Iterative Denoising of Geophysical Time Series Using Wavelets
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1 5th Conference & Exposition on Petroleum Geophysics, Hyderabad-2004, India PP Iterative Denoising of Geophysical Time Series Using Wavelets Nimisha Vedanti Research Scholar Fractals in Geophysics Group NGRI, Uppal Road, Hyderabad ABSTRACT : The present work is organized in two parts. In the first part, an iterative denoising technique based on wavelets has been discussed that substantially reduces the contribution from high frequency random noise and the noise that is periodic in nature; whereas the second part deals with (1) application of the technique to process the short wavelength magnetic data acquired over Deccan basalt terrain and (2) to filter out tidal components from water level fluctuations data from different wells situated in vicinity of Koyna-Warna reservoir, Maharashtra India. INTRODUCTION The process of separating the unwanted components termed as noise, from the signal of interest is known as denoising. The perception of noise in potential field time series depends upon the end user and it often happens with traditional techniques that along with noise a part of the signal is also removed at the time of processing. The drawback of commonly used Fourier analysis based filters is the fact that the edge information is spread across frequencies because of the basis functions not being localized in time or space, and hence the low pass filtering results in smearing of the edge, whereas the localized nature of wavelet basis functions results in denoising with edge preservation (Rao and Bopardikar, 2000). Wavelet thresholding is a signal estimation technique that exploits the capabilities of wavelet transform for signal denoising. It removes noise by killing coefficients that are insignificant relative to some data dependent threshold, and turns out to be very simple and effective. THEORY The Fourier transform based analysis The Fourier transform theory is based on the fact that the arbitrary function can be represented by a trigonometric series. (Dimri, 1992). This powerful method decomposes the signal into corresponding Fourier frequencies or wavenumbers, which is done at the cost of temporal information. Fourier analysis has three major limitations, which are elimination of some portion from all the frequencies after the signal is transformed back to the time domain, Gibbs phenomena and loss of temporal localization pertaining to the signal (Leblanc and Morris, 2001). Hence an attempt to overcome these problems is being made by introducing relatively recent wavelet analysis technique, which is superior to conventional Fourier analysis (Donoho, 1993, Rao and Bopardikar, 2000). The wavelet analysis A wavelet is defined as a function that integrates to zero and oscillates Wavelet transform as introduced by Grossmann and Morlet (1984) is a filter whose effective width is generally increased by powers of two (Malamud and Turcotte, 1999). When this filter is passed over a time series it gives information corresponding to all scales, which helps in quick detection of noise components. Wavelet transform, due to its excellent localization property, has become an indispensable signal and image processing tool for a variety of applications, including compression and denoising. A number of applications to potential field studies have been initiated some of them are Leblanc and Morris, (2001), Li and Oldenburg, (1997), Moreau et. al. (1999), Ridsdill-Smith and Dentith, (1999). The wavelet analysis involves a series of high and low pass filters convolved with the input signal, where the high pass filter is the wavelet function and the low pass filter is its scaling function. Multiresolution analysis of any data set using wavelet transform produces approximation information with the scaling function and the detail information with the wavelet function that segregates small scale features from large-scale features and helps in quick identification of different components present in the signal. Since wavelets can successfully decompose and separate the signal into discrete levels, application of denoising procedures can be discriminately applied to these wavelet levels. The procedure to manipulate the coefficients to force some part to remain at or converge to a specified value is known as wavelet thresholding; hence the denoising can be viewed as a practical 943
2 and advanced form of wavelet thresholding. In theory, the particular noise component of interest in the signal resides on specific wavelet levels to which a thresholding procedure is applied, which should be eliminated from the signal keeping significant data as free as possible inorder to obtain the best noise free data. Wavelet hard thresholding denoising and soft thresholding denoising (wavelet shrinkage denoising) provides a new way to reduce noise in signal. These are: Hard Thresholding: Yif Y > λ D(Y, λ) 0 otherwise Soft Thresholding: sign(y) ( Y λ) if Y > λ D(Y, λ ) 0 otherwise 1 (2) where D (Y, λ) is a thresholding operator, λ is threshold, Y is wavelet transform of input signal. Generally the technique of soft thresholding may introduce more bias than the hard thresholding, but on the other hand it is more efficient in iterative and user intervened denoising. It often happens with real data that we don t get best noise free data set in first operation; in this case one has to perform wavelet thresholding iteratively till we get the clean data. In present work, the wavelet soft thresholding technique using Symlet wavelet has been applied to filter out random and periodic components from different geophysical time series. First, I have demonstrated the use of wavelet thresholding in removal of random noise from the synthetic magnetic data generated over sphere magnetized by induction at different inclinations. Results are shown in Figure 1. Next the technique is tested to denoise short wavelength magnetic anomaly over a part of Deccan basalt terrain. Results are shown in Figure 2. The iterative denoising scheme is also used to detect and remove tidal components that mask important pore pressure anomalies, from the water level fluctuation data of ten different wells situated near Koyna-Warna reservoir Maharashtra (Figure 3). RESULTS AND DISCUSSIONS The wavelet used for user intervened denoising of geophysical time series is Symlet, which is orthogonal in nature. As shown in figure 1 this technique removes random noise very efficiently from the synthetic magnetic anomaly. In general the ground magnetic data acquired over the basalt terrain is very noisy because of manifestation of the magnetic behavior of its complex composition. Generally magnetic observations over basaltic terrain do contain short wavelength noises, which must be removed for any further processing and interpretation purposes. To avoid such noises aero magnetic survey which is very costly is preferred, so as to reduce the short wavelength signatures of shallow lying complex composition of basalt, but if the study area is too small to be surveyed by aero-magnetic method ground magnetic survey is carried out with elevated sensor, and while processing the data is upward continued. This process may lose some residual information, which may be required geologically, so it is always suggested that the noise should be removed from the data keeping intact the geological information present in the signal. The data used for this study is the ground magnetic data acquired over three profiles crossing three circular features in Deccan trap province, which are reported as volcanic vents by Srinivasan et. al. (1998). The aim of applying wavelet thresholding was to suppress user defined noise while keeping the geologically important peaks as free as possible. The results are demonstrated in Figure 2 where some peaks were preserved. This technique can be extended for suppression of periodic components present in any data as the periodic noise does not sustain up to all scales in wavelet transform domain hence can be clearly detected. Wavelets with fractal basis like Symlets and Coiflets are found to be more suitable for wavelet decomposition of the signal. A user intervened algorithm has been written for detection and filtering of periodic noise which takes any time series as an input and returns a clean data after the processing using wavelets. Application of the technique to filter out tidal components from water level fluctuations data of three months that has been taken from sensors placed in different wells in the vicinity of Koyna Warna reservoirs, India. Water level fluctuations data are extensively used for monitoring ground water flow and pore-pressure studies for mechanism of earthquakes. The periodic components present in the data are clearly seen up to certain scales in wavelet absolute coefficient plots of the data Figure 3(a). The tidal effect has been removed 944
3 Figure : (1a) Figure : (1b) Figure : (1c) Figure : (1d) Figure : (1e) Figure : (1f) Figure 1.(a) Synthetic magnetic anomaly generated at different inclinations i over sphere magnetized by induction. (b) Same anomaly corrupted by random noise (c) Denoised data at inclination i = 90 (d) Denoised data at inclination i = 67.5 (e) Denoised data at inclination i = 22.5 (f) Denoised data at inclination i =
4 Figure : (2a) Figure : (2b) Figure : (2c) Figure : (2d) Figure : (2e) Figure : (2f) Figure 2. (a-f) Observed and denoised total magnetic field intensity along three different profiles over basaltic terrain, in Deccan trap province 946
5 Figure 3. (a) Detection of periodic components present in water level fluctuations in wavelet transform domain before thresholding. (b) Clean data after wavelet thresholding. iteratively using wavelet thresholding technique. Inverse wavelet transform of this wavelet decomposed time series returns clean data, which doesn t show any more periodic compone nts in wavelet absolute coefficient plot Figure 3(b). Multiresolution analysis using fractal wavelets is found to be very effective in detection and suppression of noise components in any signal and wavelet thresholding technique is found to be quite efficient to filter out these components. The algorithm proposed here for detection and removal of noise, can be used for any kind of noise suppression with slight user dependent modifications and hence can form an integral part of time series processing sequence. ACKNOWLEDGEMENTS I am highly indebted to Dr. V. P. Dimri, Director NGRI for initiating the work and constant encouragement to bring it in the present shape. I extend my heartfelt thanks towards late Professor P. S. Moharir for many useful suggestions. Thanks are due to Dr. R.K. Chaddha, Scientist NGRI, for providing the water level fluctuations data. This work is a part of DST sponsored project No. ESS/16/124/99. Author acknowledges CSIR, New-Delhi for the grant of senior research fellowship. REFERENCES Dimri, V.P., 1992, Deconvolution and inverse theory, application to geophysical problems, pp. 75, Elsevier science publishers, Amsterdam, the Netherlands. Donoho, D.L., 1993, Nonlinear wavelet methods for recovery of signals, densities, and spectra from indirect and noisy data, in Daubechies, I., Ed., Different perspectives on wavelets: Proc. Symp. Appl. Math.,47, Grossmann, A. & Morlet, J., 1984, Decomposition of Hardy functions into square integrable wavelets of constant shape, SIAM J. Math. Anal., 15, Leblanc, G.E. and Morris, W.A., 2001, Denoising of aeromagnetic data via the wavelet transform, Geophysics, 66(6), Li, Y., and Oldenburg, D.W.,1997, Fast inversion of large scale magnetic data using wavelets: 67th Ann. Int. Mtg., Soc. of Expl. Geophysics Expanded Abstracts, Malamud, B. D. and Turcotte, D. L., 1999, Advances in Geophysics: Long Range Persistence in Geophysical time series (ed.dmowska, R. and Saltzman, B.), Academic Press, Moreau, F., Gibert, D., Holschneider, M., and Saracco, G., 1999, Identification of sources of potential fields with the continuous transform; basic theory: J. Geophys. Res., 104(B3), Rao, R.M. & Bopardikar, A.S., 2000,Wavelet transforms introduction to theory and applications, (Addison-Wesley, Amsterdam), pp 310. Ridsdill-Smith,T.A., and Denith, M.C.,1999, The wavelet transform in aeromagnetic processing, Geophysics 64(4), Srinivasan, R., Jaffri, S.H., Rao, G.V., and Reddy, G.K., 1998, Phreatomagmatic eruptive center from the Deccan trap province, Jabalpur, central India, Current Science, 74(9),
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