Part - 3 - Variogram - PPT (Compatibility Mode)

Exploratory Data Analysis and Spatial Modeling
5/31/2015 Exploratory Data Analysis and Spatial Modeling 1

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

Exploratory Data Analysis
• 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.

n 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
n E[Z{x}]Exists and Does Not Depend on x, and
n 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

n Data Is Said to Be Stationary When Its Properties Are Not
Dependent Upon Location
•m •Stationary
•Non-Stationary
•m
•“Range” of Investigation

n 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.
¡
¡ ¡ ¡
¡
¡
l l
l l
l l l
l l
¡ l l
l l
l l l
l
l l l ¡
¡ ¡
l ¡
l
l l l
¡ l
l l l
l
l l
l
¡ l l
¡

n “Solution” to Stationarity Problem - Use Different
Variograms for Different Areas
•A •A
¡
¡ ¡ ¡
¡
¡
l l
l l l ll
l l
¡ l l
l l l ll •B
l
l ll ¡
¡ ¡
l ¡
•D l
l l
¡ l l
l l l
l l l
¡ l l l
¡
•C •B
•C, D

n 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

and Spatial Modeling
5/31/2015 15
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
• r(h)
• Variogram is a measure of variability; it increases as samples become dissimiliar
• g(h)
{
2g ( h) = E [z (u ) - z (u + h)]
2
}
• For stationary random functions these 3 parameters are related by the following
expressions
g(h) = C(0) - C(h)
C(h) = g(¥) - g(h)
r(h) = C(h) / C(0)

5/31/2015 16
Correlogram
• The correlogram summarizes the relationship between
the correlation coefficient and the h-scattergram

5/31/2015 17
Relationship Between g(h) and C(h)
• When the underlying random function is stationary,
there is a one to one relationship between g(h) and C(h)

5/31/2015 18
Calculating the Experimental Variogram
Lag Separation Data Values

5/31/2015 19
Porosity Log
11060.5 0.074
11600
11061 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
5/31/2015 20
Variogram Calculation
f (u) f (u+h) f (u) f (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

5/31/2015 21
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
5/31/2015 22
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

5/31/2015 23
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

5/31/2015 24
Changing the Sill
• Rescaling the variogram does not affect the kriging
weights
• The estimation variance increases by the same scaling
factor.

5/31/2015 25
Changing the Sill

5/31/2015 26
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.
5/31/2015 27
Changing the Range

5/31/2015 28
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.

5/31/2015 29
Changing the Nugget

5/31/2015 30
Variograms Modeling Spatial Correlation
• Data points further away from a point to be kriged are
less correlated than those closer to the point
7000
Variogram Model
7100 V
3km a
r
i
2km
a
n
c
Point to
1km e
be Kriged
7400 1 2 3 4km

5/31/2015 31
• 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

5/31/2015 32
• 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 (f,K)
• Depending on the level of diagenesis, the spatial variability may be similar
within similar depositional environments.

5/31/2015 33
• Variogram for the lag distance h is defined as the average
squared difference of values separated approximately by h
2 * g ( h) =
1
å [z (u ) - z (u + h)]2
N (h) N ( h )
• N(h) - number of pairs for lag h

5/31/2015 34
• 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

5/31/2015 35
• In probabilistic notation the variogram is defined as
{
2g ( h) = E [z (u ) - z (u + h)]
2
}
• For standard normal
g (h) = s 2 - Cov ( z (u ), z (u + h) )

5/31/2015 36
Understanding Variogram Behavior
• Randomness or lack of spatial correlation
• Decreasing spatial correlation with distance
• Geologic trends
• Areal trends
• Stratigraphic layering
• Geologic cyclicity

5/31/2015 37
H-Scatterplots Corresponding to 3 Different
Lag Distances

5/31/2015 38
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

5/31/2015 39
Calculating Anisotropy
• Variogram Parameters Y axis (North)
ra nce
• Lag e
tol .0
la g = 2 ang
= 60
t or :
• Lag Tolerance cti on vec
= 5.0
d ir e i d th
ndw
• Major Direction ba
0
ce
=6
i sta n 6
• Offset Tolerance d La
g
a ng
lag
g5
La
5
g 4
= 22.
La
ce
g3 l er an
La to
ang
g2
La X axis (East)
g 1
La

5/31/2015 40
Variogram Interpretation Geometric Anisotropy

5/31/2015 41
Variogram InterpretationCyclicity
1 3 Sill
1
2 4
Distance
f
1 2
3
Depth

5/31/2015 42
Variogram Interpretation Cyclicity

5/31/2015 43
Variogram Interpretation Zonal Anisotropy
1
Variability ‘between wells’
‘Within well’ variability
Positive correlation over large distance

Well 1 Well 2 Well 3

5/31/2015 44
Variogram Interpretation Zonal Anisotropy

5/31/2015 45
Variogram Interpretation Trend
Negative
1 correlation
Positive
correlation
Distance
Trend » non stationarity

Depth
the mean is not constant
f
5/31/2015 46
Vertical Well Profile and Variogram with a
Clearly Defined Vertical Trend
50
45
Regression:
y = -1.5807x + 51.611
40
35
30
Depth
25
20
15
10
0
0 5 10 15 20 25 30
Porosity

5/31/2015 47
Vertical Well Profile and Variogram after
Removal of the Vertical Trend
50
45
40
35
30
Depth
25
20
15
10
0
-8 -6 -4 -2 0 2 4 6 8
Residuals

5/31/2015 48
Variogram Interpretation Vertical Trend and
Horizontal Zonal Anisotropy

5/31/2015 49
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 (tc) 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

5/31/2015 50
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
5/31/2015 51
Experimental Vertical Variogram and Structures

5/31/2015 52
Experimental Horizontal Variogram and Structures

5/31/2015 53
Vertical and Horizontal Variograms from a Fluvial-
deltaic Reservoir
Sole Horizontal Data

Point from Wells

5/31/2015 54
Exercise: Describe (draw) the Vertical and Horizontal
Variograms for the Cross-Section Shown

5/31/2015 55
Exercise: Solution

5/31/2015 56

5/31/2015 57
Exercise: Solution

5/31/2015 58

5/31/2015 59
Exercise: Solution

5/31/2015 60
Common Variogram Models
• Spherical Model
• most common type of variogram model
• characterized by a linear behavior at small
separation distances
5/31/2015 Exploratory Data Analysis 61

• Exponential Variogram
• Characterized by short scale variability
• (shorter than that of the spherical model)
5/31/2015 Exploratory Data Analysis 62

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

5/31/2015 63
Variogram Modeling
1.2
0.8
0.6 Spherical
g
Exponential
0.4 Gaussian
0.2
0
0 10 20 30 40 50
Distance
5/31/2015 64
Variogram Modeling
3
3h 1 æ h ö
Spherical g ( h) = - ç ÷ ,h £ a
2a 2 è a ø
g (h) = 1, h > a
æ 3h ö
Exponential g ( h) = 1 - expç - ÷
è a ø

5/31/2015 65
Variogram Modeling
æ 3h 2 ö
Gaussian g (h) = 1 - expçç - 2 ÷÷
è a ø
g (h) = 0, h = 0
Nugget Effect
g (h) = 1, h > 0

5/31/2015 66
Impact of Changing the Type of Variogram
Model
Spherical
Exponential

5/31/2015 67
Impact of Changing the Vertical Range on the
Exponential Variogram
Vertical Range 1%
Vertical Range 5%
Vertical Range 10%

5/31/2015 68
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%

5/31/2015 69
Variogram Modeling Tips
• Capture the behavior near the origin
• 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
5/31/2015 70
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

5/31/2015 71
Variogram Exercises

5/31/2015 72
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?

5/31/2015 73
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

5/31/2015 74
Normal Scores Transformation
• Many geostatistical techniques require the data to be
transformed to a Gaussian or normal distribution:

5/31/2015 75
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

5/31/2015 76
Reconstruct Reservoir Bodies
Well 2
Well 1
Well 3 Well 4

5/31/2015 and Spatial Modeling 77
Sand Bodies Separated by Faults
• Coordinate transformation necessary to reconstruct
geometry

5/31/2015 78
Coordinate Transformation to Reconstruct
Sand Bodies

5/31/2015 79
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.

5/31/2015 80
Declustering
n 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
n 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
n 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

n Best practice:
n understand what are the inputs
n ensure they are defendable – correct scale, representative of area of interest,
account for all available information.
n 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
n Summary statistics are calculated with the declustering weights
n n
z = å wi zi and s = å w ( z - z)
i i
2
i =1 i =1
n The histogram and cumulative histogram use instead of
F * ( z ) = å wa × i (ua ; z )
n where
ì1, if z (ua ) £ z
i (ua ; z ) = í
î0, 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

5/31/2015 84
Using a Quadrant Sector Test to Decluster Data
Original Data Declustered Data

5/31/2015 85
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

5/31/2015 86
Cell Declustering
3100000
N=1 N=11
Y
3000000
N=8 N=3
2900000
560000 580000 600000
X
5/31/2015 87
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.
5/31/2015 88
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

5/31/2015 89
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

5/31/2015 90
Depth Phi
11060 0.083
11060.5 0.074
Exercise 2 11061 0.062
11061.5 0.058
Given a porosity data set, perform 11062 0.061
11062.5 0.066
a variogram modelling with
11063 0.07
different typical models and select 11063.5 0.073
the one that is most suitable with 11064 0.078
the data set. 11064.5 0.079
11065 0.075
11065.5 0.072
11066 0.072
11066.5 0.074
11067 0.075
11067.5 0.077
11068 0.098
11068.5 0.129
11069 0.151
11069.5 0.157
5/31/2015 91

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Exploratory Data Analysis and Spatial Modeling

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•Map of Average Effective

•Variogram Map Showing

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•Variogram Map Showing

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Exploratory Data Analysis

Exploratory Data Analysis

Exploratory Data Analysis

Exploratory Data Analysis

Lag Separation Data Values

Exploratory Data Analysis

Exploratory Data Analysis

• As the separation distance increases, the similarity between

Exploratory Data Analysis

Exploratory Data Analysis

Exploratory Data Analysis

Exploratory Data Analysis

Exploratory Data Analysis

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

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

Exploratory Data Analysis

Sole Horizontal Data

Exploratory Data Analysis

Exploratory Data Analysis

Exploratory Data Analysis

Exploratory Data Analysis

Exploratory Data Analysis