Indicator Variogram Models: Do We Have Much Choice?

Many variogram (or covariance) models that are valid—or realizable—models of Gaussian random functions are not realizable indicator variogram (or covariance) models. Unfortunately there is no known necessary and sufficient condition for a function to be the indicator variogram of a random set. Necessary conditions can be easily obtained for the behavior at the origin or at large distance. The power, Gaussian, cubic or cardinal-sine models do not fulfill these conditions and are therefore not realizable. These considerations are illustrated by a Monte Carlo simulation demonstrating nonrealizability over some very simple three-point configurations in two or three dimensions. No definitive result has been obtained about the spherical model. Among the commonly used models for Gaussian variables, only the exponential appears to be a realizable indicator variogram model in all dimensions. It can be associated with a mosaic, a Boolean or a truncated Gaussian random set. In one dimension, the exponential indicator model is closely associated with continuous-time Markov chains, which can also lead to more variogram models such as the damped oscillation model. One-dimensional random sets can also be derived from renewal processes, or mosaic models associated with such processes. This provides an interesting link between the geostatistical formalism, focused mostly on two-point statistics, and the approach of quantitative sedimentologists who compute the probability distribution function of the thickness of different geological facies. The last part of the paper presents three approaches for obtaining new realizable indicator variogram models in three dimensions. One approach consists of combining existing realizable models. Other approaches are based on the formalism of Boolean random sets and truncated Gaussian functions.     

Gradual Deformation and Iterative Calibration of Sequential Stochastic Simulations

Based on the algorithm for gradual deformation of Gaussian stochastic models, we propose, in this paper, an extension of this method to gradually deforming realizations generated by sequential, not necessarily Gaussian, simulation. As in the Gaussian case, gradual deformation of a sequential simulation preserves spatial variability of the stochastic model and yields in general a regular objective function that can be minimized by an efficient optimization algorithm (e.g., a gradient-based algorithm). Furthermore, we discuss the local gradual deformation and the gradual deformation with respect to the structural parameters (mean, variance, and variogram range, etc.) of realizations generated by sequential simulation. Local gradual deformation may significantly improve calibration speed in the case where observations are scattered in different zones of a field. Gradual deformation with respect to structural parameters is necessary when these parameters cannot be inferred a priori and need to be determined using an inverse procedure. A synthetic example inspired from a real oil field is presented to illustrate different aspects of this approach. Results from this case study demonstrate the efficiency of the gradual deformation approach for constraining facies models generated by sequential indicator simulation. They also show the potential applicability of the proposed approach to complex real cases.     

A nonparametric view of generalized covariances for kriging

Fitting trend and error covariance structure iteratively leads to bias in the estimated error variogram. Use of generalized increments overcomes this bias. Certain generalized increments yield difference equations in the variogram which permit graphical checking of the model. These equations extend to the case where errors are intrinsic random functions of order k, k=1, 2, ..., and an unbiased nonparametric graphical approach for investigating the generalized covariance function is developed. Hence, parametric models for the generalized covariance produced by BLUEPACK-3D or other methods may be assessed. Methods are illustrated on a set of coal ash data and a set of soil pH data.     

New variogram modeling method using MGGP and SVR

A critical step for kriging in geostatistics is estimation of the variogram. Traditional variogram modeling comprise of the experimental variogram calculation, appropriate variogram model selection and model parameter determination. Selecting of the variogram model and fitting of model parameters is the most controversial aspect of geostatistics. Shapes of valid variogram models are finite, and sometimes, the optimal shape of the model can not be fitted, leading to reduced estimation accuracy. In this paper, a new method is presented to automatically construct a model shape and fit model parameters to experimental variograms using Support Vector Regression (SVR) and Multi-Gene Genetic Programming (MGGP). The proposed method does not require the selection of a variogram model and can directly provide the model shape and parameters of the optimal variogram. The validity of the proposed method is demonstrated in a number of cases.     

FuzzyKrig: a comprehensive matlab toolbox for geostatistical estimation of imprecise information

Using kriging has been accepted today as the most common method of estimating spatial data in such different fields as the geosciences. To be able to apply kriging methods, it is necessary that the data and variogram model parameters be precise. To utilize the imprecise (fuzzy) data and parameters, use is made of fuzzy kriging methods. Although it has been 30 years since different fuzzy kriging algorithms were proposed, its use has not become as common as other kriging methods (ordinary, simple, log, universal, etc.); lack of a comprehensive software that can perform, based on different fuzzy kriging algorithms, the related calculations in a 3D space can be the main reason. This paper describes an open-source software toolbox (developed in Matlab) for running different algorithms proposed for fuzzy kriging. It also presents, besides a short presentation of the fuzzy kriging method and introduction of the functions provided by the FuzzyKrig toolbox, 3 cases of the software application under the conditions where: 1) data are hard and variogram model parameters are fuzzy, 2) data are fuzzy and variogram model parameters are hard, and 3) both data and variogram model parameters are fuzzy.     

Estimating Variogram Uncertainty

The variogram is central to any geostatistical survey, but the precision of a variogram estimated from sample data by the method of moments is unknown. It is important to be able to quantify variogram uncertainty to ensure that the variogram estimate is sufficiently accurate for kriging. In previous studies theoretical expressions have been derived to approximate uncertainty in both estimates of the experimental variogram and fitted variogram models. These expressions rely upon various statistical assumptions about the data and are largely untested. They express variogram uncertainty as functions of the sampling positions and the underlying variogram. Thus the expressions can be used to design efficient sampling schemes for estimating a particular variogram. Extensive simulation tests show that for a Gaussian variable with a known variogram, the expression for the uncertainty of the experimental variogram estimate is accurate. In practice however, the variogram of the variable is unknown and the fitted variogram model must be used instead. For sampling schemes of 100 points or more this has only a small effect on the accuracy of the uncertainty estimate. The theoretical expressions for the uncertainty of fitted variogram models generally overestimate the precision of fitted parameters. The uncertainty of the fitted parameters can be determined more accurately by simulating multiple experimental variograms and fitting variogram models to these. The tests emphasize the importance of distinguishing between the variogram of the field being surveyed and the variogram of the random process which generated the field. These variograms are not necessarily identical. Most studies of variogram uncertainty describe the uncertainty associated with the variogram of the random process. Generally however, it is the variogram of the field being surveyed which is of interest. For intensive sampling schemes, estimates of the field variogram are significantly more precise than estimates of the random process variogram. It is important, when designing efficient sampling schemes or fitting variogram models, that the appropriate expression for variogram uncertainty is applied.     

多物源条件下的储层地质建模方法

濮城沙三中油藏具有两个主物源,分别为NE向与SE向。油藏数值模拟需要在一套地质网格中对其进行模拟。经典的地质统计学利用变差函数描述区域化变量的空间几何结构特性。变差函数的计算是基于两点进行统计的,对其描述主要涉及方位角、变程、块金值和基台值。为了在一套模拟网格中模拟出多个物源条件下储层的分布特征,必须在不同的位置设置不同的变差函数参数。文中给出了两种方法实现这一目的:一是采用人为分区,把不同物源影响的区域分成不同的区块,分别对不同的区块设置不同的变差函数参数;二是采用变方位角,即根据不同的位置设置不同的变差函数方位角。这两种方法都实现了在一套网格中模拟具有多个物源方向的储层分布,更真实地再现了储层的空间展布特征。     

Using Sequential Indicator Simulation as a Tool in Reservoir Description: Issues and Uncertainties

Flow simulation studies require an accurate model of the reservoir in terms of its sedimentological architecture. Pixel-based reservoir modeling techniques are often used to model this architecture. There are, however, two problem areas with such techniques. First, several statistical parameters have to be provided whose influence on the resulting model is not readily inferable. Second, conditioning the models to relevant geological data that carry great uncertainty on their own adds to the difficulty of obtaining reliable models and assessing model reliability. The Sequential Indicator Simulation (SIS) method has been used to examine the impact of such uncertainties on the final reservoir model. The effects of varying variogram types, frequencies of lithology occurrence, and the gridblock model orientation with respect to the sedimentological trends are illustrated using different reservoir modeling studies. Results indicate, for example, that the choice of variogram type can have a significant impact on the facies model. Also, reproduction of sedimentological trends and large geometries requires careful parameter selection. By choosing the appropriate modeling strategy, sedimentological principles can be translated into the numerical model. Solutions for dealing with such issues and the geological uncertainties are presented. In conclusion, each reservoir modeling study should begin by developing a thorough quantitative sedimentological understanding of the reservoir under study, followed by detailed sensitivity analyses of relevant statistical and geological parameters.     

Variance–Covariance Matrix of the Experimental Variogram: Assessing Variogram Uncertainty

Assessment of the sampling variance of the experimental variogram is an important topic in geostatistics as it gives the uncertainty of the variogram estimates. This assessment, however, is repeatedly overlooked in most applications mainly, perhaps, because a general approach has not been implemented in the most commonly used software packages for variogram analysis. In this paper the authors propose a solution that can be implemented easily in a computer program, and which, subject to certain assumptions, is exact. These assumptions are not very restrictive: second-order stationarity (the process has a finite variance and the variogram has a sill) and, solely for the purpose of evaluating fourth-order moments, a Gaussian distribution for the random function. The approach described here gives the variance–covariance matrix of the experimental variogram, which takes into account not only the correlation among the experiemental values but also the multiple use of data in the variogram computation. Among other applications, standard errors may be attached to the variogram estimates and the variance–covariance matrix may be used for fitting a theoretical model by weighted, or by generalized, least squares. Confidence regions that hold a given confidence level for all the variogram lag estimates simultaneously have been calculated using the Bonferroni method for rectangular intervals, and using the multivariate Gaussian assumption for K-dimensional elliptical intervals (where K is the number of experimental variogram estimates). A general approach for incorporating the uncertainty of the experimental variogram into the uncertainty of the variogram model parameters is also shown. A case study with rainfall data is used to illustrate the proposed approach.     

Variogram Model Selection via Nonparametric Derivative Estimation

Before optimal linear prediction can be performed on spatial data sets, the variogram is usually estimated at various lags and a parametric model is fitted to those estimates. Apart from possible a priori knowledge about the process and the user's subjectivity, there is no standard methodology for choosing among valid variogram models like the spherical or the exponential ones. This paper discusses the nonparametric estimation of the variogram and its derivative, based on the spectral representation of positive definite functions. The use of the estimated derivative to help choose among valid parametric variogram models is presented. Once a model is selected, its parameters can be estimated—for example, by generalized least squares. A small simulation study is performed that demonstrates the usefulness of estimating the derivative to help model selection and illustrates the issue of aliasing. MATLAB software for nonparametric variogram derivative estimation is available at http://www-math.mit.edu/~gorsich/derivative.html. An application to the Walker Lake data set is also presented.     

河流相油气储层的井震结合相控随机建模约束方法

河流相油气储层的研究传统上多是只依据井点资料,先在井上进行沉积相的划分,而后进行剖面相的分析,最后再结合平面沉积参数等值线图编制平面相图,这样往往会造成"见砂画河,吾跟勘探走"的局面,这种平面相图在井间可能存在着较大的误差。然而,平面相图的正确与否直接影响着储层建模中相控的结果。为此作者提出了一种井震结合进行沉积相图编制的新方法,即"以河找砂,指导勘探行"的思路,并在此基础上进行分层次地相控约束随机建模。同时提出相控建模的三个基本的约束条件,即首先要保证随机建模模型的"相序"符合地质规律;其次要保证建模实现的微相分布统计概率与单井沉积微相数据离散化至三维网格后的统计概率相一致;第三要确保三维数据中每种微相的变差函数特征与定量地质知识库一致。因而,从沉积形成与演化的成因角度来指导沉积储层随机建模过程,应用多参数协同、分层次约束的方法,以河道的平面展布和垂向演化来控制建模的结果,使其更逼近地下地质的真实。     

Implementation aspects of sequential Gaussian simulation on irregular points

The increasing use of unstructured grids for reservoir modeling motivates the development of geostatistical techniques to populate them with properties such as facies proportions, porosity and permeability. Unstructured grids are often populated by upscaling high-resolution regular grid models, but the size of the regular grid becomes unreasonably large to ensure that there is sufficient resolution for small unstructured grid elements. The properties could be modeled directly on the unstructured grid, which leads to an irregular configuration of points in the three-dimensional reservoir volume. Current implementations of Gaussian simulation for geostatistics are for regular grids. This paper addresses important implementation details involved in adapting sequential Gaussian simulation to populate irregular point configurations including general storage and computation issues, generating random paths for improved long range variogram reproduction, and search strategies including the superblock search and the k-dimensional tree. An efficient algorithm for computing the variogram of very large irregular point sets is developed for model checking.     

Assessment of alluvial aquifer heterogeneity and development of stochastic hydrofacies models for the Hat Yai Basin in Southern Thailand

In previous studies, the groundwater flow models formulated for the Hat Yai Basin were conventional and deterministic because the geologic heterogeneity of the alluvial aquifer system in the basin had not yet been assessed. This paper describes an effort to develop hydrofacies models, such that the spatial variability of the aquifer system can be represented in a systematic way. Variogram parameters that characterize the alluvial aquifer heterogeneity were determined. Based on these variogram parameters, an indicator-based geostatistical approach was used to develop hydrofacies models using sequential indicator simulation. The hydrofacies models indicate three distinct aquifer units, namely Hat Yai, Khu Tao, and Kho Hong aquifers, which is in good agreement with a conceptual model, and incorporates spatial variability as observed in field data from borehole logs. The hydrofacies models can be used in groundwater modeling and simulations.     

Hydraulic Effects of Shales in Fluvial-Deltaic Deposits: Ground-Penetrating Radar, Outcrop Observations, Geostatistics, and Three-Dimensional Flow Modeling for the Ferron Sandstone, Utah

Ground-penetrating radar (GPR) surveys, outcrop measurements, and cores provide a high-resolution 3D geologic model to investigate the hydraulic effects of shales in marine-influenced lower delta-plain distributary channel deposits within the Cretaceous-age Ferron Sandstone at Corbula Gulch in central Utah, USA. Shale statistics are computed from outcrop observations. Although slight anisotropy was observed in mean length and variogram ranges parallel and perpendicular to pale of low , the anisotropy is not statistically significant and the estimated mean length is 5.4 m. Truncated Gaussian simulation was used to create maps of shales that are placed on variably dipping stratigraphic surfaces interpreted from high-resolution 3D GPR surveys, outcrop interpretations, and boreholes. Sandstone permeability is estimated from radar responses calibrated to permeability measurements from core samples. Experimentally designed flow simulations examine the effects of variogram range, shale coverage fraction, and trends in shale coverage on predicted upscaled permeability, breakthrough time, and sweep efficiency. Approximately 1500 flow simulations examine three different geologic models, flow in the 3 coordinate directions, 16 geostatistical parameter combinations, and 10 realizations for each model. ANOVA and response models computed from the flow simulations demonstrate that shales decrease sweep, recovery, and permeability, especially in the vertical direction. The effect on horizontal flow is smaller. Flow predictions for ideal tracer displacements at Corbula Gulch are sensitive to shale-coverage fraction, but are relatively insensitive to twofold variations in variogram range or to vertical trends in shale coverage. Although the hydraulic effects of shale are statistically significant, the changes in flow responses rarely exceed 20%. As a result, it may be reasonable to use simple models when incorporating analogous shales into models of reservoirs or aquifers.     

Application of the EnKF and Localization to Automatic History Matching of Facies Distribution and Production Data

The performance of the ensemble Kalman filter (EnKF) for continuous updating of facies location and boundaries in a reservoir model based on production and facies data for a 3D synthetic problem is presented. The occurrence of the different facies types is treated as a random process and the initial distribution was obtained by truncating a bi-Gaussian random field. Because facies data are highly non-Gaussian, re-parameterization was necessary in order to use the EnKF algorithm for data assimilation; two Gaussian random fields are updated in lieu of the static facies parameters. The problem of history matching applied to facies is difficult due to (1) constraints to facies observations at wells are occasionally violated when productions data are assimilated; (2) excessive reduction of variance seems to be a bigger problem with facies than with Gaussian random permeability and porosity fields; and (3) the relationship between facies variables and data is so highly non-linear that the final facies field does not always honor early production data well. Consequently three issues are investigated in this work. Is it possible to iteratively enforce facies constraints when updates due to production data have caused them to be violated? Can localization of adjustments be used for facies to prevent collapse of the variance during the data-assimilation period? Is a forecast from the final state better than a forecast from time zero using the final parameter fields?To investigate these issues, a 3D reservoir simulation model is coupled with the EnKF technique for data assimilation. One approach to enforcing the facies constraint is continuous iteration on all available data, which may lead to inconsistent model states, incorrect weighting of the production data and incorrect adjustment of the state vector. A sequential EnKF where the dynamic and static data are assimilated sequentially is presented and this approach seems to have solved the highlighted problems above. When the ensemble size is small compared to the number of independent data, the localized adjustment of the state vector is a very important technique that may be used to mitigate loss of rank in the ensemble. Implementing a distance-based localization of the facies adjustment appears to mitigate the problem of variance deficiency in the ensembles by ensuring that sufficient variability in the ensemble is maintained throughout the data assimilation period. Finally, when data are assimilated without localization, the prediction results appear to be independent of the starting point. When localization is applied, it is better to predict from the start using the final parameter field rather than continue from the final state.     

Transition probability-based indicator geostatistics

Traditionally, spatial continuity models for indicator variables are developed by empirical curvefitting to the sample indicator (cross-) variogram. However, geologic data may be too sparse to permit a purely empirical approach, particularly in application to the subsurface. Techniques for model synthesis that integrate hard data and conceptual models therefore are needed. Interpretability is crucial. Compared with the indicator (cross-) variogram or indicator (cross-) covariance, the transition probability is more interpretable. Information on proportion, mean length, and juxtapositioning directly relates to the transition probability: asymmetry can be considered. Furthermore, the transition probability elucidates order relation conditions and readily formulates the indicator (co)kriging equations.     

Facies Modeling Using a Markov Mesh Model Specification

The spatial continuity of facies is one of the key factors controlling flow in reservoir models. Traditional pixel-based methods such as truncated Gaussian random fields and indicator simulation are based on only two-point statistics, which is insufficient to capture complex facies structures. Current methods for multi-point statistics either lack a consistent statistical model specification or are too computer intensive to be applicable. We propose a Markov mesh model based on generalized linear models for geological facies modeling. The approach defines a consistent statistical model that is facilitated by efficient estimation of model parameters and generation of realizations. Our presentation includes a formulation of the general framework, model specifications in two and three dimensions, and details on how the parameters can be estimated from a training image. We illustrate the method using multiple training images, including binary and trinary images and simulations in two and three dimensions. We also do a thorough comparison to the snesim approach. We find that the current model formulation is applicable for multiple training images and compares favorably to the snesim approach in our test examples. The method is highly memory efficient.     

Teacher's Aide Variogram Interpretation and Modeling

The variogram is a critical input to geostatistical studies: (1) it is a tool to investigate and quantify the spatial variability of the phenomenon under study, and (2) most geostatistical estimation or simulation algorithms require an analytical variogram model, which they will reproduce with statistical fluctuations. In the construction of numerical models, the variogram reflects some of our understanding of the geometry and continuity of the variable, and can have a very important impact on predictions from such numerical models. The principles of variogram modeling are developed and illustrated with a number of practical examples. A three-dimensional interpretation of the variogram is necessary to fully describe geologic continuity. Directional continuity must be described simultaneously to be consistent with principles of geological deposition and for a legitimate measure of spatial variability for geostatistical modeling algorithms. Interpretation principles are discussed in detail. Variograms are modeled with particular functions for reasons of mathematical consistency. Used correctly, such variogram models account for the experimental data, geological interpretation, and analogue information. The steps in this essential data integration exercise are described in detail through the introduction of a rigorous methodology.     

Teacher''s Aide Variogram Interpretation and Modeling

The variogram is a critical input to geostatistical studies: (1) it is a tool to investigate and quantify the spatial variability of the phenomenon under study, and (2) most geostatistical estimation or simulation algorithms require an analytical variogram model, which they will reproduce with statistical fluctuations. In the construction of numerical models, the variogram reflects some of our understanding of the geometry and continuity of the variable, and can have a very important impact on predictions from such numerical models. The principles of variogram modeling are developed and illustrated with a number of practical examples. A three-dimensional interpretation of the variogram is necessary to fully describe geologic continuity. Directional continuity must be described simultaneously to be consistent with principles of geological deposition and for a legitimate measure of spatial variability for geostatistical modeling algorithms. Interpretation principles are discussed in detail. Variograms are modeled with particular functions for reasons of mathematical consistency. Used correctly, such variogram models account for the experimental data, geological interpretation, and analogue information. The steps in this essential data integration exercise are described in detail through the introduction of a rigorous methodology.