lec6_sgems and spacial statistics2014

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1 PETE-322 GEOSTATISTICS Modeling Spatial Relationships Lecture 6 Spatial Statistics Spring 2014 PETE-322 GEOSTATISTICS 2 PETE-322 GEOSTATISTICS Modeling Spatial Relationships PREFERENTIAL SAMPLING Bias in sampling denotes preference in taking the measurements. Although estimation and simulation methods are robust to clustered preferential sampling, parameters that need to be inferred from the same sample prior to estimation or simulation can be seriously distorted, especially for small samples. The solution to preferential sampling is preparation of a compensated sample to eliminate the clustering, for which there are several methods. Declustering is important for the inference of global parameters, such as any of those associated with the histogram.

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  • 11

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Lecture 6

    Spatial Statistics

    Spring 2014

    PETE-322GEOSTATISTICS

    2

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    PREFERENTIAL SAMPLINGBias in sampling denotes preference in taking the measurements.Although estimation and simulation methods are robust to clustered preferential sampling, parameters that need to be inferred from the same sample prior to estimation or simulation can be seriously distorted, especially for small samples.The solution to preferential sampling is preparation of a compensated sample to eliminate the clustering, for which there are several methods.Declustering is important for the inference of global parameters, such as any of those associated with the histogram.

  • 23

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Declustering Spatial Data

    Any bias in sampling that results in taking relatively more samples from a particular region in space can result in data clustering.

    What is a Data Cluster?

    Declustering techniques attempt to remove sampling bias.

    Without declustering, clustered data are usually given unrealistically more weights in statistical analysis

    - clustered data dominate the calculation of statistical measures.- data variability under-estimated

    Analysis of clustered data without accounting for the clustering can result in biased predictions.

    Why Decluster?

    A major reason for sampling bias in spatial data is the interest in characterization of (and production from) high pay regions.

    4

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    A-8

    Need for Declustering

    Rocks: 28% porosity, 100-6000md, 25% Sw

    Fluids: 34o API, 800-1100 GOR, asphaltene prone

    A-8

    NWFX

    Appraisal wellM Sand ProducerM Sand Water Injector

    A-9A-10

    A-7

    A-6A-3

    A-2

    A-5

    A-1

    OWC @ -13,022

    OWC @ -12,890

    A-4

    Appraisal wellJ Sand ProducerM Sand ProducerM Sand Water Injector

    A-9A-7

    A-6 A-3A-2

    A-5

    A-1

    A-4

    Overbank FaciesChannel Facies

    127#1 J Sand

    M Sand

    1999 TGS data

    1999 TGS data

  • 35

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Declustered StatisticsDeclustered Statistics

    ii n

    w 1

    Declustered Naive

    Variance

    Mean

    Ni

    i

    i

    N

    ii

    Xd

    w

    Xw

    1

    1

    N

    iiX XN 1

    1

    Ni

    i

    N

    iXdi

    Xd

    w

    Xiw

    1

    1

    2

    2)(

    N

    iXiX XN 1

    22 )(1

    1

    6

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Declustering Method 1

    A Simple Declustering Procedure

    A simple way to decluster spatial data is through cell declustering, through the following procedure:

    1) Divide the reservoir into a uniform grid with L cells of size c ; the global mean for the field is

    ii Ln

    1

    N

    iii

    N

    ii

    i

    L

    l

    n

    ii

    l

    L

    llL XXLn

    XnLL

    l

    111 11

    ** 1111

    Mean for each cell

    2) Count the number of data points in each cell (data in cell l = nl,; total # data = N ) and estimate the mean in each cell

    L

    llL mL

    1

    1

    3) Compute a weight that is used for declustering the data by making sure that each cell has the same contribution (regardless of the number of data it contains) as follows:

    ln

    ii

    ll Xn

    1

    * 1

  • 47

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Declustering Example

    lDeclustered Mean and Variance:

    0.25

    0.26

    0.24

    0.300.20

    0.19

    0.17

    0.240.08

    0.05

    0.030.10

    0.11

    0.23

    0.140.18

    0.190.21

    0.15

    0.11

    5 3 1

    4 2 1

    2 1 1

    nl.25 .2 .08

    .18 .13 .05

    .13 .1 .03

    1640.0)03...........30.26.24.25(.2011

    1

    N

    iiXN

    0057.0)1640.03(.......)1640.24(.)1640.25(.120

    1

    )(1

    1

    222

    2

    1

    2

    N

    iiXN

    Without declustered Mean and Variance:

    1/45 1/27 1/9

    1/36 1/18 1/9

    1/18 1/9 1/9

    i

    1239.003.91......14.

    361.....26.

    45124.

    45125.

    451

    1

    *

    N

    iiiL X

    0051.)1239.03(.91......)1239.14(.

    361.....)1239.26(.

    451)1239.24(.

    451)1239.25(.

    451)( 222222*

    1

    *2

    L

    N

    iiiL X

    8

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Sample with Preferential Clustering

  • 59

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    DECLUSTERING

    Detect presence of clusters by preparing acumulative distribution of distance to nearestneighbor.

    10

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Declustering Method 2

    Decompose the clustering.

  • 611

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Declustering

    Preferential sampling shows as poor overlapping between the two histograms.

    12

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    DECLUSTERING One possibility is to obtain the declustered

    subset (S4) by expanding the subset without clusters (S1) by transferring a few observations (S3) from the clustered subset (S2). Transfer observations from

    (S2) by decreasing distance to nearest neighbor in S4.

    Stop transferring points when the distribution of distances for the original subset S1 is about the same as that for the transferred observations (S3)

    S3

    S 1

  • 713

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Declustered Sample

    14

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Quiz Question

    Why do we decluster data?a) To make the data look nicerb) To remove sampling biasc) To transform the data to a

    normal distributiond) To interpolate data at

    unknown locationse) None of the above

  • 815

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships 15

    Geostatistics Geostatistics is a set of statistical tools that allow us to

    analyze spatially distributed data. In classical statistics, there is an underlying assumption of data independence. This is not true in the earth sciences and any science that uses data gathered from a geographical coordinate system. The vary nature of a surface requires dependency on distance and orientation.

    The field of geostatistics was developed in mining industry by geological engineers. It uses both deterministic and stochastic methodologies to help us understand the behavior of spatial data. It has the unique ability to not only integrate different types of data, but also data with different scales of volume support. It is useful in exploration geology as well as reservoir characterization. It provides not only estimates of values at unsampled locations, but provides the basis for understanding the reliability and uncertainty of the estimate.

    MIN= 3.1P25= 6.2P50= 8.4P75= 11.5

    MAX= 19.1MEAN= 8.9STD= 3.8

    STD/MEAN= 0.43

    16

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships 16

    Variography: Geologic surfaces and features

    have different scales and directions of continuity.

    A variogram is the metric which describes the anisotropic behavior of a regionalized variable.

    Continuity:Spatial continuity involves the concept that small values of an attribute are in geographical proximity to other small values, while high values are close to other high values. Transitions are gradual.

    Geostatistical Analysis

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    PETE-322 GEOSTATISTICS Modeling Spatial Relationships 17

    Where it fits in the workflowSpatial Analysis & Modeling

    18

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Random Functions

    A random function is a collection of random variables, one per site of interest in the sampling space. A realization is the set of values that arises after obtaining one outcome for every distribution. Geostatistics relies heavily on random functions to model uncertainty.

  • 10

    19

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Spatial Statistics

    We have examined bivariate statistics of two different random variables, e.g., and k

    Data pairs are usually at same location Spatial statistics (geostatistics) involves bivariate

    statistics of the same random variable at two different locations, e.g., (u1) and (u2)

    (u1) and (u2) are two different random variables

    20

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Bivariate Statistics

    Data pairs might be and k at each well 1, k 1 2, k 2 3, k 3

  • 11

    21

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Spatial Statistics

    Data pairs might be at pairs of well 1, 2 1, 3 1, 4 2, 3

    22

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Correlation Function of Distance Wells d1 apart

    1, 2 2, 7

    Wells d2>d1 apart 1, 5 3, 14

    Survey QuestionWhich group of wells has greater covariance?

    a) Wells d1 apartb) Wells d2 apart

  • 12

    23

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Modeling Continuity, or Spatial Correlation

    Assessment of covariance or its close equivalent, the semivariogram, has been the classical way in geostatistics to measure spatial correlation.

    The semivariogram or the covariance are necessary in the formulation and application of most estimation and simulation methods.

    24

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Implications of StationarityUnder Stationarity Assumption

    X( ) ( ) u &E X u d E X u d

    X X( ) ( ) ( ) u &E X u L X u C L L

    constant in space

    function of distance (given a direction), but not location

    Mean

    Auto-Covariance

    1 1

    1 1( ) ( )N N

    X i ii i

    x u x u dN N

    N

    ii

    N

    ii

    N

    iii LuxN

    uxN

    LuxuxN

    LC111

    )(1)(1)()(1)(

  • 13

    25

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships 25

    The variogram is a model of spatial continuity that identifies and quantifies the directions and scales of continuity. That is, it identifies the orientations and grain of the underlying geological surface or body. It is ultimately used to determine the weights in the Kriging equations, the geostatistical estimation method. Variography can be calculated for any regionalized variable.

    Identifies and quantifies directions and scales of spatial continuity

    Used to determine the weights during interpolation or simulation

    Applied to any Regionalized Variable

    Varia

    nce

    Distance (LAG)

    Spatial Analysis and Modeling

    n

    hiin

    ih

    XX2

    )(1

    2

    )(

    )(

    Compute the average squared difference between pairs of measurements at different

    separation intervals, known as the Lag interval.

    26

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    CovarianceIf the mean is constant and the covariance is independent of location, then always (h) =Cov(0) Cov(h),which makes it immaterial which one to use. In general, what is estimated is the semivariogram because its estimation does not require knowledge of the mean.

    semivariogram

    Cov(0)

    Lag a

    covariance

    Lag a is the range and the semivariogram asymptote is called the sill, which is equal to the variance Cov(0).

  • 14

    27

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships 27Co

    v (h

    )

    Distance

    (h)

    Distance

    Spatial Analysis & Modeling

    Relationship Between the Variogram & Covariance:

    Variogram

    Distance = multiples of lag intervals Y axis = variance = mean squared

    difference Covariance (Actually used by algorithms)

    Distance = multiples of lag intervals Y axis = Cov = Sill - Variogram

    Covariance is used in the kriging equation

    because it is computationally more efficient.

    28

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Trivial Example

    0.5 1.0 1.5

    0 0.5 1.0 1.5

  • 15

    29

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Modeling Anisotropy

    30

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships 30

    Directions of Continuity

    What is the maximum direction

    of continuity? (Fabricate Variogram

    Intellectually?)

    Scales of Continuity

    Different directions of

    Continuity (scales -h).

    The Variogram in Perspective

  • 16

    31

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Geostatistical WorkflowSpatial Distribution of Reservoir Properties

    Geological features are not randomly distributed in a spatial context.

    Reservoirs are heterogeneous and have directions of continuity because of their specific depositional, structural, and diagenetic histories.

    Credit: Yarus 2006

    32

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Two-Point Spatial ModelingTwo-Point Spatial Relationship

    Variogram Estimation and Modeling

    Var

    iogr

    am

    Distance

    E-W Variogram

    LEW LSN

    Var

    iogr

    am

    Distance

    S-N Variogram

    2) Spatial Modeling

    XA=?

    XB

    XC

    Two-point Statistics

    LEW

    LSN

    1) Data

  • 17

    33

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Variogram Estimation (Scattered Data)Data Scarcity1) Available observation points? small number2) Equally spaced observations? very few3) Equally spaced and in the same direction?

    Lag and Direction ToleranceTo deal with above issues Use LL and

    34

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Irregular Patterns

    Easting

    Nor

    thin

    g

    If the observations, z (s), are not regularly spaced, they are grouped into distance classes of equal radial thickness, which customarily is set equal to twice th .

    th: Lag Tolerance: angular bandwidthtb: bandthwidthtb only operates when the cone is wider than twice th

    Each class contributes one value to the experimentalsemivariogram, (h ).

  • 18

    35

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships 35

    North

    AngleBand width

    East

    Lag tolerance

    Lag distance (h)

    Angletolerance

    Points within thisarea are accepted aslying a distance hfrom origin (at adata location).

    Xi

    Xi+h

    What is the Variogram? Search Parameters for the horizontal variogram

    Because of irregular spacing of input points, search criteria must be defined to select points within distance range given by the Lag.

    36

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships 36

    N90N95N100N105

    N110N115

    N120N125N130

    N135N140N145N150N155N160N165N170N175N180N185N190N195

    N200

    N205

    N210N215N220N225N230N235N240N245N250N255N260N265

    0 500 1000 1500 Distance (m)

    0

    9000000

    Variogram : SEISMIC AI

    Maximum direction of Continuity

    Minimum direction of Continuity

    Traditional Variograms and Variogram Map

  • 19

    37

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships 37

    Spatial Analysis and ModelingVariogram Map Polar Plot

    If you have enough well data or seismic data then you can compute the Variogram polar

    plot to determine the major and minor directions of continuity and approximate

    scales.These parameters are used to compute and

    model the anisotropic variogram.

    38

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    The Variogram Map

  • 20

    39

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Analytical Semivariogram Models

    40

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships 40

    Why do I need a variogram model?

    Kriging system requires knowledge of correlation function for all ranges and azimuths

    Smoothes experimental statistics and introduces geological information

    To estimate the weights of neighboring values

    Ensures positive estimation variance (only certain mathematical functions satisfy this condition)

    Spatial Analysis and Modeling

  • 21

    41

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Analytical Forms for Semivariograms

    42

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Common Variogram Models Basic Variogram Models

    Nugget EffectC0

    (L)

    L

    000

    0 LCL

    L

    0000

    LLC

    LC

    0

    21

    23 3

    LC

    aLaL

    aLCLLM

    aS

    aLCaE LLM 3exp1

    223exp1 aLCaG LLM

    Spherical

    Exponential

    Gaussian

    2 wCLaP

    wLLM Power C0

    (L)

    L

    w=0.5

    w=1.5

  • 22

    43

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Spatial Analysis and Modeling

    44

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Spatial Analysis and Modeling

  • 23

    45

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Spatial Analysis and Modeling

    46

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Spatial Analysis and Modeling

    High VarianceIn First Lag(Geological Phen.Less Than WellSpacing or Error?)

    Minimum Number of Bins ~ 30

    Number of Pairs:n*(n-1)/2

  • 24

    47

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Typical Variogram Shapes

    Structure, Isopach

    Perm, Por

    Trend

    (Poor sampling seismic striping?)

    Guaranteed Positive Definite Matrix (add a small nugget club)

    48

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships

    Nested Model for Variogram

  • 25

    49

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships 49

    Spatial Analysis and Modeling

    Note: The Nugget acts as a low pass filter (removes short scale features) in kriging, but adds short scale uncorrelated noise when performing simulation.

    Anatomy of the Variogram:

    Nugget Effect

    Sho

    rt S

    cale

    Nugget Effect with Long Scale Spherical Model

    Sill = Data variance

    Long Scale

    Nested Short and Long Scale Spherical Models

    Long Scale

    50

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships 50

    Illustrates the impact of an increasing Nugget effect using a Unique (all data)Neighborhood. Regardless of the amount of nugget the data values at the wellsare always honored if the well locations reside on a grid node. The maps are theaverage porosity.

    Impact of the Nugget Term

  • 26

    51

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships 51

    Spatial Analysis and ModelingOmnidirectional variogram: Should be computed first

    Average scale for all directions, uses all data pairs Best indicator of model type (e.g. Spherical, Exponential, Cubic, Gaussian)

    Best indicator of a Nugget (discontinuity at the origin)

    52

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships 52

    Spatial Analysis and ModelingModel Types

    Exponential: least smooth

    Cubic

    Spherical

    Gaussian: most smooth

    All models have the same effective spatial scale: 3100-m

  • 27

    53

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships 53

    Spatial Analysis and ModelingAnisotropic, nested model Structure 1 (Red)

    Structure 2 (Green)

    54

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships 54

    Spatial Analysis and ModelingNested Ellipse

    Simulation Result

    Kriging Result

    Depending upon whether you will perform kriging or simulation, the

    images provide a visual image of the result of applying a variogram model.

  • 28

    55

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships 55

    Variograms - Special Considerations: Behavior of the variogram is poor with few pairs The data spacing and geobodies size can give a false

    impression of a Nugget effect Outliers adversely affect the variogram The first few lags are most important for modeling (weights

    are largest) Avoid complex nested structures The variogram should relate to a geological model The variogram polar plot contains a great deal of

    information, but requires a considerable amount of data

    Spatial Analysis and Modeling

    56

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships 56

    1014

    8

    6

    12

    22

    4

    Porosity %

    Spatial Analysis and Modeling

    n

    hiin

    ih

    XX2

    )(1

    2

    )(

    )(

    h

    Survey QuestionHow many data pairs have a lag of 4h?

    a) 3b) 4c) 5d) 6e) 7

  • 29

    57

    PETE-322 GEOSTATISTICS Modeling Spatial Relationships 57

    1014

    8

    6

    12

    22

    4

    Porosity %

    Spatial Analysis and Modeling

    n

    hiin

    ih

    XX2

    )(1

    2

    )(

    )(

    hTest Question

    What is for a lag of 5h?