Editor: Clayton V. Deutsch, Department of Petroleum Engineering, School of Earth Sciences, Stanford University
Assistant Editor: Christopher J. Di Maggio, Department of Geological and Environmental Sciences, School of Earth Sciences, Stanford University
The annual NACOG meeting has always been a unifying and defining experience to the few that find time in theirbusy schedules to attend. Unfortunately, I missed this year but Sanjay Srinivasan, a Ph.D. student at Stanford, attended and has summarized the presentations.
Although this issue is devoted to review articles of the Sixth International Geostatistics Congress in Wollongong, I hope to return to the earlier style of concise problem statements, discussions, and an early, informal place to relate practical application hints. The geostatistical community in North America would be well served by a newsletter that disseminates such information in a timely and convenient fashion.
The cost and tedium of photocopying, labeling and mailing this newsletter has hampered its timely distribution. Our move to an electronic format should alleviate these problems. We will not, however, become a mailing list where you are drowned with poorly posed questions, self-promotion, commercial advertisements and excess repetition; Chris and I will edit and arrange the newsletter to avoid these pitfalls. Another pitfall we hope to avoid is becoming Stanford-centric. You can help us avoid this problem by sending in contributions. It is most convenient for us to walk down the hall in search of material.
Send in your comments, suggestions and contributions to ensure a lively and interesting newsletter.
Clayton V. Deutsch
This edition of the Geostatistics newsletter brings many changes. It will be the last paper edition, but also the first edition posted on our new site on the world-wide-web, "http://www-leland.stanford.edu/group/nacog" . This change will allow the newsletter to overcome a number of difficulties, such as the escalating cost of paper publication and distribution. The newsletter will remain quarterly; check this site after March 30, 1997 for the Winter, 1997 edition.
In the future, this site will provide easy access to backissues, useful software and a directory of NACOG members, related organizations and other geostatistics references.
If this new format presents a difficulty for you because of internal network restrictions at your institution, please provide me with your email address (dimaggio@pangea.stanford.edu) and I will send you the newsletter file for viewing.
Your help will be invaluable in developing this site and this newsletter. Please mail or email any questions, comments, suggestions or submissions to the editors at the addresses below.
Clayton V. Deutsch
Department of Petroleum Engineering
Stanford University
Stanford, CA 94305-2220
clayton@pangea.stanford.edu
Christopher J. Di Maggio
Department of Geological and Environmental Sciences
Stanford University
Stanford, CA 94305-2115
dimaggio@pangea.stanford.edu
Christopher J. Di Maggio
Assistant Editor
School of Mines, University of Guanajuato, Mexico
Precision of Indicator Kriging and Cokriging by Vinicio Suro-Perez
The presentation demonstrated the deviation of the conditional probability distributions derived by indicator kriging and indicator cokriging from the "true" conditional distributions calculated from exhaustive data. The deviation is explained as being due to the use of two-point statistics in estimation when the data exhibits multipoint characteristics. Another reason for the difference in the distributions could also be the order relations corrections applied in traditional indicator kriging.
Geostatistics Applied to Mine Waste Remediation and Characterization (at Leadville, Colorado) by Antonio Nieto Vega
The process of identifying lead contaminated soil areas using geostatistical tools was presented. Four datasets from Leadville County, Colorado were statistically analyzed and four different populations, related to residential domains, were identified. Variogram analysis was performed to characterize spatial variability on the data sets. Significant spatial correlation was found within the study domain and this was utilized to estimate the level of contamination at unsampled locations using ordinary kriging and indicator kriging. A cross validation study found indicator kriging to be the best estimator with the minimum overestimation bias.
Comparative Study of Volume Variance Techniques in Geostatistics by Kadri Dagdelen
Recoverable reserve estimation is strongly dependent on the variance correction applied to the local grade distributions. The talk covered various methods for correcting variance and the resultant impact on recoverable reserve estimates. The affine correction, indirect lognormal correction and simulation methods were evaluated.
Redefining the spatial support of environmental data in the Regional HydroEcological Simulation System by Jennifer Dungan
The transport processes involved in ecological modeling were enunciated as was the use of probability field simulation to obtain vegetation maps. A novel feature was the use of Bayesian analysis (of prior information) on varying support to develop the conditional cdfs. This replaced the conditional distribution obtained by kriging.
Determining locations for second-phase sampling in environmental site characterization by Sean A. McKenna
The use of geostatistical techniques to identify additional sampling locations was the focus of this talk. The presenter pointed out that the optimal locations are a function of the remediation action level, the costs of sampling and remediation, as well as the degree of risk the governing regulatory body is willing to accept in not meeting the remediation goals. Many techniques have been proposed in the literature to determine these optimal locations (e.g., kriging variance, variability between simulations, probability indicator kriging, etc.). The results of these various techniques in terms of the estimated optimal locations and in terms of their accuracy in making the correct remediation decisions and lowering overall costs were compared on an exhaustive data set. The differences between the results from different techniques were discussed and the impact on environmental remediation plan highlighted.
Ranking of Stochastic Realizations by Sanjay Srinivasan
Various schemes for ranking multiple stochastic realizations were described and demonstrated with a case study. Since flow simulation is computationally demanding, ranking of geostatistical realizations to identify the low-side, expected and high-side realizations enables the uncertainty in reservoir flow performance to be predicted using a reduced number of flow simulations. The presentation demonstrated that reservoir management is improved when expected and bounding cases are considered rather than using a limited number of ``random'' realizations.
Soil erosion mitigation through spatial simulation & prediction of forest duff consumption during prescribed fires by Stan Miller
An intesting application of spatial simulation is to predict the fire consumption of forest floor organics (duff), material which helps to retain soils is presented. The study focused on the investigation of soil erosion following forest fires. Sequential Gaussian simulation has been used to simulate pre-burn duff thickness, moisture content, and post-burn duff thickness in a selected study area. The resultant spatial realizations of pre-burn duff thickness and moisture content were used to predict post-burn duff thickness.
Non-Ergodic Variogram and Local Kriging by Marco Alfaro
The talk focussed on the dangers of using the non-ergodic variogram when data are clustered. The worst case example is that of a string of data with mostly zeros along the string, but a few values above zero in the middle of the string. The proposed solution to this problem is to consider a family of variograms from which a single variogram is chosen for each local estimation problem. The choice of each local variogram would be concerned with minimizing error at locations with large kriging weights . A program that used a power-law variogram was demonstrated. The exact power value was determined by doing cross-validation within every search neighborhood.
Geostatistical modeling for the semi-arid land surface by Fernando Avila
The talk briefed the audience on an extensive environmental monitoring program currently underway in a basin on the Arizona-Sonora border. The goal is to monitor ecological and hydrological changes within the basin. The talk dealt with using Hilbert space to look at both point and non- point support variables as continuous functions. A preliminary model treating monitoring instruments as filters utilizing the concepts of "data space" and the "model space" is being developed. Within the model space, data is only seen through the filter of the measuring instruments.
Data Aggregation in Geostatistics and the Prediction of Non-linear Transformation of Random Functions by Miguel Ancona
Current research on a generalization of "constrained kriging" as proposed by Noel Cressie in 1993 was the topic of this talk. The presenter was concerned that for variables with measurement error the unbiasedness constraint is too restrictive and the mean squared error (MSE) should be retained.
Department of Petroleum Engineering, Stanford University, Stanford, California, USA
The Fifth International Geostatistics Congress took place September 22-27 in Wollongong, 80 kilometers from Sydney, Australia. The venue, on the expensive side, provided superb conference accommodations and magnificient sea views but few side activities which held the delegates together fostering ample after-sessions discussions. Two hundred and ten delegates from 25 different countries attended with over 100 papers presented orally and ten others through posters. The range of topics presented was extremely large from abstract methodology to analysis of ryegrass distribution and modeling of fluvial reservoirs. The quality of papers was equally variable but befits the concept of an open congress establishing the state of a discipline, including samples at the poor end.
Morning plenary sessions were dedicated to papers labeled "theory" with afternoon sessions focusing on mining, petroleum and environmental applications. Many morning session papers were repeats of established theory and did not deserve plenary audience, while some outstanding developments using actual data were relegated to afternoon sessions. I would only mention the paper by Pierre Goovaerts "Accounting for Local Uncertainty in Environmental Decision-Making Processes" and that by Ian Glacken "Change of Support and Use of Economic Parameters for Block Selection," both breaking new ground in basing the selection problem in economical terms accounting for spatial uncertainty. The snobbish bias towards "theory" started at GEOSTAT Troia 1992 should be stopped; excellent case studies and innovative developments tuned to a particular problem or even a specific data set deserve wider attention, for they can seed novel general methodology. Plenary sessions should be reserved for the best papers, not only for theory-labeled abstracts and heavy-weight authors. The problem, for which I have no solution, is how to uncover the gems in some 100 papers reviewed by as many different reviewers with widely variable dedication to their task; all this within the few months preceding a congress. Remember, an abstract - even an extended abstract - is often no indication of the actual content and quality of a paper.
Notable observations I drew from GEOSTAT Wollongong 96 were, in no particular order as I write this review in a plane back to the U.S.:
In this last regard I would take opposition to a comment made that geostatistics could reside (and be taught) in statistical departments. This would be the sure kiss of death of our discipline or, if geostatistics is not a discipline, of our engineering ingenuity. I beg for geostatistics to stay in the hands of the practitioners - mining, petroleum and forestry engineers, geologists, agronomists - those who see geostatistics as a set of useful tools, not an academic end.
The Fifth Congress voted for the centurymark GEOSTAT 2000 to be hosted by South Africa in Capetown, a heartfelt decision that underlines South Africa's (and Danie Krige's) original contribution to geostatistics. I have a dream, that of an opening session with Professors Danie Krige and Georges Matheron jointly dedicating this new century to all the young bright minds who will make geostatistics into what we only dreamt it could be.
A.G. Journel
United Airlines flight 862
Sydney-SFO
September 27, 1996
Professor Andre G. Journel (Andre) gave the opening address at the congress. His presentation on "the abuse of principles in model building and the quest for objectivity" set the tone for the conference: questioning and challenging. R. Mohan Srivastava's (Mo) closing presentation "Matheronian geostatistics: where is it going?" placed an emphasis on more science and professionalism; a worthy goal for the future.
In Andre's customary manner he insisted that (1) models are required to go anywhere beyond data, (2) there is no unique model hence no objective model, (3) uncertainty is model-based, therefore (4) there can be no objective assessment of uncertainty. As an apparent counter example, Mo presented a 20 grid node example. Subject to the constraints of 10 black, 10 white, and a specific lag 1 correlation, there are exactly 276 outcomes -- a space of uncertainty defined without choosing a model. There is no inconsistency between Andre's logic and Mo's neat example. Mo and Andre agree that, in practice, the combinatorial explodes leading to an almost infinite space of uncertainty. A reservoir of modest size would have 10^8 data-support cells, 3 attributes, and 10 possible values for each attribute. There are then 10^30,000,000 possible combinations! Of course, this would be reduced by soft constraints such as spatial statistics -- we find ourselves back to a model of some kind!
Andre exhorted the congress delegates not to hide behind buzzword principles in choosing a model:
Questions/comments after Andre's talk included (1) how many data are needed? -- no universal answer, (2) comment that, in a Bayesian setting, second order uncertainty may capture first order uncertainty -- should forget second order uncertainty and go for the big uncertainty, such as the model choice, and (3) there was a comment that the presentation of maximum likelihood was inappropriate and that new developments should be considered.
Mo presented his assessment of the health of the geostatistics community. He rightfully encouraged us (the geostatistics community) to reflect on our shortcomings and to be our own worst critics. As an example, Mo focused attention on six issues:
Questions/comments after Mo's talk included (1) career path potential is greater than implied, (2) the practical space of uncertainty is too large -- would like to know about the realizations that can not be generated, (3) should keep the geostatistics bibliography alive by selling, putting on the net, or coordinating regional groups, and (4) there is an important distinction between error and uncertainty and we have to guard against inappropriate applications -- Mo agreed "model truth, not error".
This paper by Dowd represents an interesting combination of existing simulation techniques to solve a common problem in the evaluation of mineral deposits; that where the distribution of a categorical or quantitative variable (e.g. a gold grade) is strongly influenced by the distribution of a categorical or qualitative variable (e.g. the presence or absence of quartz veins). This is a common scenario in structurally-controlled mineralization such as quartz vein-controlled gold deposits. The technique proposed by Dowd is the cosimulation of categorical and quantitative data using conditioning data of both types.
Simulation is a two-pass process. In the first pass, the categorical variables are simulated by a truncated Gaussian field generated by a standard sequential algorithm; in the second pass, the grade variable is co-simulated using for conditioning the categorical data previously simulated and the grade data, and utilizing the cross-variogram between categorical and grade values. Transformations are proposed via cumbersome Hermite expansions but may be achieved more efficiently with a standard normal scores transform.
Dowd describes two case studies, one with only two categories (the presence or absence of a quartz vein), and the second with four lithological categories in addition to the presence or absence of a controlling reef structure. In this latter example, a double truncated Gaussian technique is used to overcome the sequence-of-categories problem.
While the methodology conceptually shows promise, the paper raises a number of questions:
Notwithstanding these caveats, the problem addressed and the approach proposed are worthy of further investigation and would require a fully-enumerated case study.
This paper describes a multi-population stochastic modeling approach to construct regional average velocity by combining average velocity derived from well data and stacking velocity derived from velocity analysis of seismic data. The key idea is to first separate the total field into several ``patches'' with relatively homogeneous statistics, the boundaries of which may be soft or hard, depending on the confidence of the separation. Then, through bivariate cluster analysis of the average velocity vs. seismic information, an interval for the average velocity is determined by the minimum and maximum values of the conditional distribution in the appropriate cluster. Finally, the average velocity is simulated using a ``mixture'' stochastic algorithm that can handle the multiple populations. The mixture algorithm considers two different avenues to derive the local ccdf's, depending on whether the boundaries between patches are hard and soft:
This mixture algorithm smoothes the discontinuity between patches, a problem when simulating a relatively continuous variable such as average velocity. The weighting scheme of the patch-specific local ccdf's depends only on the number of data points falling within each patch. This may not be appropriate if the data are clustered, in which case declustering weights should be used. Also, one might consider giving more weight to data falling within the same patch as the simulated node. An even better way would be to use a variogram distance to calculate the weight. Another comment relates to the constraint interval of the average velocity as obtained from the conditional distribution given seismic information. Instead of using a Gaussian distribution constrained only by these bounds, I would suggest to indicator-code the whole prior cdf given the seismic information; this would allow using more of that prior information.
The proposed method attempts to overcome the inability of the original truncated Gaussian algorithm to handle lithofacies with different anisotropies. The idea is to simulate lithotypes via truncation of two or more Gaussian RFs, correlated or not, each having different anisotropy.
The truncated plurigaussian RF model calls for:
The authors limit their investigation to the case of only two Gaussian RFs (Z1, Z2). They partition the Z1-Z2 plane by rectangles parallel to the axes Z1 and Z2 = constant. The first step involves the layout of the rectangles in the Z1-Z2 plane and relies on geological interpretation. The Z1-Z2 correlation coefficient, which controls the degree of ordering of the lithofacies (smooth or abrupt transitions), is to be determined by trial-and-error in order to match sample indicator variograms.
The second step is the determination of the four thresholds (two for each RF) defining the locus of each lithotype in the Z1-Z2 plane. If the partition is a rectangle, the relationship between the lithotype proportion, the correlation coefficient and the threshold values can be derived. But the problem is the back calculation of the thresholds given the proportions, an ill-defined problem if each lithotype is considered separately. The authors consider the simplest case, in which grouping of the lithotypes leads to infinite threshold values for one of the Gaussian functions. The other threshold values are determined first for the lithotype groups and then for each individual lithotype. This step also calls for expert knowledge and, in the general case, for a global optimization procedure.
Finally, given the variogram models of the Gaussian RFs and their correlation coefficient at lag zero, the variogram and cross-variogram models of the lithotype indicators are computed. Again, the inverse problem, that is, reproduction of the original anisotropic facies indicator variograms, requires an iterative trial-and-error process. The task of conditioning the simulations to lithotype data is done through yet another trial-and-error iterative algorithm of Geman & Geman type.
In conclusion, the algorithm faces very difficult, ill-conditioned inverse problems. As it stands now, it relies on many ad hoc decisions and is still a long way from a practically sound solution.
This paper presents a methodology to simulate sub-seismic faults using a marked point process (MPP). Assuming that the slip distribution along the fault is maximum at the center of the fault and zero at its extremities and that there exists a scaling relationship between fault length and maximum displacement along the fault, it suffices to model the spatial distribution of the fault center points. To fully characterize each fault, a length value is drawn from a power law distribution and an orientation is drawn from a Gaussian distribution. Variations of the traditional Poisson process are considered to ensure clustering of faults through variations in point densities (e.g. inhomogeneous Poisson, cluster point model, Gibbs point model).
The case study consists of a 2D map of seismically identified faults. Faults of length less than 600 m., which seem to appear in clusters, were isolated. The density maps of these small faults was estimated distinctly from larger faults by factorial kriging. The resulting point density map is claimed to match the "true" one; details and results are not shown, while variograms are shown but do not make sense. Accounting for this density map, the small fault population was simulated using MPP. It was concluded that the resulting simulations resemble the true image. The same method was then used to infer sub-seismic faults (of lengths less than 10 m.).
The paper shows that MPP can honor spatially varying density, thus reproducing the clustering characteristics of small fault patterns. In addition to the parameter inference required by MPP, the challenge here is to infer the point density maps. This was done through factorial kriging, a process unfortunately not described in the paper. In any case, the spatial variability of small scale features could only be inferred through knowledge of the spatial variability of the density of the whole fault population, so it seems odd that the spatial variability in density of small fault centers could be extracted from only the knowledge of the density variations of the centers of the larger, seismically visible faults.
This paper presents a model for the simulation of fracture patterns using simulated annealing. Fractures are constructed as objects made up of different segments. The fractures can grow, shrink (add or remove a segment), die or be born, jump and rotate. These are modeling concepts which are not related to the actual genesis of fracture propagation; they are merely perturbation mechanisms used for the optimization routine. The simulation stops when certain criteria are met: fractal dimension (related to the density and clustering of fractures), histograms of fracture lengths and orientations, and a number of fracture intersections.
The method is straightforward, at least in 2D. It allows more flexibility in defining fracture shapes than a conventional object technique with each fracture being a single object, but its implementation in 3D would probably be tedious. Inference of the conditioning parameters required by the algorithm appears ad hoc and could be a drawback of the technique. Orientations, lengths, and especially the number of fracture intersections are not parameters which can be clearly exported from analog data. The fractal dimension of a fracture network is also a very controversial concept. Few fracture patterns are actually fractal. Crucial spatial information is lost when reducing density and clustering to such a single number as the fractal dimension.
Please send information to the editors.
IAMG 1997 Conference, Barcelona, Spain, September 22-27, 1997.
Comments, questions and submissions are welcomed. Please send your contributions to the editors at the addresses below.
Clayton V. Deutsch
Department of Petroleum Engineering
Stanford University
Stanford, CA 94305-2220
clayton@pangea.stanford.edu
Christopher J. Di Maggio
Department of Geological and Environmental Sciences
Stanford University
Stanford, CA 94305-2115
dimaggio@pangea.stanford.edu