Geostatistics: A Review of Basic Concepts Univariate Statistics and Variogram
Geostatistical Reservoir Characterization
Random Variable l In the stochastic approach (as opposed to deterministic approach), we treat reservoir properties as a random variable l A random variable, z, can take a series of outcomes or realizations ( zi, i=1, 2, 3,.....N) with a given set of probability of occurrences (pi, i =1, 2,...N).
Geostatistical Reservoir Characterization
Distribution Function Frequency of Occurrence
Mean
Variance
zi Geostatistical Reservoir Characterization
Histograms and Cumulative Distribution Function 250
100.00% 90.00% 80.00% 70.00%
150
60.00% 50.00%
Frequency Cumulative %
100
40.00% 30.00%
50
20.00% 10.00%
0
1000.
464.2
215.4
100.0
46.42
21.54
4.642 10.00
2.154
1.000
0.464
0.215
0.100
0.046
0.022
0.010
0.005
0.002
.00%
0.001
Frequency
200
Permeability Range, md
Geostatistical Reservoir Characterization
Producing Cumulative Distribution Function from the Data • Sort the data in increasing order
X 1 ≤ X 2 ≤ X 3 ≤ ... ≤ X N • Assign a probability pi to the event ( X • pi =(i-1/2)/N
≤ Xi )
• Plot Xi versus pi Geostatistical Reservoir Characterization
PROBABILITY PLOT Calculated Permeability Data Set
Estimated Permeability Data Set 109 Data Points, Mean = 0.36 Median = 0.10 10
1
0.1
0.01
0.001 1
2
5
10 15 20
30
40 50 60 70 80 85 Probability , % Less Than
90
95
98
Geostatistical Reservoir Characterization
99
Statistics Review Univariate Statistics: Basics Expected value = Mean = Arithmetic Average N E( z) = m =
∑
1 pi z i ≅ mˆ = N
∑z
i
i =1
Variance = a measure of the spread of a distribution about its mean
VAR( z ) = σ 2z = E ([ zi − m])2 = E ( zi2 ) − m2 1 2 ˆ ≅σz = ( N − 1)
N
∑
( z i − mˆ ) 2
i =1
Geostatistical Reservoir Characterization
Coefficient of Variation Coefficient of Variation Cv is a dimensionless measure of spread of the distribution and is commonly Used to quantify permeability heterogeneity •
σˆ CV = m
Geostatistical Reservoir Characterization
Cv for Different Rock Types 23
Carbonate (mixed pore type) 22 S.(4) North Sea Rotliegendes Fm (6) 21 Crevasse splay sst (5) 20 Shallow marine rippled micaceous sst 19 Fluvial lateral accretion sst (5) 18 Distributary/tidal channel Etive ssts 17 Beach/stacked tidal Etive Fm. 16 Heterolitthic channel fill 15 Shallow marine HCS 14 Shallow marine high contrast lamination 13 Shallow marine Lochaline Sst (3) 12 Shallow marine Rannoch Fm 11 Aeolian interdune (1) 10 Shallow marine SCS 9 Large scale cross-bed channel (5) 8 Mixed aeolian wind ripple/grainflow (1) 7 Fluvial trough-cross beds (5) 6 Fluvial trough-cross beds (2) 5 Shallow marine low contrast lamination 4 Aeolian grainflow (1) 3 Aeolian wind ripple (1) Homogeneous core plugs 2 1 Synthetic core plugs
Very heterogeneous
Heterogeneous
Homogeneous
0
0
1
2
3
4
Cv Geostatistical Reservoir Characterization
Q-Q / P-P Plots
l Compares two univariate distributions l Q-Q plot is a plot of matching quartiles –
a straight line implies that the two distributions have the same shape.
l P-P plot is a plot of matching cumulative probabilities –
a straight line implies that the two distributions have the same shape.
l Q-Q plot has units of the data, l P-P plots are always scaled between 0 and 1
Geostatistical Reservoir Characterization
Q-Q plot of permeability vs. porosity 1.E+02
Permeability
1.E+01 1.E+00 1.E-01 1.E-02 1.E-03 0.001
0.010
0.100
1.000
Porosity
Geostatistical Reservoir Characterization
Data Transformation Why do we need to worry about data transformation? l Attributes, such as permeability, with highly skewed data distributions present problems in variogram calculation; the extreme values have a significant impact on the variogram. l 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 l 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
Geostatistical Reservoir Characterization
Normal Scores Transformation l Many geostatistical techniques require the data to be transformed to a Gaussian or normal distribution:
Geostatistical Reservoir Characterization
Standard Normal Distribution z = (w-µ)/σ Cum. Normal pdf Normal
-3
-2
-1
1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0
0.6827 0.9545 0.9973 0
1
2
Geostatistical Reservoir Characterization
3
Exercises l Univariate analysis of well log data l Distribution Characteristics l Heterogeneity Measures
Geostatistical Reservoir Characterization
Statistics Review Bivariate Statistics The Covariance and the Variogram are related measures of the joint variation of two random variables.
Geostatistical Reservoir Characterization
Statistics Review Covariance COV ( A, B ) = E ([ Ai − mA ][ Bi − mB ]) = E ( Ai Bi ) − mA mB
1 ∃ ≅ CAB = N
N
∑ ( a b ) − m∃ m∃ i i
A
B
i =1
>0 if A, B are positively correlated CAB = 0 if A, B are independent < 0 if A, B are negatively correlated Geostatistical Reservoir Characterization
Statistics Review Variogram 2γ ( A, B ) = E ([ A − B]2 ) 1 ≅ 2γ∃ = N
γÙ0 γÙ∝
N
∑ (a
i
− bi )
2
i =1
A is increasingly similar to B A is increasingly dissimilar to B Geostatistical Reservoir Characterization
Spatial Variation Assume: Variation in a property between two points depends only on vector distance, not on location. Model Variability: Variogram γ ( h ) = Covariance
1 2N h
1 c( h ) = Nh
Nh
2 [ ζ ( x ) − ζ ( x + h )] ∑ i i i =1
2 ζ ( x ) ζ ( x + h ) − m ∑ i i i =1 Nh
Geostatistical Reservoir Characterization
Modeling Spatial Variation l zi =z(xi) is some property at location xi l Interpret zi as a random variable with a probability distribution and the set of zi to define a random function z. l Assume the variability between z(xi) and z(xi+h) depends only on vector h, not on location xi*.
Geostatistical Reservoir Characterization
Modeling Spatial Variation l Use variogram and/or covariance to model variability 1 2γ (h) = 2γˆ ( h) = Nh 1 COV ( h) = cˆ(h) = Nh
Nh
∑
[ z ( xi ) − z ( xi + h)]2
i =1
Nh
∑ i =1
z ( xi ) z ( xi + h) − mˆ z2
Geostatistical Reservoir Characterization
Data Sources l Lots of wells in subject reservoir l Lots of wells in similar reservoir l Outcrops l Secondary and soft data (seismic, interval constraints, expert judgement) Geostatistical Reservoir Characterization
Porosity Log 11600
11500
Depth, ft
11400
11300
11200
11100
11000 0
0.1
0.2 0.3 Porosity, fraction
0.4
Depth Porosity 11060 0.083 11060.5 0.074 11061 0.062 11061.5 0.058 11062 0.061 11062.5 0.066 11063 0.07 11063.5 0.073 11064 0.078 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
Geostatistical Reservoir Characterization
Variogram Calculation φ (u) 0.083 0.074 0.062 0.058 0.061 0.066 0.07 0.073 0.078 0.079 0.075 0.072 0.072 0.074 0.075 0.077 0.098 0.129 0.151
φ (u+h) 0.074 0.062 0.058 0.061 0.066 0.07 0.073 0.078 0.079 0.075 0.072 0.072 0.074 0.075 0.077 0.098 0.129 0.151 0.157
φ (u) 0.083 0.074 0.062 0.058 0.061 0.066 0.07 0.073 0.078 0.079 0.075 0.072 0.072 0.074 0.075 0.077 0.098 0.129
φ (u+h) 0.062 0.058 0.061 0.066 0.07 0.073 0.078 0.079 0.075 0.072 0.072 0.074 0.075 0.077 0.098 0.129 0.151 0.157
Geostatistical Reservoir Characterization
Variogram Calculation 0.35
0.35
0.3
0.3
R 2 = 0.8761
R 2 = 0.9812 0.25
0.25
0.2
0.2
0.15
0.15 0.1
0.1
Lag=1.5
Lag=0.5 0.05
0.05
0
0 0
0.1
0.2
0.3
0.4
0.35
0
0.1
0.2
0.3
0.4
0.35 R 2 = 0.7653
0.3
0.3
0.25
0.25
0.2
0.2
0.15
0.15
0.1
0.1
R2 = 0.352
Lag = 10 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
l As the separation distance increases, the similarity between pairs of values decreases
Geostatistical Reservoir Characterization
Variogram Definition Sill - No correlation 1
Variogram
Increasing variability
1.2
0.8 Range 0.6
0.4
Model Fit Experimental
Nugget Effect
0.2
0 0
5
10
15
20
25 30 Distance
35
40
45
50
Geostatistical Reservoir Characterization
Variogram Model Variogram improves with increasing: - Number of data pairs at each lag spacing. - Number of lags with data.
è Lots of data required for statistically significant variogram. Geostatistical Reservoir Characterization
Variogram Terminology l Sill – the variance of the data (1.0 if the data are normal scores) – The plateau that the variogram reaches at the range l 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 l 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
Geostatistical Reservoir Characterization
Variogram Characteristics γ
γ
h
h
Low Spatial Correlation
γ
High Spatial Correlation α1 α2 α3
h Anisotropic
All geological inference is buried in the variogram. Geostatistical Reservoir Characterization
Variograms Modeling Spatial Correlation l The shape of the variogram model determines the spatial continuity of the random function model l Measures must be customized for each field and each attribute (φ,Κ) l Depending on the level of diagenesis, the spatial variability may be similar within similar depositional environments.
Geostatistical Reservoir Characterization
Variogram and Covariance l Assuming second order stationarity, the following relationship applies.
γ (h) = var(z)− cov(h) ⇒ cov(h) = cov(0)−γ (h) l These are important relationships to be used during kriging using variograms. Geostatistical Reservoir Characterization
Variogram Interpretation Geometric Anisotropy Same shape and sill but different ranges
Geostatistical Reservoir Characterization
Variogram Interpretation Cyclicity 1
3
1
Sill 4
2 Distance
φ Depth
1
2
3
4
Geostatistical Reservoir Characterization
Variogram Interpretation Cyclicity
Geostatistical Reservoir Characterization
Variogram Interpretation Zonal Anisotropy Both sill and range vary in different directions 1
Variability ‘between wells’ ‘Within well’ variability Positive correlation over large distance
Well 1
Well 2
Well 3
Geostatistical Reservoir Characterization
Variogram Interpretation Zonal Anisotropy
Geostatistical Reservoir Characterization
Variogram Interpretation Trend Negative correlation
1 Positive correlation
Depth
Distance Trend » non stationarity the mean is not constant
φ Geostatistical Reservoir Characterization
Variogram Interpretation Vertical Trend and Horizontal Zonal Anisotropy
Geostatistical Reservoir Characterization
Vertical Well Profile and Variogram with a Clearly Defined Vertical Trend 50
45 Regression: y = -1.5807x + 51.611 40
35
Depth
30
25
20
15
10
5
0 0
5
10
15
20
25
30
Porosity
Geostatistical Reservoir Characterization
Vertical Well Profile and Variogram after Removal of the Vertical Trend 50
45
40
35
Depth
30
25
20
15
10
5
0 -8
-6
-4
-2
0
2
4
6
8
Re siduals
Geostatistical Reservoir Characterization
Methodology for Variogram Interpretation and Modeling l Compute and plot experimental variograms in what are believed to be the principal directions of continuity based on a-priori geological knowledge l Place a horizontal line representing the theoretical sill. l Remove all trends from data. l Interpretation – Short-scale variance: the nugget effect – Intermediate-scale variance: geometric anisotropy. – Large-scale variance: • zonal anisotropy • hole-effect l Modeling – Proceed to variogram modeling by selecting a model type (spherical, exponential, gaussian…) and correlation ranges for each structure
Geostatistical Reservoir Characterization
Exercises l Vertical variogram calculations l Areal variogram calculations l Variogram modeling l Inference of spatial variation/correlations
Geostatistical Reservoir Characterization