A Simulated Annealing based Optimization Algorithm for Automatic Variogram Model Fitting

AbstractFitting a theoretical model to an experimental variogram is an important issue in geostatistical studies because if the variogram model parameters are tainted with uncertainty, the latter will spread in the results of estimations and simulations. Although the most popular fitting method is fitting by eye, in some cases use is made of the automatic fitting method on the basis of putting together the geostatistical principles and optimization techniques to: 1) provide a basic model to improve fitting by eye, 2) fit a model to a large number of experimental variograms in a short time, and 3) incorporate the variogram related uncertainty in the model fitting. Effort has been made in this paper to improve the quality of the fitted model by improving the popular objective function (weighted least squares) in the automatic fitting. Also, since the variogram model function (£) and number of structures (m) too affect the model quality, a program has been provided in the MATLAB software that can present optimum nested variogram models using the simulated annealing method. Finally, to select the most desirable model from among the single/multi-structured fitted models, use has been made of the cross-validation method, and the best model has been introduced to the user as the output. In order to check the capability of the proposed objective function and the procedure, 3 case studies have been presented.