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Continuous Wavelet Transform

#

Puneet Saraswat*, Vijay Raj**, Mrinal K. Sen and Arun Narayanan**

*Schlumberger WesternGeco, ** Schlumberger Information Solution

#

National Geophysical Research Institute, Hyderabad, India

This paper was prepared for presentation at the SPE Middle East Oil and Gas Show and Conference held in Manama, Bahrain, 10–13 March 2013.

This paper was selected for presentation by an SPE program committee following review of information contained in an abstract submitted by the author(s). Contents of the paper have not been

reviewed by the Society of Petroleum Engineers and are subject to correction by the author(s). The material does not necessarily reflect any position of the Society of Petroleum Engineers, its

officers, or members. Electronic reproduction, distribution, or storage of any part of this paper without the written consent of the Society of Petroleum Engineers is prohibited. Permission to

reproduce in print is restricted to an abstract of not more than 300 words; illustrations may not be copied. The abstract must contain conspicuous acknowledgment of SPE copyright.

Abstract

3D post-stack seismic attributes provide an intuitive and effective way of utilizing seismic volumes for reservoir

characterization and development, and further identification of exploration targets. Some of the seismic attributes can aid in

precise prediction of geometry and heterogeneity of subsurface geological settings. These can also provide useful information

on petro-physical and lithological properties when combined with well-log information. There exist numerous seismic

attributes providing unique interpretation on some aspects of subsurface geology. Of these, proper demarcation of structural

features, such as location and edges of faults, salt domes, their throw and extent, has always been of primary concern. In this

paper we propose new multi-attribute seismic algorithms using fractal dimension and 2D/3D continuous wavelet transform

(CWT). The use of higher dimensional wavelets incorporates information from ensemble of traces and can correlate

information between neighboring traces in seismic data. The spectral decomposition based on CWT aids in resolving various

features of geological interest at a particular scale or frequency, which when rendered with fractal attribute demarcates the

boundaries between those. We apply these two algorithms separately to a seismic amplitude volume and co-render output

volumes together with some weights to yield a final attribute volume incorporating information from above mentioned

algorithms. We demonstrate the efficacy of these two algorithms in terms of resolution and proper demarcation of various

geological structures on a real seismic data. Results illustrate better illumination and proper demarcation of various geological

features such as salt domes, channels, faults etc. at a desired frequency and how simple mathematics can provide tools to

extract most of the information from seismic data.

Introduction

3D seismic data cover relatively large areas and contain significant information on sub-surface geology. Well-logs provide an

effective way of identifying various facies but are limited to small areas near borehole, while changes in geologic setting and

structures occur both laterally and vertically. Thus, it becomes very important to analyze the entire volume and utilize the

benefits of 3D surveys. Seismic attributes aim at deriving useful and crucial information from seismic post-stack volumes by

characterizing seismic data using instantaneous amplitude, frequency, envelope, dominant frequency, curvature etc. (for

example, Chopra and Marfurt, 2007). All these attributes aim at deriving some information on structural dips, enhancing

faults, thin bed delineation etc. In essence, seismic attributes are complicated linear or nonlinear transformation of the raw

seismic data yielding information about subsurface and reservoir in case of limited or no well information. These seismic

attributes help in reservoir modeling and understanding the subsurface geology hidden underneath a large volume of seismic

data. The extraction and interpretation of useful information related to seismic reflection parameters include geometry,

envelope, continuity, coherence etc.; this process is termed seismic facies analysis (Mitchum, 1977). There has been a plethora

of seismic attributes since 1970s. With the introduction of complex trace analysis and acoustic impedance (Taner et al., 1979;

Lavergne et al., 1977), numerous attributes based on mathematics (Sinha et al., 2005; Taner, 2001; Chakraborty and Okaya,

1995), neural networks (Saraswat and Sen, 2012; Matos et al., 2007; Coléou et al., 2003), texture analysis (Yenugu and

Marfurt, 2010; Chopra and Alexeev, 2006), volume and horizon have been introduced. It is a common practice now-a-days to

render two or more attributes simultaneously to perform some kind of multi-attribute analysis. The aim behind such a process

is to delineate various facies and features taking advantages of various attributes simultaneously (Neves et al., 2006).

2 SPE 164417

However, selection of attributes which provide a clear picture of subsurface geology with clear demarcation of strata is, in

general, difficult and development of techniques for attribute estimation is an area of active research. In this paper we

introduce a new multi-attribute approach to produce high resolution information about lithology and geology of the subsurface.

We use a new seismic attribute called fractal dimension which when co-rendered with spectral decomposition using 2D/3D

continuous wavelet transform produces high resolution facies maps demarcating various features with good accuracy. The

main idea behind using these two methods for seismic attribute analysis comes from the fact that 2D/3D CWT offers better

time frequency decomposition than 1D CWT and Fourier based method (Gao et al., 1999; Sinha et al., 2005), simultaneously,

providing tools for estimating number of attributes from seismic data such as dip, azimuth, directional properties and spatial

information of embedded features, where as fractal dimension is more suitable for understanding irregularities, heterogeneity

and depositional environment, associated with the reservoir, than other well know attributes such as coherency, curvature etc.,

by relating fractal theory with fractal behavior of geologic features (Dimri, 2000, 2005 and 2011). Following this we will first

discuss fractal dimension attribute briefly followed by 2D & 3D wavelet transform techniques and finally show some results

from our multi-attribute analysis of a field seismic data.

It is a well-established fact that majority of natural phenomena follows fractal theory (Mandelbrot, 1982; 1985). Geophysical

phenomena are often characterized by fractal theory which is used to describe the irregularity and heterogeneity since many

natural objects including geological features cannot be modeled using a classical geometry. Fractal geometry is generally

suitable for studying complex structures and their geometries such as folds, faults, coastlines, mountains etc. The fractal

Dimension is the measure of scaling properties of a feature; any irregularly shaped body can be studied using the mathematics

of fractals. It has been demonstrated that well-log and seismic data follow a power-law relationship (Hewett, 1986; Emanual et

al., 1987; Hardy,1992; Dimri, 2000, 2005) and thus can be subjected to fractal theory. Geological phenomenon such as rock

fragments, volcanic eruptions, earthquakes etc. are mostly scale invariant and thus fractals found some of the successful

applications to reflection seismic. These include isolating seismic reflections (Boschetti et al., 1996; Chang 1997; Nath et al.,

2002), detection of interfering wavelets (Gholamy et al., 2006), inversion (Srivastava and Sen 2009; 2010) and fractal

modeling in seismic exploration (Dimri, 2011). The primary hypothesis behind using fractals as a seismic attribute is to isolate

various geological features with clear demarcation. There exist several methods for fractal dimension calculation; in this study

we used a Hurst exponent method which is described below.

Hurst exponent

This method (Caccia et al., 1997; Turcotte, 1997; Chamoli et al., 2007) is specifically designed to estimate fractal dimensions

of a time series and is related to statistical correlation of an independent variable (such as amplitude) with time or space (Hurst

1965). The Hurst exponent H is estimated by calculating a parameter called range (R) of data, which is the difference between

maximum and minimum values of the time series, within the window of a specified size (N) (Figure 1) and is normalized by

dividing by the standard deviation of the data within that window (S) (equation 1). If = () − () , is the range to

time series y within a time window of length n and S = is the standard deviation of samples within the time window,

, (1)

where F is a constant and H is the Hurst exponent. H lies between 0<H<1; for 0<H<0.5 there is anti-persistence in the time

series, for 0.5<H<1, the time series is persistent and H=0.5 represents random noise. Thus the plot of log ( ) versus log ( ) is

a straight line whose slope equals H (Figure (2)) and is related to fractal dimension (D) by following relation,

D = 2 − H. (2)

The window size plays a crucial role in estimating the fractal dimension. For a seismic trace analysis, experimentally it was

found to be 100 ms for 2 ms sampled data (Gholamy et al., 2006). A change in D represents changes in strata geometry;

typically drastic changes occur when the moving window crosses particular beds where a sharp rise or fall in fractal dimension

occurs. This phenomenon was typically used for detecting first arrivals from an earthquake signal (Chang, 1997). It is further

expected that while crossing a particular lithology, the position where the fractal dimension changes suddenly can be

incorporated as the location of a boundary of that particular feature and that a sharp demarcation can be produced while

mapping these geological features. Figure (1) shows a procedure for calculating the fractal dimension by a moving window

(w) of a suitable size moved progressively over the seismic traces and Hurst exponent is estimated for the same window and

this value is given to the last sample of the window. Thus for N sample traces the first ‘w’ samples are zero and further N-w

values correspond to some fractal dimension values. Thus the window size should be such that our target area should not fall

within first w sample values. Figure (2) shows Hurst plot for estimating ‘H’ as the slope of the best fit line and thus D is

calculated from Equation (2).

SPE 164417 3

Seismic data being non-stationary in nature has various frequency contents in different time windows. CWT provides a

different approach to analyze seismic data; instead of a time-frequency map it produces a time-scale map called scalogram

(Rioul and Vetterli, 1991). The CWT helps in understanding frequency response of various geological settings, reservoirs and

rocks (Mallat et al., 1993). A scale represents a band of frequency and is inversely proportional to it. The CWT provides a

better way to study seismic data at various scales that represent different levels of decomposition. Many researchers consider

scale to be inversely proportional to the central frequency of the wavelet and thus generate time frequency maps from

scalograms (Sinha et al., 2005). Conventionally, 1D wavelets are used to decompose seismic data trace by trace. This approach

has some limitations, such as being unidirectional as no spatial information is included while analyzing a single trace.

Moreover it is time consuming for sparse data-set. In this approach a signal f(x) is convolved with a wavelet, defined by a

function Ψ(x) with zero mean and localized in both time and frequency, which is further scaled and translated over the

complete time series. The formulation (Daubechies, 1992) is summarized below. A time and scale dependent wavelet can be

represented by,

, = − . (3)

Equation 3 above will generate a family of wavelets translated by τ and dilated by scale σ; the values of these parameters can

be chosen arbitrarily. This is further convolved with our signal f(x) and a decomposed signal is produced. This operation can

be expressed by the following equation,

where Fw is the decomposed signal representing wavelet coefficients, and equation 4 represents a one dimensional operation

with * as the convolution symbol (Sinha et al., 2005). In this paper, we adapt an approach different from the simple 1D process

represented by Eq. 4. We construct 2D and 3D wavelets to incorporate a directional continuous wavelet transform first

introduced by Murenzi (1989). This enables to incorporate information over ensemble of traces, unlike a single trace operation

in 1D approach. In seismic, 2D CWT is used in the past to detect faults as illustrated in (Ouillon et al., 1995; Bouchereau,

1997). Generally, three operations are performed on 2D and 3D mother wavelets in this approach, they are

r r

I. Translation ψ ( x − b ), where : translation factor.

−1 −1 r

II. Dilation a ψ ( a x ) , where : dilation factor.

r

III. Rotation ψ (η −1 ( x ),) where η : rotation operator.

Consider a signal (e.g. seismic data either 2D or 3D) as (, , ) and a 2D/3D wavelet denoted as ,, . The CWT

coefficients are thus described as the inner product of the analyzing signal with mother wavelet as,

Thus, equation (5), illustrates that CWT is a function of position variable , scale a and angle η, hence, CWT on 2D seismic

data yields coefficients which are function of four variables, i.e., two position variables ( , ), scale and angle, while it is

five for 3D data. Antoine et al., (1993; 1996) proposed two kinds of displays to extract useful information from higher

dimensional wavelet coefficients as “the position” and “scale angle” representations to overcome the difficulty in visualizing

4D and 5D outputs, this is also illustrated in Wang et al., (2009). The position slice/cube is generated by keeping rotation and

dilation factor as constant and translation factor as variable making it a function of , this is very useful in detecting shape,

position and pattern of the object and can be used in denoising seismic data. The scale angle data is the function of rotation and

dilation factor, keeping translation factor as constant. It is also evident from equation (5) that the properties of output are

governed by the type of wavelet used in processing. Generally, Morlet and Mexican hat are the two wavelets used in wavelet

processing of seismic data. 2D/3D Morlet has good directional properties while Mexican hat is non directional (Antonie, 2004;

Wang et al., 2009). In this paper, we incorporate position representation of wavelet coefficients to perform delineation and

demarcation of various geologic features at some constant scale and angle values. Since, we are more interested in geometry of

input seismic data in this study, the choice of wavelet is not very critical and hence, used Morlet wavelet for processing. In

order to enhance our results we opt to corender CWT volume with simple fractal cube and retaining correlating features.

4 SPE 164417

A multi-attribute approach

Figure 3 shows the procedure we follow to generate multi-attribute seismic volumes using two new and highly sophisticated

algorithms discussed above. The motivation behind using a dual approach comes from analyzing the advantages of both the

attributes. The procedure adopted in this study is illustrated below:

1. Select a suitable scale and angle to decompose the input seismic cube using 3D CWT. Selection of scale is based on

desired frequency resolution of seismic data and dominant frequency of Morlet wavelet. Depending on the particular

frequency used, some seismic signatures representing various geological features such as channels, faults, gas sands

etc. get enhanced (Luh,1993; Chakraborty et al., 1995; Kazemeini et al., 2009). In this paper we have used a

frequency of 15 Hz, search angle fixed as between [-π,π] and 3D Morlet wavelet to decompose seismic data.

2. Using the same seismic cube, we next perform fractal dimension analysis with Hurst method with a time window

length of 100ms to generate a fractal volume. This gives information about various hidden geometries, heterogeneity

and correlations in seismic data further isolating various bed boundaries.

3. The two volume generated are finally co-rendered, which is a process of generating an image (multi-attribute volume)

from multiple images (attribute volumes) by making use of 3D graphics. In this technique two volumes are combined

together to extract features such as texture, geometry, shading etc. to make a final volume. This is achieved with the

help of various methodologies such as rasterization, ray tracing, radiosity etc (Appel, 1968; Tumblin, 1993; Kajiya,

1986) to enhance embedded information in the data-set for a better visual perception. Thus, a multi-attribute volume

contains high level information about various geological features inherited from spectral decomposition and a clear

demarcation between them comes from fractal dimension analysis. To extract useful information out of these two

volumes this study aim to retain features with high wavelet coefficients and with fractal dimension between [1,1.5).

Generally, wavelet coefficient are centered around 0, however, high wavelet coefficients shows singular features

which marks the zone of interest at selected frequency, while fractal dimension values defined in above mentioned

range illustrates similarity or correlating features and D value greater than 1.5 shows random information.

Thus, we generate two separate attributes based on the above mentioned algorithms. This is, to the best of our knowledge, the

first study utilizing the benefits of higher dimensional wavelet transform and fractals simultaneously. We will discuss the

efficacy and the procedure with application to a field seismic dataset. The primary objective behind this procedure is that the

spectral decomposition will aid in resolving various features of geological interest at a particular scale or frequency which

when rendered together with the fractal dimension attribute will demarcate the boundaries between those features which may

be overlapping in different attributes.

In this section we discuss the results from the application of our proposed scheme on a field seismic data from F3 block

Netherlands (Sørensen et al., 1997). This data-set is ideal for testing the proposed algorithm since it contains numerous

features of geologic interest such as large-scale sigmoidal bedding consisting of deposits of a large fluvio-deltaic system that

drained largeparts of the Baltic sea region, salt domes, faults and unconformities are very common in this region (Overeem et

al., 2001). Bright spots are also clearly evident caused by biogenic gas pockets. Several seismic facies can be distinguished:

transparent, chaotic, linear, and shingles. Figure 4 shows a section of seismic data that is used here to test the efficacy of our

proposed algorithm; we applied multi-attribute processing with parameters defined in the previous section, around a salt dome

marked in Figure 4. We follow the strategy outlined in the flowchart (Figure 3). Figures 5 (section) and 6 (Time slice) are

outputs from 3D wavelet transform applied in the zone of interest; it is evident that while most of the data show very low

wavelet coefficient at 15 Hz, high values are covered by the salt body - this proves the importance of higher dimensional

wavelet transform to analyze signatures of various geologic bodies over spatial extent. Next, the same data are passed through

fractal analysis with an analysis window of 100 ms wide. Figure 7 shows fractal dimension output corresponding to the time

slice as illustrated in Figure 6. It is evident that the zone surrounded by salt body shows D values between [1, 1.5]. Self

similarity is observed between the traces passing through this salt body especially outlining the dome shaped structure. With

more experiments on window size better resolution can be obtained, however, the results presented here solves the purpose of

this study. Finally, fractal and wavelet processed cubes are co-rendered retaining values with high wavelet coefficient and

fractal dimension in the range mentioned above.

Figure 8 proves the most important aspect of this study i.e. proper and accurate demarcation of subsurface structures using our

proposed methodology. This increases confidence in extracting of the geological bodies for further analysis, with good

accuracy and precision as shown in Figure (8). Multi-attribute volumes, thus generated, using the proposed methodologies can

be used for further interpretation and modeling. Changing scale or frequency values during the wavelet processing stage can

help in modeling various features and high level information about their extent, continuity and geometry can be extracted.

SPE 164417 5

Changing window length for fractal dimension attribute and identifying suitable lengths for particular seismic data can further

improve the estimations of fractal geometry and the final output.

Conclusions

In this paper we proposed a new scheme for multi-attribute analysis of seismic data using a 3D wavelet transform and fractal

theory. We demonstrated the efficacy of this new strategy using a 3D volume of seismic data and produced high resolution

information about the subsurface features. The advantages of 3D wavelet transform are the inclusion of spatial information

while decomposing seismic data, fast and efficient processing and high resolution of output data. We used fractal theory to

study the geometry of seismic data which proved useful for delineating structures and model them with good precision.

Fractals can further be used in collaboration with some other seismic attribute for refining the results and extract better

information. The proposed algorithm is capable of detecting hidden correlation such as non-linear, non-polynomial

correlations existing in a data-set that enhances its capability of characterize the data-set. Finally with this paper we exploit

more advantages of fractal dimension analysis apart from its usual benefit of characterizing irregular and heterogeneous

reservoirs. Some of the salient features of our study are stated below.

Use of higher dimensional wavelet transforms to extract various seismic attributes such as positional and directional

information.

Use of fractal theory to study similarity, heterogeneity and correlation between seismic traces to isolate 3D subsurface

features.

Volume corendering performed to utilize benefits of discussed attributes in a single volume.

Proper demarcation and delineation of interesting subsurface geological setting.

Modeling of geobodies.

6 SPE 164417

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8 SPE 164417

Figure 1: Procedure to calculate fractal dimension within a moving window (w) over the seismic traces. Fractal dimension is

calculated for the range of samples within the window and is assigned to maximum time within the window.

Figure 2: Hurst exponent (H) estimation from rescaled range analysis ( ) is plotted versus log of window size and the slope of best

fit line yields H.

SPE 164417 9

Figure 4: Input seismic data used in this study. The red zone marks the area of interest where a salt body is identified.

Figure 5: Resultant section from 3D wavele transform showing region of high wavelet coefficient as bright colors.

10 SPE 164417

Figure 6: Time slice from wavelet transformed seismic cube. Circular pattern precisely distinguished area of salt body under

considerations with high wavelet coefficients.

Figure 7: Time slice from fractal cube similar to one shown in Figure 6. Low fractal dimension D is observed at the salt body showing

self similarity than surrounding region, clearly demarcating the interesting feature.

SPE 164417 11

Figure 8: Output from multi-attribute volume generated by co-rendering wavelet processed and fractal volumes. The clarity and

resolution has increased and we can see a very clear demarcation of subsurface geological setting like salt dome in this case.

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