Some Variogram FAQ's

Sometimes my sample variograms are messy and appear to have no sill.

I'm told that this is due to the presence of a trend in my data. Is this
true?
Sample variograms calculated in the direction of a trend may be significantly
impacted by the presence of a trend. For example, if the trend can be
recognized on a contour map it is likely strong enough to significantly
influence the sample variogram calculations. To understand how a trend may
impact sample variogram calculations, let's consider a linear trend in the
direction of the x coordinate:
Z( x) = ax + b .(1)

Using the traditional variogram estimator, the estimated sample variogram of

the trend is given by:
1
[Z(x i ) Z(x i+h )]2
2N
1
=
[ax i + b ax i+h b]2 ..(2)
2N
a2
=
[ x i x i +h ] 2

2N
= a 2 h 2x

(h) =

Thus, we can see from Equation 2 that the sample variogram of a linear trend
appears as a parabolic curve in the form y = x 2 that has no sill, e.g.:

Can I model the sample variogram of a trend using a model such as

(h) = a 2 h 2 and then proceed with other geostatistical procedures such
as kriging or conditional simulation etc.?
No. Geostatistics is based on the Random Function model with some rather
restrictive limitations. First, the expected value of the random function must
be stationary. In other words, a trend in the mean is not allowed. Second, the
variance of the increment between Z(x) and Z(x+h) must also be stationary.
Thus, the variogram model for a non stationary random function is not
defined and any attempt to apply such a model to kriging or conditional
simulation etc. will provide undefined or meaningless results.

So what should I do when there are significant trends in my sample

data?
One very effective way to deal with a trends is to filter the trend and
calculate the sample variogram on the residuals. There are several ways to do
this, so lets look at one of the more efficient ways for removing trends.
Consider the following sample variogram pairs for the separation vector h.

In the figure above, Z T are the tail members and Z H are the head
members of N pairs separated by the vector h. Now lets standardize the
sample values at the tail of the separation vector as follows:

RT =

ZT mT
T
.(3)

where m T is the mean or average of Z T , and T is the standard deviation of

Z T . This is an old trick that has been around for some time. By applying
Equation (3) to Z T , we have created a new variable R T that has a mean of
0.0 and a standard deviation of 1.0. Note that the distribution of R T is not
necessarily Normal unless the distribution of Z T is Normal.

Next, we standardize the sample values at the head of the separation vector
using the same trick:

RH =

ZH mH
H
(4)

Note that if there is a trend in Z in the direction of h, m T will be either larger

or smaller than m H . If there is no trend in Z, then m T should be more or less
equal to m H . More importantly the mean of R T is equal to the mean of R H
since both are equal to 0.0 whether or not there is a trend in Z.

Similarly, the variance of R T is equal to the variance of R H since both

variances are equal to 1.0 whether or not a trend exists in the variance of Z.
Thus, the transformations given by Equations 3 and 4 not only remove the
trends in the mean, they also remove any trend that may be present in the
variance of Z.

Next, we proceed to calculate the variogram of the residual, R as follows:

1
[R T R H ]2

2N
(5)
1
2
2
=
[ R T 2R T R H + R H ]
2N

(h) =

Next, we want to express Equation (5) in terms of Z. To do this we will

expand Equation (5) term by term. For example, the first term of Equation
(5) can be expanded as follows:

ZT mT
1
1
R T2 =

2N
2N T

1
[Z 2T 2Z T m T + m T2 ] / T2
2N
1
(6)
=
[Z 2T m 2T ] / T2
2N
1
= T2 / T2
2
1
=
2
=

Similarly, the last term of Equation (5) is equivalent to:

1
1
R 2H = ..(7)

2N
2

The second term of Equation (5) can be expanded as

1
2R T R H
2N
Z m T ZH m H
1
= T

N T H
1
[Z T Z H m T Z H m H Z T + m Tm H ] / T H .(8)
N
1
= [Z T Z H m T m H ] / T H
N
= (Z T Z H )
=

which is nothing less than the correlation coefficient between Z T and Z H .

Finally, we collect the terms obtained in Equations 6, 7, and 8 to obtain:

1
[ R T R H ]2

2N
1
1
= ZT Z H +
2
2
= 1.0 ZTZ H
..(9)

(h) =

Thus, the transformations used to detrend the mean and the variance of Z in
Equations 3 and 4 are equivalent to calculating 1.0 - the correlogram directly.
To summarize, the correlogram can be used to estimate the continuity of a
spatially distributed attribute whether or not trends are present. If a trend in
the mean or variance is present, the correlogram will filter the trends and
estimate the spatial continuity of the residuals. When no trends are present,
the correlogram estimates are similar to the standardized traditional
variogram estimator. Experience shows that this estimator provides excellent
results whether or not a trend is present in the original spatially distributed
attribute. The correlogram is one of several sample variogram estimators
provided by SAGE2001.