Quantitative

Geostatistical Estimation Methods ...

Geosciences, LLP

Kriging and Collocated Cokriging

OK, so I have a variogram, how do I use it?

Azimuth = N15E

1
 Quantitative

Geostatistical Estimation Methods ...

Geosciences, LLP

Kriging and Collocated Cokriging

„ Structure/elevation „ Facies
„ Isopach „ Vsh
Net-to-gross / ratio
Sw
„
„
„ Net sand
„ Porosity ft (m) „ Rw
„ Porosity „ Seismic attributes
„ Permeability

Attributes to distribute in 2D or 3D

2
 Quantitative

Geostatistical Estimation Methods ...

Geosciences, LLP

Kriging

Kriging is an interpolation method

„ Does not attempt to reproduce the variability
„ Accounts for both distance and directional weighting
„ Exact, unbiased interpolator
„ Minimizes estimation error
„ Uses model of spatial continuity

Zo = ΣλaZa
Weights come from the spatial model

3
 Quantitative

Geostatistical Estimation Methods ...

Geosciences, LLP

Kriging Properties

Why use it?

ƒ Produces the best local (block) estimate

ƒ It is B.L.U.E.
ƒ Best (minimization of the error variance)
ƒ Linear (like others)
ƒ Unbiased (weights sum to unity - like others)
ƒ Estimate (average)

ƒ Provides the kriging estimation error map*

4
 Quantitative

Geostatistical Estimation Methods ...

Geosciences, LLP

Kriging Properties

Both distributions are unbiased

0 0
Error Variance

A B
- + - +

Inverse distance Kriging

Error variance for B is minimum

5
 How Kriging Works …
Quantitative
Geosciences, LLP

Search ellipse
parameters depend
upon:
ƒ data density
ƒ variogram parameters
ƒ spatial scales
ƒ anisotropy ratio
ƒ azimuth

Kriging: a Linear Estimator

Zo = λ1X1 + λ2 X2 + λnXn

Data Points: X1, X2, …, Xn

Weights: λ1, λ2, … , λn

6
 Quantitative

How Kriging Works …

Geosciences, LLP

Z2 Zo = ΣλaZa
Z3
Co= C * λ

C11 C12 C13 1 λ1 C01

C21 C22 C23 1 λ2 C02
Z1 x =
C31 C32 C33 1 λ3 C03
µ 1
1 1 1 0

Known Unknown Known

7
 How Kriging Works …
Quantitative
Geosciences, LLP

Z2 1.0
50

Z3 λ2 Covariance Model
30

C(h)
λ 0.5
Zo
30
30 50 .30
50 λ1
.15
0.0
Z1 0 30 50 100
distance

1.0 .15 .15 1 λ1 .30

.15 1.0 .15 1 λ2 .30
x =
.15 .15 1.0 1 λ3 .30
1 1 1 0 µ 1

8
 How Kriging Works …
Quantitative
Geosciences, LLP

Solve for the weights

Co= C * λ

λ = Co * C-1

Therefore, the estimated value =

Z*0 = λ1Zl + λ 2Z2 + λ 3Z3
Z*0 = .333Zl + .333Z2 + .333Z3

9
 Quantitative

How Kriging Works …

Geosciences, LLP

Kriging variance

Krigσ2 = C(c -λ1C(c - λ2C(c - λ3C(c +µ

00) 10) 20) 30)

Krigσ2 = 1 - [(.333)(.3)] - [(.333)(.3)] - [(.333)(.3)] + µ

Krigσ2 = .700 + µ

Do not use Krigσ2 as a true

measure of error

10
 Quantitative

How Kriging Works …

Geosciences, LLP

Cross Validation

A procedure to check the compatibility between a set of

data, the spatial model and neighborhood design.

ƒ Consider each data point Zi in turn, temporarily suppressing it

from the data set.
ƒ Re-estimate it from the surrounding data using the covariance
model.
ƒ Compare the re-estimated values (Zest) to the true values
(Ztrue) and compute the Re-estimation Error (RE = Zest - Ztrue).
ƒ Calculate the Standardized Error (SE = RE/skrig).

11
 Quantitative

How Kriging Works …

Geosciences, LLP

Cross Validation

Unbiased Model

12
 Quantitative

How Kriging Works …

Geosciences, LLP

Cross Validation

Biased Model

13
 Quantitative

How Kriging Works …

Geosciences, LLP

Impact of the Variogram Model

Spherical Model
No Nugget

Map of Porosity
Kriging Error

Model

14
 Quantitative

How Kriging Works …

Geosciences, LLP

Impact of the Variogram Model

Spherical Model
With a Nugget

Map of Porosity
Kriging Error

Model

15
 Kriging Computer Workshop …
Quantitative
Geosciences, LLP

„ Krig porosity using your saved model

„ Change model (directions, anisotropy, nugget)
„ Look at impact of model

16
 Quantitative

How Kriging Works …

Geosciences, LLP

Spherical Anisotropic Model

Spherical, no nugget

17
 Quantitative

How Kriging Works …

Geosciences, LLP

Exponential Anisotropic Model

Spherical, no nugget

18
 Quantitative

How Kriging Works …

Geosciences, LLP

Gaussian Anisotropic Model

Spherical, no nugget

19
 Quantitative

How Kriging Works …

Geosciences, LLP

Gaussian Anisotropic Model with Nugget

Gaussian, no nugget

20
 Quantitative

Kriging and Well Density …

Geosciences, LLP

7 Wells
To demonstrate early stage development we simulated the early development
of the North Cowden Unit using the actual order and location of the wells
drilled. The first seven wells drilled were used as the initial data, and a simple
map of porosity has been constructed using a standard computer mapping
algorithm. As expected, increasing detail is seen as additional wells are drilled.
Subsequent figures depict the map of porosity after 14 wells were drilled and
finally, 55.

3000. >=19.5
19
18
17
16
15
2000. 14
Y (Meter)

13
12
11
10
1000. 9
8
7
6
5
4
0. <3
0. 1000. 2000. 3000.
X (Meter) N/A

21
 Quantitative

Kriging and Well Density …

Geosciences, LLP

14 Wells

PHI

3000. >=19.5
19
18
17
16
15
2000. 14
Y (Meter)

13
12
11
10
1000. 9
8
7
6
5
4
0. <3
0. 1000. 2000. 3000.
X (Meter) N/A

22
 Quantitative

Kriging and Well Density

Geosciences, LLP

55 Wells
PHI

3000. >=19.5
19
18
17
16
15
2000. 14
Y (Meter)

13
12
11
10
1000. 9
8
7
6
5
4
0. <3
0. 1000. 2000. 3000.
X (Meter) N/A

23
 Quantitative

Data Integration Methods …

Geosciences, LLP

Collocated Cokriging

ρ = -.83

Acoustic Impedance

24
 Quantitative

Collocated Cokriging …
Geosciences, LLP

Zo = ΣλαZα + ΣβαTα + ψ0T0

Z1, T1 Z3, T3

λ3, β3
λ1, β1

Z0, T0 ψ0

λ2, β2

Z2,T2

25
 Collocated Cokriging …
Quantitative
Geosciences, LLP

Cz11 Cz12 Cz13 Czt11 Czt12 Czt13 λz1 Cz10

Czt01 1 0

Cz21 Cz22 Cz23 Czt21 Czt22 Czt23 λz2 Cz20

Czt02 1 0
Cz31 Cz32 Cz33 Czt31 Czt32 Czt33 λz3 Cz30
Czt03 1 0
Czt11 Czt12 Czt13 Ct11 Ct12 Ct13 βt1 Czt10
Ct01 0 1
Czt21 Czt22 Czt23 Ct21 Ct22 Ct23 βt2 Czt20
Ct02 0 1 X =
Czt31 Czt32 Czt33 Ct31 Ct32 Ct33 Ct03 0 1 βt3 Czt30

Czt01 Czt02 Czt03 Ct01 Ct02 Ct03 Ct00 0 01 ψt0 Ct00

1 1 1 0 0 0 0 00 µ0 1
0 0 0 1 1 1 1 00 µ1 0

26
 Quantitative

Variograms and Cross-Covariance …

Geosciences, LLP

Variogram on Impedance
Variogram on Porosity

Cross-variogram on Porosity & Impedance

27
 Sparse Data? No problem …
Quantitative
Geosciences, LLP

Seismic Acoustic Impedance

Anisotropic Variogram:
Seismic Acoustic
Impedance Seismic Acoustic
Impedance
Variogram Map

28
 Markov-Bayes Method …
Quantitative
Geosciences, LLP

Collocated Cokriging with additional assumptions

„ Variogram is computed from secondary variable

(e.g., seismic data)

„ The primary data (wells) variogram is a scaled

version of the seismic variogram: the scalar is the
variance ratio.

„ The cross-variogram is computed from the

correlation coefficient, r.

ALL MODELS HAVE THE SAME SPATIAL SCALES

29
 Quantitative

Kriging vs. Collocated Cokriging …

Geosciences, LLP

Kriging Porosity Collocated Cokriging

Porosity & AI
r = -0.83

30
 Quantitative

Collocated CoKriging Computer Workshop

Geosciences, LLP

„ Perform a Collocated Cokriging of Porosity with

seismic acoustic impedance with computed
correlation coefficient
„ Assess the impact of the correlation coefficient
„ -0.01
„ -0.1
„ -0.3
„ -0.5
„ -0.99

31
 Quantitative

Collocated Cokriging …
Geosciences, LLP

No seismic constraint r = -0.1

r = -0.3 r = -0.5

32
 Quantitative

Kriging, Well Density, and Soft Data …

Geosciences, LLP

The Markov-Bayes approach to collocated cokriging is applied to the data set consisting of
seven wells and the seismic data. The relationships described are used to calculate the
variogram of the primary data and the cross-variance between porosity at the wells and
acoustic impedance. The results using 7, 14 and 55 well solution are shown. Recall that
the wells used in each case are consistent with the order in which they were drilled.

33
 Kriging, Well Density, and Soft Data …
Quantitative
Geosciences, LLP

34
 Kriging, Well Density, and Soft Data …
Quantitative
Geosciences, LLP

35
 Quantitative

CASE STUDY …
Geosciences, LLP

GOM: Mississippi Canyon

Stacking Velocity & VSP Data
Seismic Time to Depth Conversion

36
 Quantitative
Geosciences, LLP

37
 Quantitative
Geosciences, LLP

38
 Quantitative
Geosciences, LLP

39
 Quantitative
Geosciences, LLP

40
 Quantitative
Geosciences, LLP

Validation

41
 Well & Seismic Velocities
Quantitative
Geosciences, LLP

VSP Two-Way Time

VSP Two-Way Time

VSP Velocity Stacking Velocity

42
 Quantitative

Well & Seismic Velocities

Geosciences, LLP

Uncalib Stacking Velocity

Calib Stacking Velocity

VSP Velocity VSP Velocity

43
 3D Variograms …
Quantitative
Geosciences, LLP

44
 Velocity Models …
Quantitative
Geosciences, LLP

5 of 100 Realizations

45
 Quantitative

Deterministic & Stochastic Velocity Models

Geosciences, LLP

Deterministic Velocity Cube Mean of 100 Stochastic

Velocity Cubes
(Kriging)
(Simulation)

46
 Quantitative
Geosciences, LLP

47
 Quantitative
Geosciences, LLP

10-5 Time Horizon

48
 Quantitative
Geosciences, LLP

Validation

49
 10-5 Sequence Depth Map
Quantitative
Geosciences, LLP

Time Velocity

Depth

50
 Quantitative
Geosciences, LLP

51
 Advantages of (Co)-Kriging …
Quantitative
Geosciences, LLP

„ Kriging is an exact interpolator (if the control point

coincides with a grid node).

„ Minimizes the Mean Square Error.

„ Uses a spatial model to bias the interpolation process.

„ Creates the most-likely out come (P50).

„ A robust technique (i.e., small changes in model

parameters equals small changes in the results).

„ Can help answer the question: Where is the best next

well location?

52
 Limitations of (Co)-Kriging …
Quantitative
Geosciences, LLP

„ (Co)- Kriging (like all interpolators) produces

smooth images of reality.
„ Short scale variability poorly reproduced.
„ Does not reproduce the total variability of the
phenomenon.

„ Requires a spatial covariance model, which may be

difficult to infer from sparse data.

„ Kriging variance:
„ Only a relative index of estimation reliability in
different regions.
„ Can not be used as a true estimation of kriging error
(i.e., smaller nugget or sill gives a smaller kriging
variance).

53
 Review Questions …
Quantitative
Geosciences, LLP

„ What is the difference between Kriging and

Collocated Cokriging

„ What are some good examples of using

Collocated Cokriging?

„ What happens to the variance in Kriging if the

sill is increased? Decreased? Why?

„ What is the impact of the Nugget on the kriging

estimate?, the kriging variance?

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