COPE SHOHOHSOVOVHOEUEUSEUEUEECEEECECEEECEE EES UNIVERSITY OF ALBERTA Department of Civil & Environmental Engineering School of Mining and Petroleum Engineering MIN E 612: Geostatistical Methods for Modelling Earth Sciences Data First Semester 1998/99 Prof. Clayton V. Deutscho~ PSOSSSSSSSHSSHOSSSSSESSSHSSEEEEEELEEEEEEGCEELELEEEESI MIN E 612: Geostatistical Methods for Modelling Earth Sciences Data First Term 1999 / 2000 * Class meets on Tuesday and Thursday from 8:00 AM to 9:20 PM in CME 340. # Instructor: Clayton V. Deutsch, CEB 219, edeutsch@civil.ualberta.ca * Course Description: Geostatistical methods are presented for characterizing the spa- tial distribution of regionalized variables such as ore grades, porosity, permeability, and contaminant concentrations. This class focues on the geostatistical methodolo- gies for quantifying spatial variability with variograms / covariance functions, esti- mation with kriging techniques, and stochastic simulation with Gaussian, indicator, and annealing-based methods. Important subjects such as uncertainty quantifica- tion, volume-variance relations, and modelling with multiple variables will also be addressed. Case studies will be presented from inining, petroleum, and environmental engineering, Students will undertake a variety of theoretical and practical assign- ments. Prerequisite: Consent of Instructor (*3) '* Grading: Final grades will be established on the following basis: Assignments and Quizres 50 % Midterm Examination 20 % Final Examination 30% © Reguired Course Tezt: acquire the following from the bookstore: ~ Deutsch, C. V. and A. G. Joumnel, GSLIB: Geostatistical Software Library and User's Guide, Second Eaition, Oxford University Press, New York, NY, 1997 ~ Deutsch, C. V., Geostatstical Reservoir Modeling, to be published by Oxford University Press. Draft provided to students, + Supplementary Reading: at the library ~ Journel, A. G., and Ch. J. Buijbregts, Mining Geostatistics, Academic Press, New York Ny, 1978 ~ Isaaks, E. H., and R. M. Srivastava, An Introduction to Applied Geostatistics.Oxford University Press, New York, NY, 1989 ~ Govaerts, P.. Geostotistics for Natural Resources Evaluation, Oxford University Press. New York, NY, 1997 ‘© Get a 2-2 1/2 S-ring binder for class notes and copies of relevant papersMIN E 612: Geostatistical Methods for Modelling Earth Sciences Data Syllabus September 9 September 14 September 16 September 21 September 23 September 28 September 30 Octaber 5 October 7 October 12 October 14 October 19 October 21 October 26 October 28 ‘November 2 November 4 November 9 November 16 November 18 November 23 November 25 ‘November 30 December 2 December 7 o1 05 06 o7 10 uu 12 13 4 15 16 7 18 19 2 22 23. Overview of the Course Statistics Review and Notation Bivariate and Conditional Statistics Data Transformation, Monte Carlo Simulation, and the Bootstrap Declustering, Stationarity, and Statistical Inference Variograms, Covariances, and Correlations for Spatial Continuity Modelling Variograms for Spatial Inference Cross Variograms and Other Measures of Continuity Dispersion Variances and Change of Support Simple Kriging for Mapping Applications Other Forms of Kriging and Their Place ‘Sequential Gaussian Simulation Practice of Gaussian Simulation / Integration of Soft Data ‘Midterm Indicator Formalism for Categorical Variable Simulation ‘Truncated Gaussian Simulation / Image Cleaning Object Based Modelling of Lithofacies Indicator Formalism for Continuous Variables Siraulated Annealing for Geostatistical Applications Model Selection / Cross Validation Gridding and Scale Up for Forward Modelling Application of Models of Spatial Uncertainty ‘Loss Functions for Decision Analysis Applications from Mining / Petroleum Applications from Environmentai / Agricultural /Geostatistical Methods for Modelling Earth Sciences Data MIN E 612 First Term 1998 MIN E 612: Geostatistical Methods for Modelling Earth Sciences Data Lecture 01: Statistics Review and Notation Outline: « Random variables / basic notation « Probability density functions: notation, parametric, PDF / CDF e Summary statistics for continuous and categorical variables e Moments and expected values e Recall of elementary algebra and math concepts e Uniform, Dirac. and Normal! distributions References: ¢ Fundamentals of Geostatistics in Five Lessons by A. G. Journel e Spatial Statistics by B. D. Ripley « Theory and Problems of Statistics by M. R. Spiegel (Schaum's Outline Series in Mathematics by McGraw-Hill Book Company}Geostatistical Methods for Modelling Earth Sciences Data MIN £ 612 First Term 1998 Some Definitions Statistics is concerned with mathematical methods for collecting, organizing, and interpreting data, as well as drawing conclusions and making reasonable decisions on the basis of such analysis. Geostatistics is a branch of applied statistics that emphasizes (1) the geological context of the data, {2) the spatial relationship be- tween data, and {3} the different volumetric support and precision of the data. Instead of examining the entire “group”, called the population, one usually examines a small part of the group called a sample. If the sample is representative, conclusions about the population can often be inferred. Such inference is called inductive statistics or statistical inference. Because such inference cannot be absolutely certain, the language of probability is used in stating conclusions. The phase of statistics that describes or analyzes a given group without inference about a larger group is called descriptive or de- ductive statistics. A variable is a symbol, such as ¢, K, V, RT, which can assume any of a prescribed set of values. A variable that can assume any value between two given values is called a continuous variable: otherwise it is a discrete or categorical variable. — porosity and permeability are continuous variables — facies or lithology classifications are categorical The location vector u is defined by three coordinate location vari- ables x, y, and <. lag vector h defined by three coordinate offsets Az. Ay, and Az.Geostatistical Methods for Modelling Earth Sciences Data : MIN E 612 First Term 1998 (Geo) Statistics © Statistical Models are to be used in predictive and stochastic mode awaiting more/better data for deterministic knowledge They are not to be used in explicative mode! statistical (cor}relations do not provide causal explanations &fy|x- x] = P(x): resin f= o.6 Causal relation € fs +? mx and > y e Statistics are properties of the sample available and are not ex- portable, unless a A DECISION OF STATIONARITY (ex- port license) is established ==> predictive mode ¢ Statistical modeling: brag. Patpense sole Advantages: speed, uncertainty assessment. honor many types of data Disadvantages: limited physics used, statistical model dependenceGeostatistical Methods for Modelling Earth Sciences Data MIN E 612 First Term 1998 Univariate Statistics e Random Variable: X : variable that can take a series of outcomes (or realizations} Probability distributions are used to characterize the frequency of occurrence of the outcomes Distribution Function: F(x} = Prob{X < x} properties: F(z} ¢€ [0,1], F{-oo} =0, F{oo) =1 F(z} non decreasing Prob {X € Ja,4]} = Prob{X < b}-—Prob{X < a} = F(6)- F(a) Density Function: if F(z) is derivable: F(z + dr} ~ F{r} dr—30 dz f(z) = P'(z) = Jim if it 3 properties: f(z) 20 fF,.flujdu = F(x) = Prob{X < x} Se, Flujdu = 1 Ra, x « F(z) is more general and commonly used in geostatisticsGeostatistical Methods for Modelling Earth Sciences Data MIN & 612 First Term 1998, Quantiles e p-quantile z, such that F(z,) = Prob{X <2z,}=p € [0,1] or 100 » percentile dunation © Xp = « Median: Af = ¢(0.5) Skewness sign: sign {m — M} Interquartile range: [AR = ¢(0.75) — g(0.25} e Monte Carlo Simulation: (1) draw uniform random numbers p € [0,1], and (2) apply the transform 2, = g(p) e¢ Q-@ plots: to compare two distributions F,, Fy: (1) choose a series of values pk = 1,...,K, and (2) plot qi(p,) versus g2{m),k =Geostatistical Methods for Modelling Earth Sciences Data MIN E 612 First Term 1998 Moments / Expected Values e CDF and density function: F(z) = Prob{X <2} and F(z)=f flu)du e Of order 1 - mean - measure of central tendency E{X}=m= [> 2- fle)de e Of order 2 - variance - measure of spread Var{X} = 0? = E{[X — m]*} = B{X°} - e Linearity of the £{-} operator: E{a + bz} = f(a+br)f(x)dz=af f(z)de +b f xf(x)de = a+bE{z} Ya,b * Another example of linearity of E{-}: _ Efar + by} = aE {z} + bE {y} e Example with the variance: Var{a+bz}= Ef{fa+ bx}"} ~(Efa+bzr}} E {a + br?) = B (a? + 2abm + br} = a? + 2abm + PE fs") ‘Elo + br}! = (a = bm)? = a? + 2abm + b?m = Var{a + br} = 0 [E{27} - m’] = bVar{z} Va. b ¢ Product of independent RV’s: E{XY} = E{X}- E{Y}Geostatistical Methods for Modelling Earth Sciences Data MIN E 612 First Term 1998 Inference and Stationarity X —> F(z} = Prob {X < 2} e What is the practical meaning of F(z)? At any location / time there can only be one realization z; e —— need for a pool of measurements z,;.2 = 1 n coming from different locations / times Decision of Stationarity = Choice of the Pool e Decision of stationarity provides significance to F(x) and all its moments e If time repetition available : 7; = r(t;),t; € T then we can pool over the time span T: Fy(z) = Prop{z(t;) <2,tET} e Could pool over space domain: 2; = z{u,),u; € A Fa(r} = Prop{s(u} p ( ) oN w, The variance of the indicator for each category 34,4 = 1,...,K is a simple function of the mean indicator: oM, w;(i(uy: se) — pal? rx pe {1.0 — pe) Var fijuise)} = 1 Wy e The uncertainty in a categorical variable (rather than just the indi- cator transform for one category) can be measured by its entropy: K H=-Vibalm > 0 k=] The entropy is a maximum when the p,’s are uniformly distributed (p, = 1/K, Vk) and a minimum of 0.0 when all of the data are in one category.Geostatistical Methods for Modelling Earth Sciences Data MIN E 612 First Term 1998 Histograms e 2993 core porosity measurements ® The frequency is the counting of the number of observations in each “bin” divided by the number of samples « Sum of frequencies = 1.0, dependent on width of bins, typically consider bins of equal width, could consider unequal bin size with same number of data —+MIN E 612 First Term 1998 Geostatistical Methods for Modelling Earth Sciences Data Cumulative Histograms 40.0 40.0 30.0 30.0 20.0 Attribute Value 20.0 16.0 °10.0 6.0 0.0 1.9 0.2 0 © t o = o =] & 2 2 Aquenbeu4 saqanuing Aouenbel4 The cumulative frequency is the total or cumulative fraction of samples less than a given thresholdGeostatistical Methods for Modelling Earth Sciences Data MIN E 612 First Term 1998 Cumulative Histograms Core Porosity, % e Cumulative Distribution Function (cdf): F(z) = Prob{Z _ ] eo H(X-w)?/o? oan with parameters pz and o that control the center and spread of the 7 bell-shaped normal distribution — Parametric models sometimes relate to an underlying theory (eg g., the normal distribution i is the limit. distribution for the central In general, there is no need to assume a parametric. distribution : model; there are often enough data to infer the shape of the dis- tribution non-parametrically | Tt is possible to transform any univariate distribution to any other | - univariate distribution. - o We can smooth any distribution that is not well resolved by the available data. | : MIN E 612 First Term 1998Geostatistical Methods for Modelling Earth Sciences Data MIN E 612 First Term 1998 Some Recalls of Algebra and Notation @ Linear sum: Y = az + agz9 +... + On2n = Dou) Gaza « Linear property of expected value: EY} = EY tata} = ¥ oo {20} © Quadratic form: te 2 nm n = [3 at = [= = anasto] o=1 a=1 B=1 eg. n=1: (ayy)? =ayquzz n=2: (ayy +027)? = az + a1022122 + a2032221 + az eee eee axl a=? and ¥? = Vani Dpn1 Gatpzaze = Thn1 09% + Cont to Lada AAzaz— © Expected value of Y?: E{y?} =E {r x satpzasa| = x x agagE {z_z8} e Differentiation of a sum: oy _ a OQ, Aaa, onze = Zap with ap = one of the n-a’s oy? _ 80a, Oday [Ex x eaten = 22a x agzga - Geostatistical Methods for Modelling Earth Sciences Data. MIN E 612 First Term 1998 } Uniform Distribution — eUe {a, bj pdf - _ oo Vu € [a,b] _ = 2 ba? fu) = | 0, otherwise cdf 7 - — a 0, Vu6- | all outcomes are within [a, 6] and equal-probable - e@ Moments: | | E\U} “y= median = F'(05) =m w= ph ae (a? + ab +0?) | (b— a)? 12 e Uniform distribtion within (0, Yq —_ random numbers . o * = Var{U} = = E{U?} - r= om =05. tad P(u) = uu € [0,1] |Geostatistical Methods for Modelling Earth Sciences Data MIN E 612 First Term 1998 Dirac Distribution ¢ x =a (constant, no uncertainty) Inwds cdiln - cdf 1, ife>a 0, if not = Ale —a) F(x) = Prob{X < zc} = { pdf —_ pry J 0, Ve#a f(2) = F@)= { undefined at z=a e Dirac function: f(e)= sea) = {0 Ae oo at r=a such that £. y(z)6(z —a)dz = y(a), Vp measures ¢ Moments: E{X}=m=a o=0‘Geostatistical Methods for Modelling Earth Sciences Data a MINE 612 First Term 1998 Exponential Distribution 6 F(z) = =< Ae Wz 20 Oo ff Ae 2/4. _ Lael = Al0 +a] =1 | thus: Ante - e edt ce on y= [ Hertnn} evedsn tf-ort 1c", veda a OO | a ° » Median : M = zo5 = —aln(0. 5) = ~ 0.69a - e p-quantile : 2p = FT F-?(p) ™ —aln(1 — p) | ; e Mean: EZ = J zf(z)dz = {)a 5° ze~#/4qz | integration by parts J udv = = Uv — J udu / | af _ Mean = —ae To" = =a e Similarly for the variance: Var{Z }= =a’Geostatistical Methods for Modelling Earth Sciences Data MIN E 612 First Term 1998 Standard Normal Distribution e U — N(0,1) G(u) = Prob{U N(m,o”) v=5—" — N(0,1) L=m+ou F(e)=6(2=*) We) - Fete) ceo 4S) quantiles: &q: F(t_)=q ty=m+orvq, 4: q—quantile of N(0,1)Geostatistical Methods for Modelling Earth Sciences Data | | MIN E 612 First Term 1998 _ - Lognormal Distribution °Y >0— logN(m, o*) xX = logY —+ N(a, 8") ecdf | Oo a a : . | Fy(y) _— Prob{Y < y} — Prob{e? < y}Prob{X < logy} = Fi, (logy) — Poel) § y20 — | _ L 9 (“= =| few) = FW) = 39 Bo} e Relation between n m, o*. 7 and a, 6 9 oy | o? \ ne | toad | as logm ~ B [2 2 ¢ = log(1 + 72 ¢f Me Ne Median Fy(M ) = 0.5 =G ( eetf=a) This implies that logM =a — and that Af = e® ae oe | a 7 ma ree ot = me? =] : [ e Skewness : m-— M = e® * — 1 > 0, which implies a positive skewnessGeostatistical Methods for Modelling Earth Sciences Data MIN E 612 First Term 1998 Central Limit Theorem Theorem: the sum of a great number of independent equally dis- tributed standardized random variables tends to be normally distributed. n RV’s X;’s equally distributed with zero means => Y = Df, X; —> Normal, when n —> oo Note: the distribution of the X;’s need not be normal Corollary: the product of a great number of independent equally dis- tributed random variables tends to be lognormally distributed Y=RhiY — X =InY = Dh, mY, = DL, Xi — Normal, when n—+ 00 => Y — logN when n —+ 00 Note: the distribution of the X;’s need not be normal Application: sampling distribution of the experimental mean E{m} = E{X}=m Var{rn} = 1Var{X} = 2 12 =-—Ya ~ Normal { nN i=1 n @= 2D logs, ~ Normal ist E{é&} = Ef{logX} =a Var{a} = 4Var{logX} = © Condition: the n data must be independent one from another| Geostatistical Methods for Modelling | Earth Sciences Data / _ MIN E 612 First Term 1998 | Linear Family of Distribution a Models . @F Fe ) = Xk Fil ) isa distribution model if - Mle ys $ are distribution functions, x = = 1, > > 0, Vk e For example F(a) = pAo(a) + a- _ pF, @) is a mixture of a spike | at zero and a positive distribution : @ . Disjunctive Coding of a an Baperimenta Histogram: given data 7}, ©2, - Zn and rank ordered data 2), 2@ 0,2) oo ' Experimental cumulative distribution: F(z) = Lyn Axa (0 ) - Sum of n Dirac-distributions of parameters z“) and equal ampli- tude fm a | 7 KR KM 7 xed x) Mini ent nyt.i...