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Ordinary Kriging

GP3206 Geostatistics Week-10


Ordinary Kriging
✓ In simple kriging procedure, we assume the mean value 𝒎 𝒖 is known, which
reduces to 𝒎 because of the first order stationary assumption.
✓ In practice, however, the true global mean is rarely known, unless we
assume the sample mean is the same as the global mean.
✓ Further as seen before, the local mean within the search neighborhood may
vary over the region of interest.
✓ Consider the equation needed for simple kriging:
𝑛

𝑋 ∗ 𝑢𝑜 = 𝜆𝑜 + ෍ 𝜆𝑖 𝑋 𝑢𝑖
𝑖=1

✓ The unbiased condition requires:

𝐸 𝑋 ∗ 𝑢 𝑜 − 𝑋 𝑢𝑜 =0
Ordinary Kriging
✓ If we assume:

𝐸 𝑋 ∗ 𝑢𝑜 = 𝐸 𝑋 𝑢𝑖 = 𝑚 𝑢𝑜

where 𝑚 𝑢𝑜 represents the mean within search neighborhood of


location 𝑢𝑜 , we write:

𝜆𝑜 = 𝑚 𝑢𝑜 1 − σ𝑛𝑖=1 𝜆𝑖

✓ However, we force 𝜆𝑜 to be zero, if we assume:


𝑛

෍ 𝜆𝑖 = 1
𝑖=1
Ordinary Kriging
✓ The estimate is written as:
𝑛

𝑋 ∗ 𝑢𝑜 = ෍ 𝜆𝑖 𝑋 𝑢𝑖
𝑖=1

✓ By forcing 𝜆𝑜 to be zero, the necessity for requiring the mean value is


eliminated.
✓ We relax the assumption that first-order stationary be strictly satisfied, by
assuming the local mean is dependent on the location.
✓ In the unbiased condition, we are required to satisfy the minimum variance
condition, and the result is:

σ𝑛𝑗=1 𝜆𝑗 𝐶 𝑢𝑖 , 𝑢𝑗 + 𝜇 = 𝐶 𝑢𝑖 , 𝑢𝑜 for 𝑖 = 1, … , 𝑛.
Ordinary Kriging
✓ 𝝁 is Lagrange parameter, and 𝑪 is the covariance.
✓ In matrix form, the equation is written as:

𝐶 𝑢1 , 𝑢1 … 𝐶 𝑢1 , 𝑢𝑛 1 𝜆1 𝐶 𝑢1 , 𝑢𝑜
⋮ ⋮ ⋮ ⋮ ⋮
𝐶 𝑢𝑛 , 𝑢1 … 𝐶 𝑢 𝑛 , 𝑢𝑛 1 𝜆𝑛 = 𝐶 𝑢𝑛 , 𝑢𝑜
1 1 1 0 𝜇 1

✓ To solve 𝜆𝑖 we write in matrix form:

−1
Λ = 𝐶 𝑐

✓ Once 𝜆𝑖 is calculated, the estimate 𝑋 ∗ 𝑢𝑜 , is obtained, we estimate the error


variance as:
𝑛

𝜎𝐸 2 = 𝐶 𝑢𝑜 , 𝑢𝑜 − ෍ 𝜆𝑖 𝐶 𝑢𝑖 , 𝑢𝑜 − 𝜇
𝑖=1
Ordinary Kriging
𝑥 𝑢1 = 20, 𝑥 𝑢2 = 50
𝑥 𝑢3 = 30, 𝑥 𝑢4 = 100

The variogram models:


a. 𝛾 𝐿 = 100𝑀𝑆500 𝐿
b. 𝛾 𝐿 = 50 + 50𝑀𝑆500 𝐿
c. 𝛾 𝐿 = 100𝑀𝑆500 𝐿 east/west direction
𝛾 𝐿 = 100𝑀𝑆250 𝐿 north/south direction

Estimate the value and the error variance at


the location 𝑢𝑜 with the previous three
models for both configurations.
Ordinary Kriging
✓ The error variance for Configuration 1 is
higher than the error variance for
Configuration 2.
✓ The data is better distributed for
Configuration 1 but the information is
better obtained in Configuration 2
because the two closest points from the
unsampled location in Configuration 1 are
aligned in the direction of minimum
continuity, and in Configuration 2 the
points are aligned in the direction of
maximum continuity.
Ordinary Kriging
✓ The error variance is a quantitative indicator of the surrounding sample
configuration.
✓ The relative variogram distances among the sample points must be examined
rather than the physical distances.
✓ If more points are located in the direction of maximum continuity, they may
provide more information about the unsampled location than apparently well
distributed samples.
✓ An unsampled location surrounded by well distributed samples in terms of
variogram distance has a smaller error variance than a corresponding
surrounded by less informative samples.
✓ In this field example, ordinary kriging is used to cross validate the gross
thickness of Flow Unit 5.
✓ In ordinary kriging, the mean changes from location to location, while in simple
kriging the mean is fixed and equal to the global mean of the data.
✓ The assumption of constant mean of first-order stationarity is not adequate.
Ordinary Kriging Cross Validation
Simple Kriging Ordinary Kriging
Ordinary Kriging Cross Validation
Simple Kriging Ordinary Kriging
Ordinary Kriging Cross Validation
✓ Both techniques provide similar
estimates of gross thickness.
✓ Simple kriging estimates are
slightly better than ordinary kriging
for values smaller than the mean
of the data.
✓ The ordinary kriging works better
for large values greater than the
mean.
✓ The ordinary kriging tends to
overestimate gross thickness as
the magnitude of data increases.
Ordinary Kriging to Generate Gross
Thickness Maps
Simple Kriging Ordinary Kriging
Ordinary Kriging to Generate Gross
Thickness Maps
✓ In this field example, both techniques
yield similar results.
✓ The most differences occur for gross
thickness between 4 and 7 ft.
✓ The statistical parameters for both
techniques are very similar.
Ordinary Kriging to Generate Gross
Thickness Maps

Simple Kriging Ordinary Kriging


Ordinary Kriging to Estimate
Original Oil in Place (OOIP)
One of the common applications of kriging is to estimate reserves. This field
example shows how maps of porosity and gross thickness are used to estimate
original oil in place (OOIP).

The following information is given.


Variogram models for Flow Unit 5 porosity are:

𝛾 𝐿 = 10 + 30𝑀𝑆4,000 𝐿 major direction: east/west

𝛾 𝐿 = 10 + 30𝑀𝑆10,000 𝐿 minor direction: north/south


Ordinary Kriging to Estimate
Original Oil in Place (OOIP)
✓ Porosity has spatial trends similar to the
gross thickness map, resulting from
similarities in the data configuration and
variogram directions.
✓ The highest porosities are in the middle of
the map and extend east/west.
Ordinary Kriging to Estimate
Original Oil in Place (OOIP)
Ordinary Kriging to Estimate
Original Oil in Place (OOIP)
✓ The mean, variance, and median of the kriging estimates are very similar to the
conditioning data.
✓ The extreme values of the data are not recognized by kriging.
✓ OOIP is calculated with gross thickness and porosity maps generated with
ordinary kriging.
✓ OOIP in stock tank barrel (STB) for each gridblock in the map is given by:

𝐴 × ℎ × 𝑛𝑔 × 𝜙/100 1 − 𝑆𝑤
𝑂𝑂𝐼𝑃 =
5.615 × 𝐵𝑜

𝐴 = the surface area of a block ( 200 x 200 = 40,000 ft2)


ℎ = gross thickness (ft) 𝑆𝑤 = the water saturation
𝑛𝑔 = net to gross ratio 𝐵𝑜 = the formation volume factor (res bbl/STB)
𝜙 = porosity (%)
Ordinary Kriging to Estimate
Original Oil in Place (OOIP)
✓ The map shows that the highest OOIP is in the middle section of the map,
which coincides with the areas of greatest thickness and porosity.
✓ The total OOIP for the map area is calculates by adding the values of all
gridblocks, is 8,502,974 STB
Block Estimation
✓ Block estimation involves the estimation of gridblock values using an ordinary
kriging procedure. The basic estimation equation is written as:
𝑛

𝑋𝑣 ∗ 𝑢𝑜 = ෍ 𝜆𝑖 𝑋 𝑢𝑖
𝑖=1

where the subscript 𝑣 = the block estimate

✓ If we apply the unbiased condition and minimum variance, we ultimately


develop an equation in matrix form:

𝐶 𝑢1 , 𝑢1 … 𝐶 𝑢1 , 𝑢𝑛 1 𝜆1 𝐶𝑣 𝑢1 , 𝑢𝑜
⋮ ⋮ ⋮ ⋮ ⋮
𝐶 𝑢𝑛 , 𝑢1 … 𝐶 𝑢 𝑛 , 𝑢𝑛 1 𝜆𝑛 = 𝐶𝑣 𝑢𝑛 , 𝑢𝑜
1 1 1 0 𝜇 1
Block Estimation
✓ The error variance is estimated as:
𝑛

𝜎𝐸 2 = 𝐶𝑣𝑣 𝑢𝑜 , 𝑢𝑜 − ෍ 𝜆𝑖 𝐶𝑣 𝑢𝑖 , 𝑢𝑜 − 𝜇
𝑖=1

where 𝐶𝑣𝑣 𝑢𝑜 , 𝑢𝑜 = the block variance, and 𝜇 = the Lagrange parameter.

✓ The overall block kriging procedure remains very similar to point kriging, with
the exception of point-block covariance estimates.
✓ The limitation, described for block kriging, still applies. It can only be applied to
variables that can be arithmetically averaged.
Thank You
References
Kelkar, M. & Perez, G. Applied Geostatistics for Reservoir Characterization. Society of Petroleum
Engineers, 2002.