Geoscience Reference
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Fig. 6.3 Correlograms of log-thickness data, silt and clay, series 4. Best-fitting negative
exponential curves with m ¼ 10 and m ¼ 50 are also shown (Source: Agterberg and Banerjee
1969 , Fig. 6)
end results. The logarithmic transformation stabilizes the variance. For the example,
the ratio of the variances for the first and last sets of 100 silt values for series 4 is 33.6,
but after logarithmic transformation it becomes 1.5.
Box 6.2: Signal-Plus Noise Model
Suppose a series of observed values ( x k ) is the sum of two series: signal ( s k )
and white noise ( n k ) with k
¼
1, 2,
, n . The autocovariance functions of
...
these series written as
ʓ x ( h ),
ʓ s ( h ) and
ʓ n ( h ) satisfy the relations:
ʓ n ( h )
¼
0if
h
c . Let F ( h )
denote a filter to which the record must be subjected in order to obtain the
6 ¼
0 and
ʓ x ( h )
¼ ʓ s ( h )+
ʓ n ( h ). Suppose
ʓ x (0)
¼
1 and
ʓ n (0)
¼
signal: s k ¼ R 1 1
¼ R 1 1
+ R 1 1
F ( h ) x ( k + h ) dh . Then,
ʓ s ( h )
F ( h +
˄
)
ʓ s (
˄
) d
˄
F
¼ R 1 1
( h +
˄
)
ʓ n (
˄
) d
˄
or
ʓ s ( h )
F ( h +
˄
)
ʓ s (
˄
) d
˄
+(1
c ) F ( h ). Fourier transfor-
mation of both sides gives: G (
ˉ
¼ ʦ
ˉ
G (
ˉ
c )
ʦ
ˉ
)
(
)+(1
(
) where
¼ R 1 1 ʓ h cos
¼ R 1 1
G (
ˉ
)
ˉ
hdh and
ʦ
(
ˉ
)
F h cos
ˉ
hdh . It follows that:
G ðÞ
ʦðÞ ¼
. The filter F ( h ) can be found by taking the inverse Fourier
G
ðÞþ
ð
1
c
Þ
¼ R 1 1 ʦ
transform: F ( h )
(
ˉ
)cos
ˉ
hd
ˉ
. When
ʓ x ( h )
¼
exp(
a
j
h
j
), then: G
Z 1
1
2 ac
a 2
ac
ˀp 2 1 c
[ a 2 +2 ac /
ðÞ ¼
þc 2 and Fh
ðÞ ¼
1 cos
ˉ
hd
ˉ
where p
¼
ð
Þ
ˉ
2
p 2
þ
1
c )] 0.5 . After
(1
some manipulation it
follows
that: F ( h )
¼
q
exp
(
p
j
h
j
) where q
¼
ac /[(1
c )
p ]( cf . Yaglom 1962 ; Agterberg 1967 , 1974 ).
Correlograms for log-thickness data, silt and clay, for series 4 are shown in
Fig. 6.3 . Best-fitting semi-exponential curves with r h ¼
c ·exp (
a
j
h
j
)where
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