Autocorrelation in CPT data & applications

Anish Lamba (14099), Harshit Omar (14267), Shashwat Pandey (14640)

CE731A : Risk and Reliability in Geotechnical Engineering | Instructor : Dr. Prishati Raychowdhury

I. INTRODUCTION
A. Spatial Soil Variability
One of the distinctive features of soil and earth
Abstract— Natural soil variability can result in a
materials is their inherent variability even within
range of pile capacities at a specific test site. Soil
short distances which makes Geotechnical
variability is ideally determined using in-situ testing
Engineering an art to study in civil engineering. The
techniques such as the Cone Penetration Test.
variation of property from one location to another is
Spatial correlation structures are usually used while
called spatial variability.
modelling inherent uncertainty associated with soil
In addition to mean and standard deviation of soil
properties. To retrieve this information a sufficient
parameters, the spatial correlation has been
number of measurements and equal intervals
increasingly recognized as an influential property in
between measurements or samples are always
determining probabilistic outcomes. Various
required. However, in practice, it is not usual to
models have been proposed in last decades to
conduct site investigation in that way subject to a
identify the factors affecting overall variability and
limited budget. The main topic of this paper is to
magnitude of each source of uncertainty. The
estimate the spatial correlation of a given soil
Inherent soil variability arises due to complex geo-
deposit sample. Spatial correlation can be an
physical phenomenons such as sedimentation,
important factor in reliability analysis of
weathering, development of stress over time. Other
geotechnical systems, yet it is rarely estimated
types of error that occur are measurement errors and
during routine site investigations. In this report,
transformation errors. Measurement errors occur
spatial structure of cone penetration data is
from equipment and operator errors while
estimated based on the parameters qc (cone tip
transformation error occurs when lab and field
resistance) and friction sleeve resistance of a
measurements are transformed into various models.
vertical soil profile at a given site. Two different
Lithology is another cause of variability in soil
method for calculation of Auto correlation using
parameters manifested in form of soil layers and
Autocorrelation function and Variogram model is
pockets of different stiffness embedded in soil
suggested. In addition to this autocorrelation of
strata.
given CPT trace is quantified using a scale of
fluctuation. The SOF is also identified and
compared using various methods suggested in To date the analysis of the spatial variability of
literature like Variation reduction function, geotechnical materials has focussed on two
integration of sample autocorrelation function etc. mathematical techniques, namely, time series
Such spatial variability analysis can be utilized in analysis, and geostatistics. In this paper , we are
various domains of geotechnical engineering for focusing of time series analysis to determine the
different design and soil classification parameters. autocorrelation. In geotechnical properties,
however, the time domain is replaced by space or
distance domain.

Inherent variability in geotechnical properties can
be modelled by the given equation in which a depth
dependent geotechnical property (x) is broken down
into a deterministic component, (t) and a fluctuating
component, (w) along with an error component (e)
that totally represent the inherent soil variability.
x(z) = t(z) + w(z) + e(z)
Inherent and lithological soil variability (data from Yen et al.,
1989 [21])
The method to measure variability is to model
w(z) as a random function. This function is said to
be homogeneous as the mean and variance of w
don't change with depth and correlation between the
deviations at two different depths is a function only
of their separation distance. The next step in
evaluation of correlation structure of CPT data is in
the estimation of sample autocovariance function
and autocorrelation function which is represented in
the subsequent sections.
B. Cone Penetration Test
The cone penetrometer test (CPT) is a method used
to determine the geotechnical engineering
properties of soils. The test method consists of
pushing an instrumented cone, with the tip facing
down, into the ground at a controlled rate
(controlled between 1.5 -2.5 cm/s accepted). The
resolution of the CPT in stratigraphic layers is
related to the size of the cone tip, with typical cone
tips having a cross-sectional area of either 10 or 15
cm², corresponding to diameters of 3.6 and 4.4 cm.
The CPT is able to detect fine changes in the
stratigraphy and spatial variability of soil properties.
For geotechnical soil investigations, CPT is more
popular compared to SPT as a method of
geotechnical soil investigation. Its increased
accuracy, speed of deployment, more continuous
soil profile and reduced cost over other soil testing
methods. The ability to advance additional in situ
testing tools using the CPT direct push drilling rig,
including the seismic tools described above, are
accelerating this process.
C. Autocorrelation
Autocorrelation, is the correlation of a process with
a delayed copy of itself as a function of delay.
Informally, it is the similarity between observations
as a function of the time/distance lag between them.
The analysis of autocorrelation is a mathematical
tool for finding repeating patterns.
Unit root processes, trend stationary processes,
autoregressive processes, and moving average
processes are specific forms of processes with
autocorrelation.
Let X be a stochastic process, and i be any point in
space (distance). Then Xi is the value (or
realization) produced by a given run of the process
at distance i. Suppose that the process has mean µi
and variance σi2 at distance i, for each i. Then the
definition of the autocorrelation between distance i
and t is
R(i,t)=E[(Xi−µi)(Xs−µs)]/(σiσs)
where "E" is the expected value operator. Note that
this expression is not well-defined for all series or
processes, because the mean may not exist, or the
variance may be zero (for a constant process) or
infinite. If the function R is well-defined, its value
must lie in the range [−1, 1], with 1 indicating
perfect correlation and −1 indicating perfect anti-
correlation.
If Xi is a wide-sense stationary process then the
mean µ and the variance σ2 are time-independent,
and further the autocorrelation depends only on the
lag between i and s: the correlation depends only on
the distance between the pair of values but not on
their position in space. This further implies that the
autocorrelation can be expressed as a function of the
distance-lag.
It is common practice in some disciplines, other than
statistics and time series analysis, to drop the
normalization by σ2 and use the term
"autocorrelation" interchangeably with
"autocovariance". However, the normalization is
important both because the interpretation of the
autocorrelation as a correlation provides a scale-free
measure of the strength of statistical dependence,
and because the normalization has an effect on the
statistical properties of the estimated
autocorrelations.
II. DATA SAMPLE
The data for analysis has been provided to us by the
geotechnical department of IIT Kanpur containing
vertical values of tip and friction resistance obtained
from CPT test with values taken at interval of 0.05
metre. The data is mentioned in the annexure at the
end of the report.
Autocorrelation analysis has been done in the later
sections.
III. SCALE OF FLUCTUATION
The spatial correlation length, also known as the
scale of fluctuation, is a concise indicator of the
variability of a strongly correlated domain. There
are various techniques available in the geotechnical
literature for the estimation of the spatial correlation
length. In the following sections different methods
and approaches are first introduced and then applied
to our experimental CPT data so as to make a
comparison between them and draw conclusions
about both the range of the scale of fluctuation of
the residuals of qc and Fr data.
Some famous methods used for SOF analysis are
Vanmarcke’s expeditive method (VXP) , Direct
integration of sample autocorrelation function
(SAI), Autocorrelation model fitting
(AMF), Variance reduction function (VRF) etc. We
use SAI and VRF method to derive and compare the
Scale of fluctuation of the given CPT data
Direct integration of sample autocorrelation
function (SAI) was proposed by Vanmarcke. In this
procedure, the sample autocorrelation function is
first plotted with lag distance on x-axis , and the area
under this graph can be equated to the Scale of
fluctuation value. If ρ is the estimated sample
autocorrelation function and τ is the separation
distance between two measurements, the SOF is
given by :
This method is a non-parametric approach, although
it assumes that the scale of fluctuation is finite. For
oscillatory functions, the area is generally taken
upto which the area becomes negative for the first
time.
Another method is the Variance reduction function
(VRF): The variance function measures the
reduction in the variance of the moving average of a
random process with the increase of the number of
sequential numbers included in the moving average.
Many studies have used VRF to estimate cone
bearing values. This procedure is based on the
hypothesis that t, at large separation distances, the
product of the variance reduction function and the
separation distance approaches the scale of
fluctuation.
Jones et al recommended calculating the scale of
fluctuation of a random process based on
Wickremesinghe and Chamapnella’s proposed
stepwise method as follow:
1. Calculate the variance for the series of data; this
is the reference variance, Sr
2. Smooth the series of data by applying a moving
average window of length n and substitute the
original data value with the new smoothed value,
xk* (e.g., for a window size, n = 3, xk* = (xk-1 + xk +
xk+1)/n)
3. Calculate the variance for the smoothed data: this
is the windowed variance, Sn and will be lower than
Sr due to cancellation of fluctuations due to spatial
averaging
4. Normalize the windowed variance by the
reference variance and multiply by the window
length to obtain, SOF=(Sk /Sr)× n
5. Repeat Steps 2 – 4 incrementing the window until
the smoothing window is greater than about half the
length of the data series
6. Plot out the SOF as a function of window length
7. Observe the behaviour of the curve and take the
first peak value as an estimate of the correlation
length or scale of fluctuation.
Scale of fluctuation can also be directly obtained by
just describing the autocorrelation function using
models given in the following table. It is not easy to
determine the correct form of auto correlation
function due to various constraints that’s why
following models can be used to represent a
standard ACF.
IV. VARIOGRAMS
The variogram function is a more appropriate way
to describe spatial relations primarily because it is
not related to the sample mean or sample variance.
Measure of the degree of spatial dependence
between samples along a specific support is a
variogram function. It is defined as the variance
between data at a particular lag distance.
Here g(h) is called the semivariogram function.
Computationally the semivariogram is given by
where N(h) is the number of data pairs separated by
distance h. The contrasting autocovariance function
is:
The relationship between variogram function and
the autocovariance is:
g(h) = s02 – C(h)
2
where s0 is the variance at h=0. Using the
variogram function, autocovariance and
subsequently, the autocorrelation can be computed.
This paper compares the results of the two methods
in later sections
V. HORIZONTAL AUTOCORRELATION
The literature on the horizontal spatial structure of
CPT parameters is still sparse. The spatial structures
are often not only site specific but location and
direction specific as well. It is of interest to study the
horizontal spatial structure in the CPT parameters.
However, due to absence of proper data along
horizontal direction, we are focusing only on
vertical variability. DeGroot (1996) indicated that
the horizontal SOF is approximately one order
larger than that of the vertical SOF. However, by
Phoon and Kulhawy (1999) indicates that the
horizontal SOF of qc can be greater than the vertical
SOF by more than one order of magnitude.
VI. GRAPHS
Fig. 1. Variation of Friction Ratio with Depth
Fig. 2. Variation of Tip resistance as measured by CPT data Fig. 3. Variation of Friction resistance as measured by CPT
with depth data with depth

Average of the CPT data– 10876.72 kpa Average of the CPT data – 173.70 kpa
Standard deviation of the CPT data –8084.83 kpa Standard deviation of the CPT data – 125 kpa
Variance of the CPT data – 65364411.60 square kpa Variance of the CPT data– 15632.11 square kpa
 Fig. 5 Autocorrelation plot vs distance lag (Tip Resistance)
Fig. 4. Autocorrelation plot vs distance lag (Tip Resistance)

The area under the autocorrelation graph till the

The area under the autocorrelation graph till the
point autocorrelation turns negative for the first time
point autocorrelation turns negative for the first time
is approximately 0.40 metres. The scale of
is approximately 0.50 metres. The scale of
fluctuation using the Direct integration of sample
fluctuation using the Direct integration of sample
autocorrelation function method is 0.80 metre.
autocorrelation function method is 1.0 metre.
 Fig. 7. Fluctuation function for calculation of scale of
Fig. 6. Fluctuation function for calculation of scale of
fluctuation vs window length (Friction Resistance)
fluctuation vs window length (Tip Resistance)
First maxima of the fluctuation function occur when
First maxima of the fluctuation function occur when
window length is 0.60 metres. The scale of
window length is 0.70 metres. The scale of
fluctuation from variance reduction function
fluctuation from variance reduction function
method is 0.60 metres.
method is 0.70 metres.
Fig. 8. Variogram function plot against depth (Tip Resistance)
The auto covariance distance from the variogram
function plot is the distance at which the spatial
variance reduces by 1/e times (37%). The 67%
variance line is plotted to find the auto covariance
distance which is approximately 0.65 metres.
Fig. 9. Variogram function vs depth plot (Friction Resistance)
The auto covariance distance from the variogram
function plot is the distance at which the spatial
variance reduces by 1/e times (37%). The 67%
variance line is plotted to find the auto covariance
distance which is approximately 0.50 metres.
Fig. 10. Autocorrelation comparison using direct formula and Fig. 11. Autocorrelation comparison using direct formula and
variogram method (Tip Resistance) variogram method (Friction Resistance)
 VII. RESULTS & APPLICATIONS
The purpose of this paper is to perform the analysis
of autocorrelation and use it to quantify the scale of
variability of the cone penetration resistance in the
vertical direction. Variability observed in cone
penetration profiles will be reflected in variability of
strength and stiffness of the soil, which in turn is of
significance for soil-structure interaction and other
foundation design considerations. Following tables
can be used to classify soil type at a particular
location based on scale of fluctuation and auto
covariance distance obtained in the paper. Because
of natural deposition and soil formation processes,
the vertical and horizontal correlation structures
from the cone results indicated significant
anisotropy present in the given sample which can be
used in different design and soil testing methods.
The spatial variability study can be beneficial in
liquefaction analysis of the area, substrata variation
in form of deposits for foundation pile design and
estimation of Factor of Safety (FOS) using
probabilistic analysis etc.
The results of variance methods using
autocorrelation to estimate the scale of fluctuation
are complied in the following table:
Method SOF(T) SOF (F)
Direct integration of sample
1.00 m 0.80 m
autocorrelation function
Variance Reduction Function 0.70 m 0.60 m
Variogram
0.65 m 0.50 m
(Autcovariance distance)
Mean SOF 0.78 m 0.63 m
From the given analysis above, we can easily say
that the scale of fluctuation for Tip resistance is
more than the scale of fluctuation for the friction
resistance. Also, it is noted than the direct
integration of sample autocorrelation function
overestimates the scale of fluctuation
Using the mean values of SOF above, and the
observed values of SOF for different soil types, we
can predict the soil type of the sample data provided
using the given table
Tabulated values of autocovariance distance for additional soil
parameters (after DeGroot, 1996)
We can infer from the above table that sample soil
type is clayey in nature.
ACKNOWLEDGEMENT
We would like to thank the instructor, Dr. Prishati
Raychowdhury and teaching assistant, Mr.
Divyanshu Lal for providing relevant data and
constant guidance throughout the projectwork.
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 APPENDIX 1.90 3255 112 5.80 18372 236
1.95 2062 103 5.85 20900 287
CPT TEST DATA USED FOR ANALYSIS
2.00 1536 89 5.90 22557 352
D(m) Tip Fric D(m) Tip Fric
2.05 1329 77 5.95 23336 415
0.05 311 4 3.95 6325 176
2.10 1105 73 6.00 23005 424
0.10 1226 9 4.00 2968 129 2.15 1168 73 6.05 22783 442
0.15 2502 17 4.05 8673 70 2.20 1085 76 6.10 22703 478
0.20 3681 29 4.10 8522 91
2.25 971 67 6.15 22494 471
0.25 4970 44 4.15 7551 89
2.30 1014 65 6.20 21562 415
0.30 6453 60 4.20 5264 45 2.35 1080 75 6.25 21164 406
0.35 7786 78 4.25 5534 52 2.40 1034 67 6.30 20750 392
0.40 8789 93 4.30 6556 52
2.45 845 61 6.35 20691 384
0.45 9840 107 4.35 9229 34
2.50 1222 66 6.40 20751 374
0.50 10708 124 4.40 10934 52 2.55 1445 71 6.45 20918 344
0.55 11394 121 4.45 12232 53 2.60 1200 88 6.50 21031 315
0.60 11761 138 4.50 14126 88
2.65 1361 72 6.55 21758 261
0.65 11608 141 4.55 14045 145
2.70 2748 91 6.60 22962 310
0.70 12275 152 4.60 12326 204 2.75 1646 98 6.65 23922 346
0.75 13798 165 4.65 10777 190 2.80 1040 100 6.70 24092 380
0.80 15518 193 4.70 12857 161
2.85 721 81 6.75 23053 355
0.85 19209 244 4.75 14604 156
2.90 761 77 6.80 23237 353
0.90 22399 288 4.80 14027 183 2.95 739 78 6.85 22930 349
0.95 24420 401 4.85 12910 148 3.00 661 78 6.90 22414 333
1.00 25165 373 4.90 12573 138
3.05 874 80 6.95 21716 314
1.05 25086 381 4.95 14360 114
3.10 668 76 7.00 20633 306
1.10 26260 391 5.00 11933 131 3.15 592 67 7.05 18709 312
1.15 24886 431 5.05 12672 140 3.20 574 61 7.10 17512 313
1.20 23768 440 5.10 17927 137
3.25 532 64 7.15 16756 288
1.25 22397 424 5.15 19044 176
3.30 1502 72 7.20 15416 248
1.30 20344 400 5.20 19101 186 3.35 1249 100 7.25 13171 209
1.35 19218 376 5.25 19787 174 3.40 1045 93 7.30 10715 190
1.40 18305 351 5.30 17446 149
3.45 847 75 7.35 8456 172
1.45 16767 315 5.35 13981 101
3.50 1093 112 7.40 6549 154
1.50 15295 220 5.40 10432 117 3.55 3063 158 7.45 5098 89
1.55 14339 221 5.45 9060 85 3.60 6261 153 7.50 4096 48
1.60 12489 185 5.50 9979 107
3.65 4773 77 7.55 3253 28
1.65 11918 182 5.55 9111 136
3.70 4860 51 7.60 2295 31
1.70 10645 161 5.60 10104 168 3.75 5368 38 7.65 1456 29
1.75 9021 141 5.65 9410 165 3.80 4400 37 7.70 935 22
1.80 7359 115 5.70 9445 171
3.85 3900 54 7.75 810 7
1.85 5215 110 5.75 12220 212
3.90 4132 186 All values in Kpa