M.

Sc Dissertation Report on
“Wavelet based multifractal analysis of geophysical welllog
data

Department of Earth Sciences

Indian Institute Of Technology Bombay
2018
Under the supervision of

Prof. E.Chandrasekhar

Summited By
Nripendra singh Guide signature
(Roll No. 165320018) ……………………………

1.Abstract 2.Introduction 3.Methods of analysis

3.1 wavelet transform
3.1(a) definition ,theory

3.1(b) continuous wavelet transform

3. 1(c) basic properties of wavelets

3.2 wavelet transform modulus maxima method

3.3 choice of wavelet

4.Multifractal analysis
4.1 partition function estimation
4.2 scaling exponent estimation

4.3 singularity spectrum estimation

5. data description
5.1 gamma ray log
5.2 neutron porosity log

6. Results and discussion 7.Conclusions

A Wavelet based multifractal analysis

of geophysical well-log data
1.Abstract
The spatial-temporal variations in geophysical well-log data which often reflect their scale
invariant properties, can be well studied with multifractal analysis. The present study is done
on wavelet based multifractal analysis of geophysical well data. This method has been applied
to gamma ray log and neutron porosity log of two wells namely well B and well C, to study the
nature of the subsurface formation properties considering their multifractal behaviour. I have
plotted the continuous wavelet transform spectrum of signal (gamma ray , porosity log data)
to find out the zone of interest. Scalograms(cwt representation of data series ) to all well-log
data series have been drawn, from there it is demonstrated that how wavelet transform
reveal the multifractal pattern (self similar property). In this study maxima lines on
spectrogram for each well-log data series have been drawn. From this the hierarchical
structure of data series has been concluded. Also the scaling region for data series has been
shown. Multifractal singularity spectra provide a unique platform for an improved
interpretation of logs in terms of their sedimentation pattern and lithological differences. This
has been tested with gamma-ray log data of well B and well C. It is found that multifractal
behaviour of gamma ray is largely influenced by the presence of shale and variation in the
subsurface sedimentation pattern.

2.Introduction
Complex pattern and signals can be efficiently represented by
decomposing them in different frequencies . the conventiaonal method for this approach is
the fourier analysis . however,a certain instance may vary in time and space over the
frequencies . in such cases ,it is more appropriate to decompose the signal using another
approach , which allows for spatial variation in the spectral composition of the signals.
Examples of such approaches are windowed fourier approach and the multiresolution
analysis approaches ,based on so called wavelets.wavelet analysis provide important
information about the mathematical morphology of signal .an important method based on
wavelet analysis is the wavelet transform modulus maxima (WTMM). Using this method it is
possible to describe the characteristic elements of a complex quasi-periodic signal.

Most of the information in a signal is carried by its irregular structures and its transient
phenomena, called singularities. A method that excels in finding and identifying these
singularities is the wavelet transform , because of its capabilitiy of decomposing a signal
into elementary building blocks that are well localized in both time and frequency .because
of this capability , the wavelet transform is capable of defining the local regularity of a
signal.

Wtmm approach is method for detecting the fractal dimension of a signal . more than this ,
the wtmm is capable of portioning the time and scale domain of a signal into fractal
dimension regions , and the method is sometimes reffered as a ‘mathematicam microscope ‘
due to its ability to inspect the multi-scale dimensional characteristics of a signal and
possibly infrom the sources of these characteristics. Wtmm method uses continuous wvelet
transform rather the fourier transform to detect singularities -that is discontinuities ,areas in
the signal that are not continuous at a particular derivative .this method is useful , when
analysing multifractal signals,that is , signals having multiple fractal dimensions

Geophysical well-logs often show a complex behaviour which seems to suggest a fracatal
nature .classifying lithofacies boundry from borehole data is a complex and non -linear
problem this is due to the fact several factors , such as pore fluid , effective pressure , fluid
saturation etc. affect the well log signals .so to deal with such thype data we should use a
method like wtmm.it is commonly observed that well log measurement exhibit scaling
properties hence showing multifractal nature.
3.Method of analysis;
3.1 The wavelet transform
3.1(a) Definition, theory
The word wavelet refers to a small wave ,having finite length in space (ideally , function
representing such waves will be zero outside a finite time interval ;also known as compact
support) and is represented as real valued function 𝜓(t) ,adhering to the following condition

This is the admissibility condition ,which explain that the wavelet function 𝜓(t) ; must be
oscillatory in time and that it integrates to zero that is having zero mean.

This is a regularity condition ,which explains that the wavelet function 𝜓(t), must be finite in
length and is square integrable .(having finite energy) . the wavelet function ,𝜓(t) satisfying
the time -frequency localization is given by

𝜓𝜏,𝑠 𝑠

Where s(>0) indicates the scale and tau indicates the translation parameter this facilitates
the provision to allow the width of window function s to vary inversely with frequency .
accordingly ,s is analogous to frequency ,in the sense that higher scales correspond to the
low frequency content of the signal and lower scales corresponds to high frequency content
of the signal. The frequency -scale relation is given by 𝑓 = 𝑓𝑐/𝑠∇𝑡
where 𝑓𝑐 -denotes the central frequency of wavelet delta t -sampling interval and f the
frequency corresponding to the scale . the translation parameter is linked to the time
location of the wavelet function . as the wavelet is dilated and shifted during its operation
on signal , it provides time -scale information in the transformed domain. The function 𝜓(t)
is called analysing wavelet or mother wavelet.

3.1(b)Continuous wavelet transform ;

The cwt of a function , f(t) is the result of its inner product with the wavelet function ,isgiven

by

Where f(t), 𝜓(𝑡) ЄL2(𝑅)

This equation explains that the wavelet transformation gives a measure of the similarities
between the signal and the wavelet function such a measure at any particular scale 𝑠0 and
translation parameter 𝜏0 ,is identified by a wavelet coefficients .the larger the value of this
coefficients, higher the similarity between the signal and wavelet at (𝜏0,𝑠0) and vice versa.
Higher wavelet coefficients indicate high degree of suitability of the wavelet cto study the
signal.
Another important point to note here is that ,when s is close to zero ,the cwt coefficients at
that scale characterise the location of singularity present in the signal , in the
neighbourhood of 𝜏. Central to this is its application to detect sudden jump and or
discontinuities in the data .

3.1(c) Some properties of wavelets

(x).Vanishing moment
The regularity condition imposes a additional constraint on the
wavelet function and makes the wavelet transform decrease quickly with decreasing s. this
can be better explained with the concept of vanishing moment of wavelet .if the wavelet
coefficients for the mth order polynomial are zero,then that wavelet is said to have m
vanishing moments .this means that any polynomial upto m-1 can be represented entirely in
scaling function space.in other words , a wavelet has m vanishing moments if its scaling
function can generate polynomial to a degree≤m-1.

Alternatively ,another simple way of defining wavelet vanishing moments is if the ft (fourier
transform) of the wavelet ,𝜓(t) is m times continuously differentiable,then the wavelet is
said to have m vanishing moments.

(y)Compact support
This property explains that the wavelet vanishes outside a finite
interval.shorter interval indicates higher compactness of the wavelet and vise versa.
(z) Translational invariance ;
Another important property of wavelets is the translational
invariance property,which explains that even a small time shift in the wavelet function
results in a corresponding shift in the cwt output.

Let fδt(t) = f(t - δt) be the translation of f(t) by a small time shift, δt. The CWT of
fδt (t) is
 Computation of cwt coefficients
In cwt ,the signal to be transformed is convolved with the mother wavelet and the
transformation is computed for different fragments of the data by varying tau and
s.because the wavelet window can be scaled at different levels of analysis , the time
localization of high -frequency components of the signal can be effectively identified . in
wavelet analysis ,the wavelet window is first placed at the start of the signal.the signal and
wavelet are convolved and the cwt coefficients are estimated .next,the wavelet is translated
along the signal by a small amount and the cwt coefficients are again computed .this process
is repeated until the end of the signal is reached .next , the wavelet window is dilated by a
small amount and placed at the start of the signal and the above process is repeated at that
scale ,at all translation .likewise ,wavelet spectra are calculated for many scales.
All the cwt coefficients computed at different dilation and translation are expressed in the
form of scalogram, explaining the time -scale representation of the signal.because of this
,the wavelets are known as “mathematical microscope”.

(representation of stepwise calculation of cwt coefficients , when the wavelet with

translation ,𝜏=0 and dilation s=1, are computed.(a). next , the coefficients , when the
wavelet with a translation 𝜏=1 without changing the dilation are obtained .(b).likewise , for
the same s of wavelet , coefficients c1,c2,c3……Cn are obtained .next the steps described in
(a) through (c) are repeated for different dilations of the wavelet.then a complete scalogram
depicting the time -scale representation of the signal under study is obtained
3.2 the wavelet transform modulus maxima method

The wavelet -transform modulus maxima (wtmm) method is well -known method to
investigate the multifractal scaling properties of fractal and self-affine objects in the
presence of nonstationaries .it is an application of the wavelet transform with continuous
basis functions.

Let us precisely define what we mean by local maxima of the wavelet transform modulus.let
𝜓(𝑡) be analysing wavelet and a function f(t) to be analysied. Let Wf(s,t) be the wavelet
transform of a function f(t)

1.We call local extremum any point (𝑠, 𝑡0) such that ∂(Wf(𝑠0,𝑡0))/∂(t) has zero crossing at 𝑡
= 𝑡0 ,when t varies.

2.We call modulus maxima ,any point (𝑠0 , 𝑡0) such that│ Wf(𝑠0,t)│<│Wf(𝑠0,𝑡0) │when t
belongs to either a right or left neighbourhood of 𝑡0,and │Wf(𝑠0,t)│≤│Wf(𝑠0, 𝑡0)│ when t
belongs to the other side of the neighbourhood of 𝑡0.

3.We call maxima line ,any connected curve in the scale space(s,t) along which all points are
modulus maxima.

A modulus maximum (𝑠0, 𝑡0) of the wavelet transform is a strict local maximum of the
modulus either on the right or the left side of the 𝑡0. If the wavelet transform has no
modulus maximum at fine scales in a given interval ,then the function is uniform.modulus
maxima detect all singularities and local lipschitz exponent can often be measured from
their evaluation across scale.

An important issue is to understand how much information is carried by local maxima of a

wavelet transform modulus.it is possible to reconstruct the original signal or close
approximation from these modulus maxima .meyer proved that local maxima of a wavelet
transform modulus do not characterize uniquely a function .we can process the singularities
of a signal by modifying the local maxima of its wavelet transform modulus.

Well B GAMMA RAY LOG MAXIMA LINES;

WELL C GAMMA RAY LOG MAXIMA LINES;
Well B porosity log maxima lines;

Well C porosity log maxima lines;

WTMM algorithm finds singularities in a signal by determining maxima. The algorithm first
calculates the continuous wavelet transform using the second derivative of a Gaussian
wavelet with 10 voices per octave. The wavelet that meets this criteria is the Mexican hat, or
Ricker, wavelet. Then, the algorithm determines the modulus maxima for each scale. The
WTMM is intended to be used with large data sets so that enough samples are available to
determine maxima accurately.

The definition of the modulus maximum at point 𝑡0and scale s0 is Wf(s0,t)

< Wf(s0,𝑡0)

where 𝑡 is either in the right or left neighborhood of 𝑡0. When 𝑡 is in the opposite
neighborhood of 𝑡0, the definition is

Wf(s0,𝑡)≤Wf(s0,𝑡𝑜)

. The algorithm for finding additional maxima repeats for values in that scale. Then, the
algorithm continues up through finer scales, checking whether the maxima align between
scales. If a maximum converges to the finest scale, it is a true maximum and indicates a
singularity at that point.

When each singularity is determined, the algorithm then estimates its Holder exponent.
Holder exponents indicate the degree of differentiability for each singularity, which classifies
the singularity strength. A Holder exponent less than or equal to 0 indicates a discontinuity at
that location. Holder exponents greater than or equal to 1 indicate that the signal is
differentiable at that location. Holder values between 0 and 1 indicate continuous, but not
differentiable locations. They indicate how close the signal at that sample is to being
differentiable. Holder exponents close to 0 indicate signal locations that are less differentiable
than locations with exponents closer to 1. The signal is smoother at locations with higher
local Holder exponents.

For signals with a few cusp-like singularities and Holder exponents that have large variation,
you set the algorithm to return local Holder exponents, which provide individual values for
each singularity. For signals with numerous Holder exponents that have relatively small
variations, you set the algorithm to return a global Holder exponent. A global Holder
exponent applies to the whole signal. For signals with many singularities, you can reduce the
number of maxima found by limiting the algorithm to start at or regress to a specific
minimum or maximum scale, respectively.
 3.3 Choice of wavelet
The wavelet is chosen orthogonal to possible trend. If the trend can be represented by a
polynomial , a good choice for wavelet is the m-th derivative of a gaussian
𝑥2

𝜑𝑚(𝑥) = 𝑑𝑚(𝑒− 2 )/𝑑𝑥2 this way, the transform eliminates

trends up to (m-1)th order.

4. Multifractal analysis
Multifractal can be considered as the generalization of fractal geometry ,essentially
developed for the description of geometrical patterns. Indeed ,fractal geometry has been
introduced to describe the scaling relationship between pattern and the measurement
scale:the ‘size’ of the fractal objects varies as the scale raised to a scaling exponent ,given by
fractal dimension .the concept of multifractal leads to the existence of an infinite hieracy of
sets ,each with its own fractal dimension .therefore ,multifractal require an infinite family of
different exponents.

Monofractal are homogeneous objects ,in the sense that they have the same scaling
properties ,characterized by a single singularity exponent .generally there exists many
observational signals which do not present a simple monofractal scaling behaviour .the need
for more than one scaling exponent can derive from the existence of a crossover time
scale,which separates regimes with different scaling behaviour .different scaling exponent
could be required for different segment of the same time series ,indicating a time (depth)
variation of the scaling behaviour .furthermore ,different scaling exponent can be revealed
for many interwoven fractal subsets of the time series.multifractal are intrinsically more
complex and inhomogeneous than monofractals and characterize system featured by very
irregular dynamics, with sudden and intense bursts of high -frequency fluctucations.

Multifractal formalism consists of the following steps

1.partition function estimation
2.Scaling exponent estimation(moment generating function calculation)

3.singularity spectrum estimation

4.1 Partition function estimation

If L(t) is the set of maxima of the modulus of the cwt (Wf(s,t)),the partition function is
defined by ,
 Z(q,s)=∑𝐿(𝑡)(𝑊𝑓(𝑠, 𝑡))𝑞
Where, q is the moment

.s is the scaling parameter

.t is the translation parameter

Here in partition function we are using only maxima coefficient for summation.the reason
for this maxima procedure is that the absolute wavelet coefficient Wf(t,s) can become
arbitrary small.the analysing wavelet must always have positive values for some t,since it
has to be orthogonal to possible trends. Hence there are always positive and negative terms
and these terms might cancel.if that happens ,Wf(t,s) can become close to zero.since such
small terms spoil the calculation of negative moments in z(q,s),they have to be eliminated
by maxima procedure.in wtmm method , the absolute wavelet coefficients Wf(t,s) need not
increase with increasing scale s, even if only the local maxima are considered .the values
Wf(t,s) might become smaller for increasing s since just more(positive ,negative) terms are
included in z(q,s) and these might cancel even better . thus ,an additional supremum
procedure is needed in the wtmm method in order to keep the dependence of z(q,s) on s
monotonous.

4 .2 Scaling exponent estimation

Scaling behaviour is observed for z(q,s),and scaling
exponent 𝜏(𝑞) can be defined that describe how z(q,s) scales with s

𝑧(𝑞, 𝑠) = 𝑠𝜏(𝑞) , s→0

The exponents 𝜏(𝑞) characterize the multifractal properties of the series under
investigation . if the 𝜏(𝑞) exponents define a straight line ,the analysed signal is monofractal
;otherwise the fractal properties of the signal are inhomogeneous ,i.e they change with
location ,and the time(depth) is a multifractal .note that the spectrum of exponents is
estimated by a simple regression of log(z(q,s)) versus log(s) 𝜏(𝑞) =
lim ln (𝑧(𝑞, 𝑠)/ ln(𝑠)
𝑠→0
 4. 3 singularity spectrum estimation
The singularity spectrum f(𝛼) is related to 𝜏(𝑞) by means of the legendre transform

α=d𝜏(𝑞)/𝑑(𝑞) f(α)= qα- 𝜏(𝑞),

Where 𝛼 is the holder exponent and f(𝛼) indicates the dimension of

the subset of the series that is charecaterized by 𝛼. The singularity spectrum quantifies in
detail the long -range correlation properties of the time (depth) series .

The multifractal spectrum gives information about the relative importance of various fractal
exponents present in the series .in particular, the width of the spectrum indicates the range
of present exponents.to be able to make quantitative characterization of multifractal
spectra ,we fitted the spectrum to a quadratic function around the position of its maximum
at 𝛼0.ie f(𝛼)=A(𝛼-𝛼0)^2 +B(𝛼-𝛼0)+C: the coefficients are obtained by an ordinary least
-squares procedure. In this fitting the additive constant C=f(𝛼0)=1. Parameter B serves as an
asymmetry parameter,which is zero for symmetric shapes, positive or negative for the a left
or right -skewed shape respectively. To obtain an estimate of the range of possible fractal
exponents ,we measured the width of the spectrum ,extrapolating the fitted curve to zero
.the width of the spectrum was then defined as W=𝛼1-𝛼2 with f(𝛼1)=f(𝛼2) =0.obviously
,negative values for f(𝛼) are permitted .

5. data description
Well -log is continuous record of measurement made in borehole respond to variation in
some physical properties of rocks through which the borehole is drilled .in this study four
well-logs are processed .here two wells are presented .Well B and Well C. Well B have two
logs,one gamma ray log and one porosity log. Similarly Well C have two logs one gamma ray
log and one porosity log.

5.1 The Gamma ray log

Gamma ray is a high -energy electromagnetic waves which are
emitted by atomic nuclei as a form of radiation .gamma ray log is measurement of natural
radioactivity in the formation versus depth . it measure radiation emmiting from naturally
occurring uranium ,thorium and potassium.

5.2 Nuetron porosity log

The neutron porosity log is primarily used to evaluate formation
porosity,but the fact that it is really just hydrogen detector should always be kept in mind .

The neutron log can be summarized as the continuous measurement of the induced
radiation produced by bombardment of that formation with a neutron source contained in
logging tool. Which sources emit fast neutrons that are eventually slowed by collisions with
hydrogen atoms until they are captured.the capture results in the emission of a secondary
gamma ray; some tools ,especially older ones, detect the capture gamma ray .other tools
detect intermediate (epithermal) neutrons or slow (thermal) neutrons .

The neutron porosity log is used for ; gas detection in certain situations ,exploiting the
lower hydrogen density, hydrogen index.

6. Results and discussion

Maxima lines have been drawn and after getting singularities ,the holder exponents have
been calculated for each well-log data series. It is found that holder exponents are not
unique which indicates the multifractal nature of all four well-log data series.

One can notice the branching structure of the wtmm skelton(maxima lines) ,which inlights
the hierarchical structure of log-data series.

Figure(a ) shows the cwt representation (scalogram) of gamma ray log data series.a zoomed
view is displayed in order to observe better the clear self -similar (fractal) pattern .from an
intuitive point of view ,the wavelet transform consists of calculating a resemblance index
between the signal and the wavelet ,in this case the second derivative of the gaussian .if a
signal is similar to itself at different scales ,then the resemblance index or wavelet
coefficients also will be similar at different scales .in the coefficients plot figure(a ),which
shows scale on the vertical axes,this self similarity generates a characteristic pattern.this is
a very demonstration of how well the wavelet transform can reveal the fractal pattern of
well-log data series at different depth and scales.

Figure(a)
 Figure(b)

Spectral width for well B (𝛼2 − 𝛼1) =0.3830;

Spectral width for well C ( 𝛼2 − 𝛼1)=.3486

The multifractal scaling exponent curves of gamma ray logs of Well B and Well C (above
figure b) shows a separation between them for negative q values, which gradually decreases
with increase in q and almost merge with each other at around 0≤q≤.7. the non-linear curve
(convex) for both wells of 𝜏 − 𝑞 (scaling exponent curve) is showing multifractal behaviour.
The multifractal singularity spectra of gamma-ray logs of both the wells show the singularity
spectrum of well C narrower than that of well B.(above figure). The spectral width reflects
the degree of multifractality or heterogeneity in sedimentation pattern in wells and thus
narrower spectrum of well C indicates a lower heterogeneity dominated by high shale
deposition . this is verified by estimating the shale volume from the gamma ray log using
the formula given below, volume of shale=(𝐺𝑅 − 𝐺𝑅min )/(𝐺𝑅𝑚𝑎𝑥 − 𝐺𝑅min )

figure(c)
Spectral width for well B (𝛼2 − 𝛼1)=0.6599

Spectral width for well C (𝛼2 − 𝛼1)=0.4244

For well C ,the (𝜏-q) spectrum become almost linear for all positive q,while the situation is
not similar in case of well B. this indicates the absence of fluctuations (multifractality) in
neutron porosity in well C. and the presence of combined large and small average
fluctuations in neutron porosity in well B and this linearity may show the homogeneity of
texture .the respective singularity spectra (above figure c) also show a slightly narrower
spectrum for well C and broader spectrum for well B. it can be generally argued that while
the small average fluctuations suggest the presence of thick homogeneous zones, the large
average fluctuations arise due to significant differences in neutron porosity values.

7.Conclusions
The present study presents an in -depth analysis of the multifractal properties of well-log
data series ,using wavelet based approach .this study reveals the clear multifractal pattern
of analysed well-logs data series .

The following conclusions can be drawn from present study.

1.According to multifractal analysis ,all four logs data(well B,well C) demonstrate strong
multifractal behaviour.

2.The overall multifractal behaviour of well C is weaker than that of well B, corresponding to
all the logs , as evident from the weaker multifractal spectra.also in 𝜏 − 𝑞 spectra well B data
series is showing more non-linearty than well C.hence indicating more degree of
multifractality.

3It is identified that the weaker multifractality in gamma -ray log of well C (norrow
singularity spectra) compared to that of well C to be due to the large shale volume in well C

.using gamma -ray log data ,it is estimated that the shale volume in well C to be 50% and in
well B to 42%.

4.It is generally thought that the presence of gas in the reservation zones weakens the
multifractal behaviour of neutron porosity logs.so there may be gas zone in well C neutron
porosity log.

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