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Dep. of Nat. Resources and Environ. Sci., Univ. of Illinois, 1102 S. Goodwin Ave., Urbana, IL 61801-4798 USA
dbullock{at}uiuc.edu
| ABSTRACT |
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| INTRODUCTION |
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Multifractal analysis (Mandelbrot, 1974) has been utilized successfully to characterize several factors that affect yields, including rainfall (Olsson and Niemczynowicz, 1996), soil strength (Folorunso et al., 1994), soil particle size distribution (Grout et al., 1998), soil P and K concentrations, and organic matter content (Kravchenko et al., 1999). It has also been shown to provide additional detailed information about soil spatial variability compared with traditional fractal approaches (Folorunso et al., 1994). Multifractal analysis is applicable to variables that can be regarded as multifractal measures, i.e., variables self-similarly distributed on a geometric support that is represented by a plane, volume, or fractal set (Feder, 1988). As an example of a multifractal measure, let us consider the distribution of groundwater within a certain geographical area (Evertsz and Mandelbrot, 1992). If this area is divided into two equally sized parts, the groundwater contents of each part will be different even though the areas for both parts are equal. If one of the parts is further subdivided into two equally sized pieces, their corresponding groundwater contents will again be different. This subdivision can be continued until the amount of water contained within one rock pore will be different from that of another. That is, the distribution of groundwater is irregular at all scales. If the irregularity in the variable's distribution remains statistically similar at all studied scales (Evertsz and Mandelbrot, 1992), then the variable is assumed to be self similar or multifractal.
An extension of multifractal theory for the analysis of more than one variable was developed by Meneveau et al. (1990) and is called joint multifractal theory. Joint multifractal theory can be used for the simultaneous analysis of several multifractal measures existing on the same geometric support, and hence for quantifying the relationships between the measures studied. If crop yields and soil properties or topographical features of the field are shown to be multifractal measures, then joint multifractal analysis can be applied to study the influence of soil properties or field topography on crop yields.
The first objective of this research was to examine the applicability of multifractal analysis for describing and quantifying crop yield spatial variability. The second objective was to apply joint multifractal theory for analyzing crop yieldtopography relationships.
| Materials and methods |
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Corn and soybean grain yield data were collected with yield monitors (Ag Leader Technol., Ames, IA) in 1994 through 1998. Geo-referenced yield measurements were recorded on a 1-s interval integrating across an area of about 10 m2 (2 m is the avg. forward distance traveled by the combine during 1 s, and 5 m is the width of the combine header). Due to terrain irregularities and combine speed variations and dynamics, yield monitors are prone to produce errors in the yield measurements and coordinate values of individual data points (Birrell et al., 1994). To smooth out the effect of possible errors in individual data points, the yield measurements were interpolated, and interpolated data were used in further analysis instead of the actual data. The inverse-distance interpolation method provided by ArcView Spatial Analyst (ESRI, 1996), with a power to distance of 2 and a no. of the closest neighboring points equal to 12, was used to convert yield point data into cell-based maps where interpolated yield values were obtained for the centers of each cell. Each yield map consisted of a 32 by 32 array of 8-m square map cells. The choice of the inverse-distance parameters and map cell size was dictated by necessity to balance two counteracting goals: (i) averaging out yield measurement errors without oversmoothing and (ii) obtaining a sufficient number of map cells for further multifractal and joint multifractal analyses.
Elevation measurements were made with SOKKIA SET 5 total station (SOKKIA, Overland Park, KS). The distance between the measurements varied from 2 to 50 m, depending on the complexity of the terrain. Measurements on the level parts of the field were made at larger distances while marked depressions and hills were measured more intensely. The elevation measurements were also converted into cell-based terrain maps using ArcView Spatial Analyst because the number of elevation data points in the studied area was not sufficient for the multifractal data analysis. As a result of the elevation measurement strategy that was employed in the study, areas with diverse topography were represented by a large number of measurement points while homogeneous areas had less elevation measurements. Therefore, a relatively high accuracy in the interpolated terrain map was reached using a minimum number of measurement points. Inverse-distance weighting, with a power to distance of 2 and six closest neighboring points, was used as an interpolation method for creating the terrain maps. The number of closest neighboring points was selected so that it would be sufficient for estimation at sparsely sampled level areas, and at the same time, would not produce oversmoothing in densely sampled depressions/hills. The terrain slope was derived from the terrain map on the same cell basis as the yield maps (ESRI, 1996). The tangent of the slope was calculated as a ratio of the difference in elevation between the centers of adjacent cells to the horizontal distance between them. The slope for each cell was obtained based on a set of 3 by 3 neighboring cells using the average maximum technique (Burrough, 1986, p. 50) and was measured in degrees. Using the map cell values instead of the actual data in further analysis provided an easy and reliable way to study the relationships between the variables because neither the yield nor the elevation data were measured at exactly the same locations. Figure 1 shows the elevation measurement scheme in the studied area and the terrain map.
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is characterized by a probability mass function
![]() | (1) |
Five cell sizes ranging from 8 to 128 m were used in the study. The yield and slope values for the cells of the smallest size
, µi, were obtained directly from the maps, and µsum was calculated as the sum of all µi values from the studied field. For the following cell sizes, the variable values for each cell were calculated as the sum of the µi values of the cells included in the cell of that size (Kravchenko et al., 1999). The larger the number of cell sizes considered in the study, the more accurate is the multifractal spectrum. However, calculations for a wide range of cell sizes require a large number of the cells of the smallest size. For example, in this study, the number of the smallest cells was equal to 1024 (corresponds to 32 by 32 map cells of the study area), with the numbers of cells of the following four sizes equal to 256, 64, 16, and 4, respectively. Hence, the data for multifractal calculations with the method of moments should be either very large grid-sampled data sets or outputs of reliable interpolations of data that are not grid sampled or sparse such as those used in this study.
For multifractal measures, the probability mass function of the cell, µi(
), scales with the cell size as
![]() | (2) |
is called a coarse-grained Hölder exponent or a singularity strength. The number of cells of size
with
values falling within an
to
+ d
interval, N
(
), scales with the cell size as
![]() | (3) |
) characterizes the abundance of cells with a certain
. The maximum value of f(
) is equal to the box-counting dimension of the geometrical support of the studied measure. In this study, the maximum value of f(
) is equal to 2 (box-counting dimension of a plane). The parameters
and f(
) characterize the spatial variability of the measure by describing its local scaling properties (
) and numbers of locations where certain scaling properties are observed [f(
)].
The method of moments estimates
and f(
) values based on a partition function,
q(
), calculated from the µi(
) values as
![]() | (4) |
, and q is a real number ranging from -
to
. Following the derivation provided by Evertsz and Mandelbrot (1992), the partition function can be expressed as
![]() | (5) |
) is replaced with its equivalent from Eq. [2], and the sum is represented as an integral evaluating the contribution of cells with
values within a range of
to
+ d
(Eq. [3]). A mass exponent of order q,
(q), defining the scaling properties of the partition function
![]() | (6) |
and f(
) values of the studied measure as
![]() | (7) |
The singularity strength,
, and the parameter f(
) are determined by a Legendre transformation of the
(q) curve (Evertsz and Mandelbrot, 1992) as
![]() | (8) |
![]() | (9) |
From the definition of the partitioning function (Eq. [4]),
q(
) is determined by a large µi(
) for high positive q values while small µi(
) values contribute to
q(
) the most for high negative q values. Hence, the parameters
(q) and f[
(q)] at a low q are mainly influenced by cells with low variable values, and at high q, they are defined primarily by the properties and abundance of cells with high variable values. A plot of f[
(q)] vs.
(q) for a range of q values is called a multifractal spectrum.
The mass exponent for each of the q values was obtained by plotting log
q(
) vs. log
. If the plot is a straight line, then the method of moments is applicable for analyzing the measure on the selected scale range. In this study, the plots were fitted with linear equations, and the least-square fitting procedure was used to find the slope of the log
q(
)/log
line. The decision about the linearity of the plots was made in each particular case by visual inspection (Evertsz and Mandelbrot, 1992) assisted by an analysis of the linear regression coefficients. After the
(q) values were calculated, the multifractal spectra for the studied variable were obtained using Eq. [8] and [9]. Because very high and very low data values are relatively scarce in most data sets, the linearity of the log
q(
)/log
line at very low or high q values is more likely to be distorted. In this study, we considered q values ranging from -3 to 3 in 0.2 increments. For this range of q values, the log
q(
)/log
plots of all of the variables used in the study were linear, and hence valid multifractal spectra could be constructed using the method of moments.
The steps of the multifractal calculations using the method of moments can be summarized as follows: (i) the probability mass functions are calculated for the cells of smallest size based on the actual data (Eq. [1]); (ii) the probability mass functions are calculated for the cells of the larger sizes based on the probability mass functions of the smallest size (Eq. [1]); (iii) the partition functions are calculated for each cell size
and for each q value from the selected q range (Eq. [4]); (iv) for each q, the partition functions are plotted vs. the corresponding cell sizes in a log-log format; (v) log-transformed plots are checked for linearity, and mass exponent
(q) values are determined as slopes of the linear plots (Eq. [6]); (vi) the multifractal parameters
(q) and f[
(q)] are calculated based on the
(q) values for each q (Eq. [8] and [9]). Further details on the method theory and calculation procedure are available in Multifractal Measures by Evertsz and Mandelbrot (1992).
Joint Multifractal Spectrum
Joint multifractal spectra for corn and soybean grain yields vs. terrain slope were obtained based on the procedure proposed by Meneveau et al. (1990). The probability mass functions for two measures coexisting on the same geometrical support (e.g., an agric. field) are defined as
![]() | (10) |
![]() | (11) |
![]() | (12) |
![]() | (13) |
1 and
2 are the corresponding singularity strengths of the two measures. The number of cells with a singularity strength for the first variable within a range from
1 to
1 + d
1 and with a singularity strength for the second variable ranging from
2 to
2 + d
2, N
(
1,
2), scales with cell size as
![]() | (14) |
1,
2) is a characteristic describing the abundance of cells with common
1 and
2 values.
A joint partition function is calculated from the probability mass functions of the two variables weighted by the real numbers q1 and q2 as
![]() | (15) |
When q1 or q2 is equal to 0, the joint partition function in Eq. [15] becomes equal to the partition function of a single variable (Eq. [4]), and the joint spectrum reduces to a single multifractal spectrum described above. As for a single multifractal spectrum, at low q1 or q2, joint partition function values are defined mostly by the low values of the first or second variable while at high q1 or q2, the partition function depends mostly on high data values. The maximum f(
1,
2) value of the joint multifractal spectrum is equal to the box-counting dimension of the geometrical support, and it is reached when both q1 and q2 are equal to zero. The mass exponent of order q1/q2,
(q1, q2), is obtained by analyzing the scaling properties of the joint partition function
![]() | (16) |
The
(q1, q2) values were obtained as slopes of the log-transformed joint probability mass functions plotted vs. the log-transformed cell sizes. The linearity of the plots was determined as described above for a single multifractal spectrum and the only values used in further analysis were
1,
2 and f(
1,
2), which were obtained based on the
(q1, q2) from linear plots. Double Legendre transformations of the
(q1, q2) curve result in expressions for calculating the singularity strengths for the two measures and the joint f(
1,
2) value as
![]() | (17) |
![]() | (18) |
![]() | (19) |
To demonstrate how various cases of the relationships between variables can be described by joint multifractal spectra, we simulated three two-variable data sets using the simulated annealing procedure from the software package GSLIB (Deutsch and Journel, 1998). Each of the data sets consisted of 1024 data points located in a regular grid pattern. The distance between the points corresponded to the minimum cell size that was used for the multifractal calculations, i.e., 8 m. In the first data set, the variables were positively correlated
and in the second data set, they were uncorrelated
. For the third data set, the variables were uncorrelated for the bulk of the data while most of the highest values of the first variable were collocated with the lowest values of the second variable. This data set was obtained by manually modifying the simulated uncorrelated data. It represents the case where a positive or negative influence of one variable on another exists only at a certain range of variable values. Scatter plots of the three data sets are shown in Fig. 2a through 2c
along with their joint multifractal spectra. Figure 2 also shows single multifractal spectra for the second variable (Variable 2) that were obtained at the lowest and highest available q1 values, -3 and 3, respectively. These single multifractal spectra allow for the studying of the distribution of the values of Variable 2 that correspond to the lowest and highest values of Variable 1. This is because the lowest values of Variable 1 contribute most to the multifractal spectrum at q1 = -3 while the highest values contribute most at q1 = 3.
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1 and
2 that was observed in the joint multifractal spectrum of the first data set is consistent with the high correlation between the two variables (Fig. 2a). The single multifractal spectrum of Variable 2 at q1 = -3 is clearly asymmetrical with a longer right part (higher
2 values), which indicates that the lower values of Variable 1 corresponded to the lower values of Variable 2. At q1 = 3, the multifractal spectrum indicates that the higher values of the two variables were also located together.
For the uncorrelated data set (Fig. 2b), the single multifractal spectra of Variable 2 were symmetrical and similar in width for both
, indicating that the whole range of Variable 2 values can be found at locations with both low and high Variable 1 values. The partial nature of the correlation between the variables in the third data set is reflected in the joint multifractal spectrum (Fig. 2c). The single spectra for q1 = -3 and q1 = 3 are noticeably different. The spectrum at q1 = -3 is asymmetrical with a longer left part, implying that the higher values of Variable 2 dominated the data distribution at the low values of Variable 1. The spectrum at q1 = 3 was relatively symmetrical, and indeed, the whole range of Variable 2 data was present at the high values of Variable 1, except for a few very high values. These three data sets are simple examples with apparent relationships between the variables that can be easily detected from the scatter plots and correlations. For real data, the relationships between the variables are rarely that simple, and hence the more valuable the information is that can be obtained from joint multifractal spectra. This information can aid in depicting those aspects in the relationships between variables that might otherwise be missed by traditional methods of data analysis.
| Results and discussion |
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. There was no significant correlation between corn yield and slope in 1997.
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values for the two studied variables, slope and yield, are denoted as
slope and
yield in further discussion and in the figures, corresponding to
1(q1, q2) and
2(q1, q2) from Eq. [17] and [18]. The values of q1 and q2 are denoted as qslope and qyield.
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reaching 2.3 and the f(
) descending to as low as 1.3. High
values indicate the presence of areas with extremely low yields while low f(
) values suggest that the number of cells that cover low yield areas is relatively small. The overall distribution of corn yield over the field can be described as relatively homogeneous because only a few points on the multifractal spectrum have high
and low f(
) values. An analysis of the joint multifractal spectrum (Fig. 3b) reveals certain trends in the 1994 relationship between the corn yield and terrain slope. The widest range of
yield values (from 2.37 at
) is observed at
. Hence, we can infer that the areas of extremely low yields that cause a pronounced asymmetry in the yield multifractal spectrum (Fig. 3a) are associated with slopes that are lower than average (but not the lowest slopes). The yield multifractal spectrum at the lowest available qslope value, -3, is asymmetrical with the longer part corresponding to lower
yield values, i.e., higher yields (Fig. 3c). This indicates that at the lowest slopes, most of the yields were relatively high. The yield multifractal spectrum at
(Fig. 3d) was more narrow than the spectrum at
(Fig. 3a) and more symmetrical than the spectrum at
(Fig. 3c) although its left part was lower than the right. The narrow spectrum indicated that the yield variability at locations with high slopes was less than the total field yield variability and that none of the locations with extremely low yields that caused asymmetry in the 1994 yield spectrum (Fig. 3a) had high slope values. Symmetry of the spectrum implies that, except for the extremely low yields, a wide range of yield values was observed at the locations with high slopes.
The spectra for soybean yields (1995, 1996, and 1998) are relatively symmetrical, with the right portions of the spectra just a little longer than the left portions (Fig. 4a, 5a, and 7a). The spectrum for soybeans in 1995 (Fig. 4a) is wider than the those of 1996 and 1998, with
ranging from 2.21 at
, which indicates that the overall variability of the soybean yield in 1995 was higher than that in the other years. This observation is consistent with the highest coefficient of variation of the soybean yield in 1995 (Table 1). An analysis of the joint multifractal spectrum for 1995 (Fig. 4b) shows that substantially different yield distributions existed at low and high slopes. At high slopes,
, the range of
yield values is relatively large (from 2.19 at
), i.e., the whole range of yield values from the minimum to maximum yields is observed at high-slope locations (Fig. 4d). At low slopes,
, the yield spectrum is rather narrow (from 1.97 at
) and skewed to the left (Fig. 4c). The differences between the yield spectra at high and low slopes suggested that the locations with lower slopes in 1995 were beneficial for soybean yield while high slopes did not influence yield either negatively or positively. A similar trend was also observed for soybean yield in 1996, with low-slope locations influencing the yields positively and high slopes having no influence on the yields.
The multifractal spectrum for corn in 1997 was not as asymmetrical as it was in 1994; however, asymmetry is still present. This indicates, as in the case with corn in 1994, the presence of a few areas with relatively low yields (Fig. 6a). The spectrum is narrow, with
ranging from 2.02 at
, which is consistent with the low coefficient of variation for the corn yield in 1997 (Table 1). A wide range of
yield values (from
) corresponds to low slopes,
(Fig. 6c), while the range of values for high slopes,
(Fig. 6d), is relatively small (from 2.01 at
at
). Compared with the part of the spectrum at
(Fig. 6a), the part of the multifractal spectrum corresponding to high slopes,
(Fig. 6d), is relatively symmetrical. The small range of
shows that the lowest yields that caused asymmetry in the multifractal spectrum of corn in 1997 (Fig. 6a) were not present in the areas with high slopes. The spectrum at low slopes
is skewed toward high yields, implying that overall higher yields existed at low-slope locations, which is similar to the results observed in the previous 3 yr. However, a relatively wide range of
yield values at
suggests that some of the areas with the lowest yields are located at lower slopes. An analysis of the joint multifractal spectrum indicates that low-slope locations were beneficial for the corn yield in 1997, which is similar to the crop yields in previous years. The absence of a significant correlation between the yield and slope values in 1997 is the result of a number of areas with low yields collocated with the low-slope sites.
The yieldslope relationship for 1998, as reflected by the joint multifractal spectrum (Fig. 7a), is substantially different from that of the previous years. For low slopes
, the yield spectrum is skewed toward the high
yield values, which signifies that generally lower yields prevailed at low slopes (Fig. 7c). The wide range of
yield values at
suggests that the yield distribution at high slopes is not different from that of the whole field and that both high and low yields are observed at high-slope locations (Fig. 7d).
The low soybean yields at low slopes can be explained by the weather patterns during the growing season of 1998 (Fig. 8) . In June 1998, an abnormally high precipitation of 216 mm (compared with 100 mm of long-term avg. monthly precipitation) fell on the study area, with as much as 58 mm falling during a single day. This resulted in drainage problems in low-sloped areas of the field and subsequently caused lower yields. The weather patterns of the previous 4 yr were rather moderate. The relatively high amounts of precipitation that fell on the field in May 1995 and 1996 did not affect the plants; however, they provided more water for further redistribution within the field and caused more pronounced patterns of higher yields at depression sites with low slopes.
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| Summary and conclusions |
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The variability of the corn and soybean yields and the relationships between the yields and the slope were examined with multifractal and joint multifractal analyses. Multifractal analysis was found to be applicable for studying spatial distributions of crop yields. Joint multifractal analysis was shown to be a useful tool to study the relationships between two spatially distributed variables. When applied to yieldslope relationships, joint multifractal analysis allowed us to make interferences regarding the variability of the crop yields corresponding to different terrain slope values. Although negative yieldslope correlation coefficients indicated the presence of certain relationships between the yields and slopes, only joint multifractal analysis allowed for a more detailed view on the slope values that contributed the most to these relationships and were of importance for explaining the yield variability across the field. Joint multifractal analysis was particularly beneficial for an analysis of the relationships in the extreme data ranges such high or low yields and their associations with high or low slopes.
Further possibilities for applying multifractal analysis in agriculture require additional investigation. Based on the study, we conclude that it can be a very helpful tool in depicting certain aspects in relationships between the studied variables that might otherwise be missed by such traditional methods as correlation analysis. However, a number of factors, including data clustering, spatial correlation, and their effect on multifractal and joint multifractal spectra need to be examined for further effective utilization of multifractal methods for spatial data analysis.
Received for publication February 3, 2000.
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