ARMA Models to Measure the Scale of Fluctuation from CPT Data

Spatial variability is one of the largest sources of uncertainty in geotechnical applications. This variability is primarily characterized by the scale of fluctuation, a parameter that describes the distance over which the parameters of a material are similar. Spatial variability is generally described with traditional methods of time series analysis. In statistics, the Auto-Regressive Moving Average (ARMA) model is commonly used to describe the relationship between two points in time. Instead of assuming an autocorrelation model, the ARMA model calculates the necessary auto-regressive components (AR), as well as a decaying Mean Structure (MA). The advantage of this method is that it is calculated for each specific field study, so that the data is not forced to fit into a fixed autocorrelation model (e.g. Markovian, Gaussian, etc).

In this study, the ARMA model is introduced as a means of measuring scale of fluctuation, and two case studies and a simulation are used to compare the scale of fluctuation values from the ARMA model to the other estimates.

In the first case study, the ARMA model estimated a value of 0.26 m while the other methods ranged from 0.22-0.29 m. In the second case study, the ARMA model estimated a value of 0.40 m while the other methods ranged from 0.40-0.54 m. In the simulated example, where the true value was 5.0 m, the ARMA model estimated a value of 4.73 m while the other methods ranged from 3.24-3.51 m.

This paper concludes that ARMA is a promising new method for estimating the scale of fluctuation but requires a considerable amount of research before it can become established in the geotechnical sphere.