bounds of a fuzzy spherical
variogram model for the experimental variogram in Fig. 5
0.2
3,912,600
Case II: fuzzy data and precise variogram
0.1
s20
s10
s11
s12
s13
s14
s15
s16
s17
s18
s19
s1
s2
s3
s4
s5
s6
s7
s8
s9
s21
s22
s23
s24
s25
s26
s27
s28
s29
s30
s31
s32
Sample Name
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3,913,600
fuzzy kriging are acceptable. It is worth noting that, similar
0.9
to the previous case study, in some samples, the intersection is
zero between the estimated and real values due to the high
3,913,400 0.8
fluctuations in the value of the variable.
0.7
Case III: fuzzy data and variogram
3,913,200
0.6
Since it was possible to fit the fuzzy variogram model to the
data related to Case study II, the same data set was used to
0.5
3,913,000 investigate the capability of the proposed program with re-
spect to Bardossky algorithm (1990). Figure 11 shows the
0.4 spherical fuzzy variogram model fitted to the experimental
variogram. Parameters of the fitted fuzzy variogram model
3,912,800
0.3
a r e ~θ1 ¼ ð10; 13; 16Þ, r e l a t e d t o t h e n u g g e t , ~θ2 ¼
ð30; 35; 40Þ; related to the sill and ~θ3 ¼ ð55; 75; 95Þ, related
0.2
to the range. Figure 12 shows the plot of the fuzzy interval
3,912,600
calculated at the 1450 m level. A comparison of the obtained
0.1 results shows that despite an increase in the volume of calcu-
lations (compared with the second case study), the values
3,912,400 0 estimated for the fuzzy mean have not had much variations,
642,500 642,700 642,900 643,100
and the major changes have been those of the width of the
Fig. 12 Fuzzy intervals for the estimated fracture length at the height
level of 1490 m
fuzzy value. As shown in Fig. 13, the definition of the fuzzy
variogram model has caused an increase in the width of the
points of these 12 drillholes incolumns 4–6, and 2) geographic fuzzy kriged value.
coordinates of the block center inthe first 3 columns of the drill
matrix, and the block dimensions along x, y, and z axes for 55,
326 blocks situated in the block model of the dam site Conclusions
incolumns 4–6. Figure 9 shows the plot of fuzzy interval cal-
culated at the1450 m level. When data are fuzzy, a good esti- Using kriging has been accepted today as the most common
mator’s fuzzy values have the highest in common with the method of estimating spatial data in such different fields as the
measured ones. Results from cross validation show that de- geosciences. To be able to apply kriging methods, it is neces-
spite very low correlation coefficient (0.12) between the mean sary that the data and variogram model parameters be precise.
of real and estimated fuzzy values, the range of real fuzzy To utilize the imprecise (fuzzy) data and parameters, use is
values, in most of the samples overlap well with the range of made of fuzzy kriging methods. Although it has been 30 years
estimated values (Fig. 10) and, therefore, results from the since different fuzzy kriging algorithms were proposed, its use
0.4
veriogram model
Fracture length
0.2
0.1
0
s25
s1
s2
s10
s11
s12
s13
s14
s15
s16
s17
s18
s19
s20
s21
s22
s23
s24
s3
s4
s5
s6
s7
s8
s9
s26
s27
s28
s29
s30
s31
s32
Sample Name
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has not become as common as other kriging methods (ordi- Bardossy A, Bogardi I, Kelly WE (1988) Imprecise (fuzzy) information
in geostatistics. Math Geol 20(4):287–311
nary, simple, log, universal, etc.); lack of a comprehensive
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software that can perform, based on different fuzzy kriging variograms. I: theory. Math Geol 22(1):63–79
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main reason. FuzzyKrig is a software tool for performing cal- variograms. II: application. Math Geol 22(1):81–94
culations related to fuzzy kriging estimations under conditions Bartels F (1997) Ein Fuzzy-Auswertungs-und Krigingsystem für
raumbezogene Daten, in Informatik und Praktische Mathematik.
where the data or the variogram model or both are tainted with Universität Kiel
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data and fluid inclusions in the study of Iju porphyry copper deposit,
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Acknowledgments The author is indebted to Professor H. A. Babaie Piotrowski JA et al (1996) Geostatistical regionalization of glacial
and the anonymous reviewers for their valuable comments on an earlier aquitard thickness in northwestern Germany, based on fuzzy
draft of this paper. kriging. Math Geol 28(4):437–452
Powell MJD (1978) A fast algorithm for nonlinearly constrained optimi-
zation calculations, in Numerical Analysis. Springer, Berlin
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