Part - 3 - Variogram (Compatibility Mode)

Exploratory Data Analysis and
Spatial Modeling
Exploratory Data Analysis

and Spatial Modeling
Exploratory Data Analysis and
Spatial Modeling
 Exploratory Data Analysis
 Deterministic Models
 Probabilistic Models
 Concept of Stationarity
 Experimental Variograms
 Common Model Variograms
 Data Transformation
 Data Declustering

 Plot the data in different ways; our eyes are good at pattern detection
 Choose geological/statistical populations for detailed analyses:
 populations must be identifiable in wells without core
 must be able to map these populations (categories)
 can not deal with too many, otherwise there are too few data for reliable statistics
 often a decision must be made to pool certain types of data
 stationarity is a property of statistical models and not reality
 important and very field/data/goals-specific
 Perform statistical analyses within each population:
 ensure data quality
 look for trends
 understand “physics” as much as possible
 Decluster data for geostatistical modeling
 Statistical tools are used throughout a reservoir characterization study

Deterministic Models
 The most desirable type of estimation problem is one in which there is sufficient
knowledge about the phenomenon to allow a deterministic description of it
 The data itself does not reveal what the appropriate model should be
Data values are

height and
distance of a
bouncing ball as it
moves across a
table

Probabilistic Models
 The available sample data are viewed as the result of some random process.
 A random function has many possible outcomes (realizations) each of which
passes through the input data

Concept of Stationarity
 Spatial Data Analysis is the task of reducing spatial patterns of geologic

variability to a few clear and useful summaries. To get some idea of the
variability of geologic data we are FORCED to make some assumptions of
stationarity of the underlying mechanism that generated the pattern.

 Definition of Stationarity
A Random Function Is Said to Be Stationary
When Its Spatial Law / Statistics Are Invariant
Under Translation
 In a Strict Sense, a Random Function Is Said to
Be Second-Order Stationary When
 E[Z{x}] Exists and Does Not Depend on x, and
 For Each Pair of Random Variables Z{x} and Z{x+h},
the Covariance Exists and Only Depends on the
Separation Distance h
Significance of Stationarity
Assumption
 It allows us to infer the underlying spatial law that
describe the random function only by estimating the
mean and variance of a random variable and the
covariance of two random variable separated by distance
h
 It forces us to identify those geological zones, both
vertically and laterally, for which the stationarity
assumption holds and partition the data accordingly
 In practice, this assumptions constitutes a compromise
between the scale of geologic variability we call
stationary and the amount of data available to estimate
the parameters of the random function
 Data Is Said to Be Stationary When Its
Properties Are Not Dependent Upon Location
•m •Stationary
•Non-Stationary
•m
•“Range” of Investigation
 Stationarity Vs Data
Availability
 Arrows Show Trend Direction of Individual
Lobes. Overall Trend Is From West to East.
Variograms From Individual Lobes May Be
Much Different From Variogram Obtained From
All Wells.

  
 
 
   
 
  
   
   
   

   
    
  
  

 “Solution” to Stationarity Problem - Use
Different Variograms for Different Areas
•A
•A

   

  •B
   
    
  
   
   
•D
   
    
  
   

•C •B
•C, D
 Stationarity “Example”
•Reservoir
•Sands •Shales •Depositional
•Trend
•Map of Average Effective

•Porosity - NWS A1-A2 Interval
•Exponential Variogram
•Range = 2000’
•Variogram Map Showing

•No Significant Anisotropy
Stationarity
•Exponential Variogram
•Range = 1600’
•Variogram Map Showing

•No Significant Anisotropy
Resolving Issues of Stationarity
 Create local variograms to honor the geologic variability
 Use fault blocks and polygons to isolate the regions of interest
Distributary Marsh
channels

Parameters of a
Random Function
 Covariance Function is a statistical function that is used to measure correlation.
It is a measure of similiarity.
 C(h)
 Correlogram
 (h)
 
 Variogram is a measure of variability; it increases as samples become dissimiliar
2 (h)  E z (u )  z (u  h)
 (h) 2
 For stationary random functions these 3 parameters are related by the following
expressions
(h) = C(0) - C(h)
C(h) = () - (h)
(h) = C(h) / C(0)
Correlogram
 The correlogram summarizes the relationship between the correlation coefficient

and the h-scattergram

Relationship Between
(h) and C(h)
 When the underlying random function is stationary, there is a one to one

relationship between (h) and C(h)

Calculating the Experimental
Variogram
Lag Separation Data Values

Porosity Log
11600
11060.5
11061
0.074
0.062
11061.5 0.058
11062 0.061
11500
11062.5 0.066
11063 0.07
11063.5 0.073
11400 11064 0.078
Depth, ft
11064.5 0.079
11065 0.075
11300 11065.5 0.072
11066 0.072
11066.5 0.074
11200 11067 0.075
11067.5 0.077
11068 0.098
11100 11068.5 0.129
11069 0.151
11069.5 0.157
11000
0 0.1 0.2 0.3 0.4
Porosity, fraction
Variogram Calculation
 (u)  (u+h)  (u)  (u+h)
0.083 0.074 0.083 0.062
0.074 0.062 0.074 0.058
0.062 0.058 0.062 0.061
0.058 0.061 0.058 0.066
0.061 0.066 0.061 0.07
0.066 0.07 0.066 0.073
0.07 0.073 0.07 0.078
0.073 0.078 0.073 0.079
0.078 0.079 0.078 0.075
0.079 0.075 0.079 0.072
0.075 0.072 0.075 0.072
0.072 0.072 0.072 0.074
0.072 0.074 0.072 0.075
0.074 0.075 0.074 0.077
0.075 0.077 0.075 0.098
0.077 0.098 0.077 0.129
0.098 0.129 0.098 0.151
0.129 0.151 0.129 0.157
0.151 0.157

0.35 0.35
0.3 0.3
R 2 = 0.9812 R 2 = 0.8761
0.25 0.25
0.2 0.2
0.15 0.15
0.1 0.1
Lag=0.5 Lag=1.5
0.05 0.05
0 0
0 0.1 0.2 0.3 0.4 0 0.1 0.2 0.3 0.4
0.35 0.35
R 2 = 0.7653 R 2 = 0.352
0.3 0.3
0.25 0.25
0.2 0.2
0.15 0.15
Lag = 10
0.1 0.1
Lag=2.5
0.05 0.05
0 0
0 0.1 0.2 0.3 0.4 0 0.1 0.2 0.3 0.4
 As the separation distance increases, the similarity between pairs of values

decreases Exploratory Data Analysis
Variogram Definition 1.2
Sill - No correlation
Increasing variability
0.8
Variogram
Range
0.6
Realization 2
0.4 Series1
Nugget
Effect
0.2
0
0 5 10 15 20 25 30 35 40 45 50
Distance

Variogram Terminology
 Sill
 The variance of the data (1.0 if the data are normal)
 The plateau that the variogram reaches at the range
 Range
 As the separation distance between pairs increases, the corresponding variogram
value will generally increase. Eventually, an increase in the separation distance no
longer causes a corresponding increase in the averaged squared difference between
pairs of values.The distance at which the variogram reaches this plateau is the range
 Nugget effect
 Natural short-range variability (microstructure) and measurement error
 Although the value of the variogram for h=0 is strictly 0, several factors, such as
sampling error and short term variability, may cause sample value separated by
extremely short distances to be quite dissimilar. This causes a discontinuity from the
value of 0 at the origin to the value of the variogram at extremely small separation
distances

Changing the Sill
 Rescaling the variogram does not affect the kriging weights

 The estimation variance increases by the same scaling factor.

Changing the Sill

Changing the Range
 If the variogram range is less than the distance to any data point, all samples
appear equally far away from the point being estimated and the estimate is
equal to the mean of all the data
 Increasing the range makes the samples appear to be closer, this will tend to
reduce the kriging variance
 Negative weights are as result of the screen effect. To a small extent, sample 2
is partially screened by sample 1. Weights assigned to samples that are
screened by others are reduced.
 Advantage of negative weights is that estimates larger than the large sample
value or smaller than the smallest sample value can be produced.
 Disadvantage is that it may produce negative estimates.

Changing the Range

Changing the Nugget
 The weights become more similar as the nugget effect increases.

 The kriging variance increases.
 For a pure nugget effect variogram model (i.e complete absence of spatial
correlation), there is no redundancy between any of the samples, no sample
appears closer than any other and the estimation procedure is similar to a
variogram model with a very small range.

Changing the Nugget

Variograms
Modeling Spatial Correlation
 Data points further away from a point to be kriged are less correlated than those
closer
7000 to the point
Variogram Model
7100 V
3km a
r
i
2km
a
n
c
Point to
1km e
be Kriged
7400 1 2 3 4km

Variograms
 When data is sampled irregularly, data must be grouped to nominal lag values
and a lag tolerance to obtain sufficient pairs for statistics to be meaningful

Variograms
 The shape of the variogram model determines the spatial continuity of the random
function model
 Measures must be customized for each field and each attribute (,)
 Depending on the level of diagenesis, the spatial variability may be similar within similar
depositional environments.

• Variogram for the lag distance h is defined as the average squared difference of
values separated approximately by h
2 *  ( h) 
1
 z (u )  z (u  h)2
N ( h) N ( h )
• N(h) - number of pairs for lag h

• Calculate 3 variograms
– omnidirectional
– anistropic - horizontal
• the horizontal direction of flow in sedimentation (maximum continuity)
• perpendicular to the direction of the flow in sedimentation
– anisotropic - vertical
• Lags should coincide with data spacing
• The variogram is only valid for a distance up to 1/2 of the field size => choose
number of lags accordingly

In probabilistic notation the variogram is defined as
 

2 (h)  E z (u )  z (u  h)
2
 (h)    Cov z (u ), z (u  h) 
2
 For standard normal

Understanding Variogram
Behavior
 Randomness or lack of spatial correlation
 Decreasing spatial correlation with distance
 Geologic trends
 Areal trends
 Stratigraphic layering
 Geologic cyclicity

H-Scatterplots Corresponding to
3 Different Lag Distances

Calculating Anisotropy
 To measure anisotropy within a variogram, multiple variograms must be produced
 After selecting a direction, only pairs of points that are obtained in the selected
direction are chosen to produce the variogram
 The variogram with the largest range identifies the major direction of anisotropy
 The longer ranges suggests that the correlation length is largest in that direction
 When the shape of the variogram changes with direction, anisotropy is said to exist

Calculating Anisotropy
Y axis (North) e
ra nc
 Variogram Parameters e
tol .0 0
g
la = 2 g =6
 Lag an
:
e ctor
 Lag Tolerance onv 5.0
ct i =
e h
 Major Direction d ir wid t
nd
 Offset Tolerance 0 ba
e
nc
=6
t a 6
dis La
g
a ng
lag
g5
La
g 4 22.5
La e =
r anc
g3
La ole
gt
an
g2
La X axis (East)
g1
La

Variogram Interpretation
Geometric Anisotropy

Cyclicity
1 3 Sill
1
2 4
Distance

1 2
3
Depth

Cyclicity

Zonal Anisotropy
1
Variability ‘between wells’
‘Within well’ variability
Positive correlation over large distance

Well 1 Well 2 Well 3

Zonal Anisotropy

Trend
Negative
1 correlation
Positive
correlation
Distance
Trend » non stationarity

Depth
the mean is not constant

Vertical Well Profile and
Variogram with a Clearly Defined
Vertical Trend
50
3.00 Semivariogram - Normal Score Porosity
45
Regression:
40
y = -1.5807x + 51.611 2.50
35
2.00
30
 1.50
Depth
25
20 1.00
15
0.50
10
0.00
5 0.0 5.0 10.0 15.0 20.0 25.0 30.0
Distance
0
0 5 10 15 20 25 30
Porosity

Vertical Well Profile and
Variogram after Removal of the
Vertical Trend
50
3.00 Semivariogram - Normal Score Residuals
45
2.50
40
35
2.00

30
1.50
Depth
25
20 1.00
15
0.50
10
0.00
5
0.0 5.0 10.0 15.0 20.0 25.0 30.0
0 Distance
-8 -6 -4 -2 0 2 4 6 8
Residuals

Vertical Trend and Horizontal
Zonal Anisotropy

Requirements for a 3D
Variogram Model
 The variogram function g(h) is required for all distance and direction vectors h within the
search neighborhood of subsequent geostatistical calculations
 Introduce geological information regarding anisotropy, trends, sampling errors in the
model of spatial correlation.
 Filter artifacts of data spacing and data collection practices to make the variogram
represent the true geological variability
 The variogram model g(h) must show positive definiteness for all distance and
direction vectors h

Methodology for Variogram
Interpretation and Modeling
 Compute and plot experimental variograms in what are believed to be the principal
directions of continuity based on a-priori geological knowledge
 Place a horizontal line representing the theoretical sill.
 Remove all trends from data.
 Interpretation
 Short-scale variance: the nugget effect
 Intermediate-scale variance: geometric anisotropy.
 Large-scale variance:
 zonal anisotropy
 cyclicity (hole-effect)
 Modeling
 Proceed to variogram modeling by selecting a model type (spherical, exponential,
gaussian…) and correlation ranges for each structure

Experimental Vertical Variogram
and Structures
Horizontal Variogram Vertical Variogram
Sill: stationary variance Sill: stationary variance
(a)
Distance Distance

(b) (a)
structure one structure one
Distance Distance
Distance Distance
Sill: stationary variance Horizontal Variogram

Sill: stationary variance
Vertical Variogram
(b)
(c)
structure two structure two
Distance Distance structure one structure one
Distance Distance

structure three structure three
(d) (c)
Distance Distance Distance

Distance

(d)
Distance Distance

Experimental Horizontal
Variogram and Structures
(a)
Distance Distance
(b)
(a)
Distance Distance
Distance Distance
(b) Sill: stationary variance Sill: stationary variance

(c)
Distance Distance structure two structure two
Distance Distance


(c)
(d) structure two structure two
Distance
Distance Distance
Distance

(d)
Distance Distance

Vertical and Horizontal
Variograms from a Fluvial-deltaic
Reservoir
Sole Horizontal Data

Point from Wells

Exercise: Describe (draw) the Vertical
and Horizontal Variograms for the
Cross-Section Shown

Exercise: Solution

Cross-Section Shown

Exercise: Solution

Cross-Section Shown

Exercise: Solution

Common Variogram Models
 Spherical Model
 most common type of variogram model
 characterized by a linear behavior at small separation distances

 Exponential Variogram
 Characterized by short scale variability
 (shorter than that of the spherical model)

 Gaussian Model
 characterized by high correlation over short range
 used to model extremely continuous phenomena
 not commonly used

Variogram Modeling
1.2
0.8
0.6 Spherical

Exponential
0.4 Gaussian
0.2
0
0 10 20 30 40 50
Distance
Variogram Modeling
3
3h 1  h 
Spherical  ( h)     ,h  a
2a 2  a 
 (h)  1, h  a
 3h 
Exponential  (h)  1  exp  
 a 

Variogram Modeling
 3h 2 
Gaussian  (h)  1  exp  2 
 a 
 (h)  0, h  0
Nugget Effect
 (h)  1, h  0

Impact of Changing the Type
of Variogram Model
Spherical
Exponential

Impact of Changing the Vertical
Range on the Exponential Variogram
Vertical Range 1%
Vertical Range 5%
Vertical Range 10%

Impact of Changing the Horizontal
Range on the Exponential Variogram
Horizontal Range 2%
Horizontal Range 4%
Horizontal Range 6%
Horizontal Range 8%
Horizontal Range 10%

Variogram

Modeling
Capture the behavior near the origin
Tips
 Do not assume that the data are uncorrelated if there are no correlation features in
the variogram
 Capture the major features
 Look for bad data points
 Remove extreme samples on the h-Scattergram
 Vertical direction is well informed
 use data from analog field or outcrop
 use typical horizontal to vertical anisotropy ratios
 Horizontal direction is not well informed
 take from analog field or outcrop
 use typical horizontal to vertical anisotropy ratios
 In variogram modeling start with simple models with two structures
 Short scale structure is most important
 nugget due to measurement error should not be modeled
 remember the size of geological modeling cells

Obtaining Variogram Parameters
 Isopach maps of net sand and shale

 Trend maps from isopach maps
 Seismic subcrop time slices
 Analog outcrops
 Expert knowledge of the depositional environments

Variogram Exercises

Global and Local Estimation
 Do we want a global or local estimate?

 Do we want to estimate only the mean or the complete distribution of the data
values?
 Do we want estimates of point values or larger block values?

Data Transformation
Why do we need to worry about data transformation?
 Attributes, such as permeability, with highly skewed data distributions present
problems in variogram calculation; the extreme values have a significant impact
on the variogram.
 One common transform is to take logarithms,
y = log10 ( z )
perform all statistical analyses on the transformed data, and back transform at
the end  back transform is sensitive
 Many geostatistical techniques require the data to be transformed to a Gaussian
or normal distribution.
The Gaussian RF model is unique in statistics for its extreme analytical
simplicity and for being the limit distribution of many analytical theorems globally
known as “central limit theorems”
The transform to any distribution (and back) is easily accomplished by the quantile
transform
Normal Scores Transformation
 Many geostatistical techniques require the data to be transformed to a Gaussian

or normal distribution:

Coordinate and data
transformations
 Reconstruct reservoir bodies
 Transform the data to normal distribution
 Variogram is different in different directions
 Skewed data (permeability) presents a problem in variogram calculation,
because extreme values have significant impact on calculation

Reconstruct Reservoir Bodies
Well 2
Well 1
Well 3 Well 4

Sand Bodies Separated by Faults
 Coordinate transformation necessary to reconstruct geometry

Coordinate Transformation
to Reconstruct Sand Bodies

Declustering Data
Map of Best Year

Production Indicator
Problem
• Better production areas
are more densely sampled
than poor areas.
• Thus, Properties are

overestimated because
of clustering.

Declustering
 Data are rarely collected for their statistical
“representivity”
 Wells are drilled in areas with the greatest probability

of high production rates
 Core measurements are taken preferentially from
good reservoir quality rock
 Characterize areas of high contamination quality rock
 These “data collection” practices should not be changed;

they lead to the best economics and the greatest number
of data in portions of the study area that are the most
important
 There is a need, however, to adjust the histograms and

summary statistics to be representative of the entire
volume of interest.
Geostatistical simulation “slavishly” honor input statistics

 Best practice:
 understand what are the inputs
 ensure they are defendable – correct scale,
representative of area of interest, account for all available
information.
 Declustering techniques assign each datum a weight
based on its closeness to surrounding data
wi  i  1… n
where the weights are greater than 0 and add to 1
 Summary statistics are calculated with the declustering
weights
n n
z   wi zi and s   i i
w ( z  z ) 2
i 1 i 1
 The histogram and cumulative histogram use

instead of
F  ( z )   w  i (u  z )
 where
1 if z (u )  z
i (u  z )  
0 otherwise
weight each data according to the number of data falling in the same
cell.
122 well example: 1

wi( c ) 
nl   Lo
Color-Fill Grid of Expected
New Best Year Highlights Areas of Infill Potential

Using a Quadrant Sector Test to
Decluster Data
Original Data Declustered Data

Use Voronoi Grid to Do
Polygonal Declustering
Declustering Weights proportional to Well Spacing
189 Acres
296 Acres
242 Acres
281 Acres
316 Acres
219 Acres
127 Acres
354 Acres 264 Acres

172 Acres
243 Acres 298 Acres
304 Acres
131 Acres
314 Acres
251 Acres
167 Acres
299 Acres
243 Acres
275 Acres
211 Acres
157 Acres
196 Acres
503 Acres 231 Acres
290 Acres 449 Acres
253 Acres
231 Acres 205 Acres
248 Acres
380 Acres
196 Acres
429 Acres
225 Acres
296 Acres
284 Acres
429 Acres
336 Acres
201 Acres
285 Acres

Cell Declustering
3100000
N=1 N=11
Y
3000000
N=8 N=3
2900000
560000 580000 600000
X
Declustering Data
Map of
Declustering Weights
• Weights are assigned

relative to number of
data points in local area.
• Low weights are assigned

in areas with high data
density.
Effect of Declustering on the CPF
1
0.9
0.8 Clustered CPF
Declustered CPF
0.7
0.6
CPF
0.5
0.4
0.3
0.2
0.1
0
1.E+00 1.E+01 1.E+02 1.E+03 1.E+04 1.E+05 1.E+06 1.E+07
BY Gas, Vicksburg Formation

Effect of Declustering on the CPF
SumOfGas BY
Clustered Declustered
Mean 65311 37675
Median 37897 15403
Standard Deviation 85657 61512
Sample Variance 7337038197 3783738873
Minimum 1 1
Maximum 2112025 2112025
Q3 86063 46464
Q1 12781 4738
IQR 73282 41726


Part - 3 - Variogram (Compatibility Mode)

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Exploratory Data Analysis and

Exploratory Data Analysis

Exploratory Data Analysis

Exploratory Data Analysis

Data values are

Exploratory Data Analysis

Exploratory Data Analysis

 Spatial Data Analysis is the task of reducing spatial patterns of geologic

Exploratory Data Analysis

•Map of Average Effective

•Variogram Map Showing

•Variogram Map Showing

Exploratory Data Analysis

 The correlogram summarizes the relationship between the correlation coefficient

Exploratory Data Analysis

 When the underlying random function is stationary, there is a one to one

Exploratory Data Analysis

Lag Separation Data Values

Exploratory Data Analysis

Exploratory Data Analysis

 As the separation distance increases, the similarity between pairs of values

Exploratory Data Analysis

Exploratory Data Analysis

 Rescaling the variogram does not affect the kriging weights

Exploratory Data Analysis

Exploratory Data Analysis

Exploratory Data Analysis

Exploratory Data Analysis

 The weights become more similar as the nugget effect increases.

Exploratory Data Analysis

Exploratory Data Analysis

Exploratory Data Analysis

Exploratory Data Analysis

Exploratory Data Analysis

• N(h) - number of pairs for lag h

Exploratory Data Analysis

Exploratory Data Analysis

In probabilistic notation the variogram is defined as

 For standard normal

Exploratory Data Analysis

Exploratory Data Analysis

Exploratory Data Analysis

Exploratory Data Analysis

Exploratory Data Analysis

Exploratory Data Analysis

Exploratory Data Analysis

Exploratory Data Analysis

‘Within well’ variability

Positive correlation over large distance

Exploratory Data Analysis

Exploratory Data Analysis

Trend » non stationarity

the mean is not constant

Exploratory Data Analysis

Exploratory Data Analysis

Exploratory Data Analysis

Exploratory Data Analysis

Exploratory Data Analysis

Sill: stationary variance Sill: stationary variance

Horizontal Variogram Vertical Variogram

Sill: stationary variance Sill: stationary variance

Horizontal Variogram Vertical Variogram