SPE 123028

Wavelet Filtering of Permanent Downhole Gauge Data

C.E.P. Ortiz; R.B. Aguiar; A.P. Pires, SPE, North Fluminense State University

Copyright 2009, Society of Petroleum Engineers

This paper was prepared for presentation at the 2009 SPE Latin American and Caribbean Petroleum Engineering Conference held in Cartagena, Colombia, 31 May–3 June 2009.

This paper was selected for presentation by an SPE program committee following review of information contained in an abstract submitted by the author(s). Contents of the paper have not been
reviewed by the Society of Petroleum Engineers and are subject to correction by the author(s). The material does not necessarily reflect any position of the Society of Petroleum Engineers, its
officers, or members. Electronic reproduction, distribution, or storage of any part of this paper without the written consent of the Society of Petroleum Engineers is prohibited. Permission to
reproduce in print is restricted to an abstract of not more than 300 words; illustrations may not be copied. The abstract must contain conspicuous acknowledgment of SPE copyright.

Abstract
Permanent downhole gauges (PDG) for pressure and temperature are very common in oil and gas wells. The data collected by
PDG´s are used for monitoring the well condition and reservoir performance and, additionally, may provide new and
complementary information for reservoir characterization. PDG record data at high sample rates, usually as high as thousands
per hour. The computational analysis of this large volume of data requires a previous processing for the removal of noise and
outliers and for the reduction of the filtered data. The Discrete Wavelet Transform (DWT) and the Multiresolution analysis
were used successfully for this purpose. In the Multiresolution analysis, the DWT is used to decompose a signal in
approximation and detail coefficients through low pass and high pass filters, respectively. The coefficients are modified,
according to a thresholding method, to remove the noise and outliers before the reconstruction of the original signal. The final
result depends on the kind of wavelet and resolution level used for the decomposition process, the method used to estimate the
noise level and the rules used to modify the coefficients. In this work, the performance of different wavelet decomposition,
noise threshold estimators and thresholding methods was investigated. Several combinations were tested on synthetic and
actual data to establish a procedure that efficiently removes the noise and preserves the sharp features, characteristic of
changes in production or injection rates, with minimum user intervention.

Introduction
Pressure data obtained from permanent downhole gauges (PDG) contain more information about a reservoir than the usual
short-term drill stem test (DST). Besides reducing uncertainties in interpretation, the long-term data also provide important
clues on the spatial distribution of reservoir properties. Despite of its importance, the installation of these gauges is a recent
practice, and a clear methodology to treat and interpret the data has not been fully developed. It is still necessary to create
special handling and interpretation techniques due to the instability of the acquisition system and to the huge amount of
recorded data, among other problems (Athichanagorn et al. 2002).
Monitoring reservoir pressure is fundamental for its characterization and description, for selection of recovery methods and
for production forecast. Continuously recorded data may present several error sources when compared to short term test
results. Pressure transient analysis provides limited information from a reservoir in a controlled environment. During a DST,
reservoir response is carefully measured while the well is produced in some different and strictly controlled flow rates. In the
case of long term monitoring, not only reservoir properties vary, but also wells are subject to perturbations. On behalf of
dynamic conditions fluctuation, recorded data may show strange behavior. Sharp flow temperature variation may also be the
cause of unexpected values. In some cases, low precision pressure data are stored, leading to high noise and outliers.
Even though there are many PDG´s installed in production wells, there are few studies related to data processing and
interpretation. Unneland et al. (1998) applied a convolution integral to determine the flow rates that would be obtained if the
well was produced at constant pressure.
A large amount of information may be carried in a signal. Mathematical analysis of this signal may reveal hidden or
masked information. This data treatment is called transform. The transform of a signal is a new representation of the same
data. A signal transformed by any mathematical procedure is called processed signal. In its original representation, most of the
signals are function of time. In many cases, important parts of the information are hidden when the signal is observed in time
domain. The frequency spectrum is composed by the frequency components of the signal. A mathematical transform of the
signal changes it in frequency domain and, consequently, reveals hidden information carried by the signal (Soliman et al.
2003).
There are several different transforms that may be applied to signal treatment; the most commonly used is the Fourier
transform. The wavelet transform is a widespread technique in data analysis, with applications ranging from signal processing
2 SPE 123028

to statistical analysis. In the last years, wavelet analysis has been applied in different problems related to petroleum
engineering. A broad description of these applications may be found in Guan et al. (2004). A wavelet is a wave-like function
carefully built to match some mathematical properties and characteristics (Lu and Horne 2000). An important feature of
wavelet transform is its ability of smoothing the basic signal and retaining and even amplifying the details (Soliman et al.
2003).
Moridis et al. (1996) used the wavelet transform to solve numerically the two-phase one-dimensional immiscible
displacement in porous media. The results are compared to other numerical schemes and to the analytical solution and present
close agreement.
Production data represent non-stationary signals that require special treatment. The wavelet transform may split the data
into its frequency domain keeping its time dependency (Jansen and Kelkar 1997). This property allows the non-stationary
frequency decomposition and makes possible the splitting of the events that affect production data with respect to frequency
and time. General reservoir production decline would be associated to low frequency while well problems would be connected
to high frequency components.
The characteristics of simulated pressure transient test data in frequency domain were investigated by Kikani and He
(1998). The wavelet transform was applied in the time-frequency analysis of the data. The authors suggest procedures for the
different stages of the data processing: denoising, events or singularities detection and data reduction or scale change.
Bernasconi et al. (1999) developed an algorithm, based on wavelet transform, for drilling downhole data compression
(MWD - measurement while drilling). It has also been shown that the application of data adjustment procedures and wavelets
allows the enhancement of pressure transient test data signal-noise ratio (SNR) (González-Tamez et al. 1999).
Lu and Horne (2000) proposed a procedure based on wavelets for reservoir parameter estimation. The method can integrate
information from different sources with better results when compared to other techniques. Panda et al. (2000) applied the
wavelet transform to noise filtering, analysis and upscaling of one- and two-dimensional permeability data to map and
determine the extension of reservoir flow units and discontinuities. This data reduction is particularly useful in processes like
numerical reservoir simulation.
Soliman et al. (2003) used the wavelet transform to interpret pressure transient test data. Results allowed qualitative and
quantitative analysis, like well anomaly identification and reservoir limits effects. Fracture behavior may be evaluated through
the analysis of generated and reflected pressure waves during the stimulation process (Surjaatmadja et al. 2002).
Scale change is also analyzed using wavelet transforms. Sahimi et al. (2005) proposed a methodology that incorporates
relevant geological data in different scales. They evaluated the technique in well test, unstable miscible displacement and two-
phase flow problems. The wavelet transform was also applied in the automatic generation of different reservoir models based
on production history match considering geological uncertainties (Sahni and Horne 2006, Kind and Quinteros, 2007).
The use of wavelet analysis to enhance PDG´s data processing is suggested by Ouyang and Kikani (2002). The main goal
is transient identification, but the technique is also applied to noise reduction and outliers removal. The proposed transient
detection is based on two parameters: a pressure variation threshold and the relation between this value and the absolute
pressure difference in the following 0.1 hour. Authors also propose a noise cut threshold estimative based on the hypothesis
that the transient pressure behavior may be adjusted by a logarithmic function.
Olsen and Nordtvedt (2005a, 2005b) evaluated the influence of the choice of the wavelet "mother" on the filtering process
and the filter type used in outliers removal. They also proposed empirical rules to estimate the noise cut threshold and
techniques to apply filters and compress reservoir and production data automatically.
Recently, Viberti et al. (2007) detected similar behavior in high frequency signal close to an outlier and a pressure transient
region and created a criterion to distinguish both events based on the signal behavior in the following period. A semi-empirical
rule to define the noise cut threshold value was also developed, showing better results than the one proposed by Ouyang and
Kikani (2002). In summary, the discrete wavelet transform is an appropriate tool for the treatment of pressure signals. The first
step in this treatment is the denoising process, required to facilitate the data reduction, the transient identification and the
visual identification of reservoir features.
In this paper, the performance of several combinations of methods and parameters of the wavelet denoising process were
tested in pressure signal generated from synthetic reservoir models and from actual PDG data. The variables tested include the
influence of the wavelet type, shrinkage rule, threshold value and resolution level.

Mathematical Background on Wavelet Transform

The most used signal treatment tool is probably the Fourier transform. It is a technique that transforms the representation of a
signal in time domain to the frequency domain. Despite of its widespread use, the Fourier transform presents a serious
restriction: after the signal transformation to frequency domain, the time information is lost, what does not allow the
determination of the time instant of the occurrence of an event. If the signal properties do not vary with time, this is not an
important issue, but PDG data present non-stationary or transient behavior. These signal features usually are the most
important characteristic of the data set, what makes Fourier analysis not suitable.
In order to solve this problem the short time Fourier transform (STFT) was developed. Short time Fourier transform was
able to analyze either high frequency components using narrow windows (wideband frequency analysis), or low frequency
components using wide windows (narrowband frequency analysis), but not both. The wavelet transform was created exactly to
overcome this limitation: it uses windows with variable size regions. Wavelet analysis permits the use of long time intervals
SPE 123028 3

for more precise low frequency information search and smaller intervals for high frequency information. As a consequence,
wavelet analysis is suited for local analysis; it reveals data features that other techniques cannot, like break points, function or
derivatives discontinuities, etc. Besides that, compression and noise removal through wavelet analysis usually do not corrupt
data. Wavelet transform is the only linear transform that can analyze non-stationary signals at varying resolutions by
decomposing the signals into their frequency bands.
The continuous wavelet transform is defined by the following equation:
1 ⎛ t −τ ⎞
CWTxψ (τ , s ) = Ψψx (τ , s) = ∫ x(t )ψ
*
⎜ ⎟dt (1)
s ⎝ s ⎠
The transformed signal is a function of two variables, τ and s, the translation and scale parameters, respectively. The
transforming function is Ψ(t), called the mother wavelet. The mother wavelet is chosen to serve as a prototype for all windows
in the process. All the windows used are the dilated (or compressed) and shifted versions of the mother wavelet. There are a
number of functions that are used for this purpose. The wavelet transform presents good time and poor frequency resolution at
high frequencies, and good frequency and poor time resolution at low frequencies.
The continuous wavelet transform is a reversible transform and its reconstruction is made by the expression:
1 ⎛ t −τ ⎞
∫∫Ψ (τ , s ) ⎜ ⎟ dτ ds
ψ
x(t ) = x (2)
cψ2 s T ⎝ s ⎠
In equation (2) cΨ is a constant that depends on the wavelet used. The success of the reconstruction depends on the constant
called the admissibility constant that must satisfy the admissibility condition:

⎧⎪ ∞ ψˆ (ξ )
2
⎫⎪
cψ = ⎨2π ∫ dξ ⎬ < ∞ (3)
⎩⎪
−∞ ξ ⎪⎭
The discrete wavelet transform (DWT) provides sufficient information both for analysis and synthesis of the original
signal, with a significant reduction in the computation time. The DWT is considerably easier to implement when compared to
the CWT. In the discrete case, filters of different cutoff frequencies are used to analyze the signal at different scales. The
signal is passed through a series of high pass filters to analyze the high frequencies, and it is passed through a series of low
pass filters to analyze the low frequencies. Since the signal is a discrete time function, as in the case of PDG data, the terms
function and sequence may be used interchangeably. This sequence will be denoted by x[n], where n is an integer.
The DWT analyzes the signal at different frequency bands with different resolutions by decomposing the signal into a
coarse approximation and detail information. DWT employs two sets of functions, called scaling functions and wavelet
functions, which are associated with low pass and highpass filters, respectively. The decomposition of the signal into different
frequency bands is simply obtained by successive highpass and lowpass filtering of the time domain signal. The original signal
x[n] is first passed through a halfband highpass filter g[n] and a lowpass filter h[n]. After the filtering, half of the samples can
be eliminated according to the Nyquist’s rule, since the signal now has a highest frequency of π/2 radians instead of π. The
signal can therefore be subsampled by 2, simply by discarding every other sample. This constitutes one level of decomposition
and can mathematically be expressed as:

y high [k ] = ∑ x[k ] ⋅ g [2k − n] (4)

n

y low [k ] = ∑ x[k ] ⋅ h[2k − n] (5)

n

In the above equations, yhigh[k] and ylow[k] are the outputs of the highpass and lowpass filters, respectively, after
subsampling by 2.
The original signal can be reconstructed by following the exact opposite steps, or by computing
x[k ] = ∑(
n
)
y high [k ] ⋅ g [2k − n] + ( y low [k ] ⋅ h[2k − n]) , (6)

where yhigh and ylow are the outputs of highpass and lowpass filters, respectively, at each level. Frequently, the output of the
high pass filter is called the detail coefficients d jk and the output of the low pass filter the approximations coefficients a jk , at
the j level and position k.
Among different wavelet families, some of the most commonly used are:

• Daubechies - orthogonal functions with compact support:

4 SPE 123028

ϕ ( x) = limηl ( x) (7)
l →∞

and η l is determined by

η l = 2 ∑ α (n)η l −1 (2 x − n ) (8)
n

where αi are coefficients of the filter. The transform with N void moments is obtained by:

ψ (t ) = ∑ (−1) n α N (−n + 1)ϕ N (2 x − n ) , (9)

for example, for N=1 it is obtained the simplest wavelet called Haar (discontinuous and looks like a step function):
⎧ 1
⎪1, 0 ≤ t ≤ 2
⎪
⎪ 1 .
Ψ (t ) = ⎨ −1, ≤ t ≤ 1
⎪ 2
⎪0,1 ≤ t
⎪
⎩
(10)
The Daubechies wavelets of order 1, 2, 4, 6 and 8 were used in this work. Additionally, the nearly symmetric symlet and
coiflet wavelet families with orders 2, 4, 6, 8 and 1, 2, 3, 4, 5, respectively, and the biorthogonal spline wavelets 13, 22, 26, 33,
35 were compared.

Denoising by wavelet thresholding

Denoising by wavelet thresholding consist in to decompose a signal in approximation and detail coefficients and then to shrink
towards zero the detail coefficients below a threshold value, using a shrinkage rule. After that the inverse transform is applied
to reconstruct the smoothed signal. Suppose that the data collected by the PDG are
yi = pi + σ zi , (11)

where pi is the actual pressure and zi is a white noise with zero mean and σ 2 variance. To recover the signal pi , Donoho
and Johnstone (1994) introduced the use of the hard and soft thresholding methods. Because of the orthogonality of the
discrete wavelet transform, the white noise is transformed in white noise, and detail coefficients represent a noisy version of
the noiseless detail coefficients. On the former case, it is reasonable to assume that only some few non-null coefficients
correspond to information about the pi signal and the others, the high frequency fluctuations of small amplitude, are the
background noise. Using the hard thresholding, the detail coefficients bellow the threshold value are replaced by zero,

⎧0 d jk < λ
⎪
d H jk = ⎨ . (12)
⎪⎩d jk d jk > λ
The soft thresholding is similar but in this case the magnitude of the coefficients above the threshold is reduced by the
threshold value,

⎧ 0 d jk < λ
⎪⎪
d S jk = ⎨ d jk − λ d jk > λ . (13)
⎪ d + λ d < −λ
⎪⎩ jk jk

The hard thresholding performs well in applications in which the signal contains abrupt changes and discontinuities. On the
other hand, the soft thresholding is used for denoising of smooth signals.
As pointed by Athichanagorn et al (2002), the hard thresholding was unable to remove the noise in the continuous regions
of the data, and the soft thresholding tends to smooth the discontinuities caused by the flow rate changes. These problems
could be caused by the discontinuity of the hard thresholding and by the fact that the soft thresholding rule shrinks all the
SPE 123028 5

detail coefficients, even those away from the threshold value. To remedy the drawbacks of hard and soft thresholding, Gao and
Bruce (1997) introduce the firm shrinkage,

⎧ 0
⎪ d jk ≤ λ1
d F jk
⎪
= ⎨sgn ( d jk )
(
λ2 d jk − λ1 ) λ1 < d jk ≤ λ2 , (14)
⎪ λ2 − λ1
⎪ d jk + λ d jk > λ2
⎩
and Gao (1998) the non-negative garrote,

⎧ 0 d jk < λ
⎪
d G
=⎨ λ2 . (15)
d jk > λ
jk
⎪ jk
d −
⎩ d jk
Similarly, Antoniadis and Fan (2001) suggested a spline-based rule called smoothly clipped absolute deviation (SCAD),

(
⎧sgn ( d jk ) max 0, d jk − λ
⎪
) d jk < 2λ
⎪ (α − 1) d − α sgn ( d )
⎪
=⎨ 2λ < d jk ≤ αλ , (16)
jk jk
d jk SCAD
⎪ α −2
⎪ d jk d jk > αλ
⎪⎩
with a constant parameter α , recommended to be 3.7 by the authors, based in a Bayesian argument.
The threshold value for the former shrinkage rules could be specified by several methods. In this work the universal, the
minimax and SURE thresholds were considered. The universal threshold performs well when the data set are large enough and
is used in several denoising application:
λ = σ 2 log ( n ) , (17)
where n is the number of points. The minimax threshold for the soft thresholding was introduced by Donoho and Johnstone
(1994). For the other shrinkage rules mentioned above there is a compilation of its numerical values in Antoniadis et al (2001)
and in Gao (1998). The Stein´s Unbiased Risk Estimator (SURE) as proposed by Donoho and Johnstone (1994) was used for
the soft thresholding and for the hard thresholding twice this value.
For the noise level estimation some authors suggested to calculate the pressure as a linear or logarithmic fitting of the
signal in a well-behaved section and then to estimate the noise according to the difference between the adjusted pressure and
the original signal. This kind of procedure depends on the ability of the user to localize the regions with the proper behavior,
and is based on the assumption that the pressure is a linear or logarithmic function in that region (Ouyang and Kikani, 2002).
To simplify the calculations, the well know method based on the Median Absolute Deviation (MAD) was used in all cases:
median( d1k )
σ= , (18)
0.6745
where the median is taken over the details at the first decomposition level. For example, Figure 1 shows the noise estimation,
using MAD and the Haar wavelet, on a synthetic pressure signal to which normal noise, with 0.04 standard deviation, was
added.
Results
To investigate the performance of the denoising methods, several test functions were generated with the three models
appearing in Table 1 and the reservoir and fluid properties found in Table 2. The data points are equally space in time, with
time step 0.01 hours. Examples of pressure data generated are presented in Figures 2 for each case and properties described in
Tables 1 and 2. Random noise with zero mean and three levels (0.02, 0.04 and 0.06 Kgf/cm2) were added to the data.
Several combinations of shrinkage rules, thresholds and resolution levels were used. Table 3 is a summary of the
combinations employed. The wavelet decomposition procedure with smooth padding at the edges was applied in data sets of
2048, 16384 and 65536 points. In all cases the size of the data set does not influence considerably the final result. The
resolution level was chosen according to the formula proposed by Olsen and Nordtvedt (2005):
j0 = log 8 ( n ) + 1 . (19)
6 SPE 123028

Table 1: Simulated Cases

Case Flow Model
1 Radial Homogeneous Infinite Acting
2 Radial Homogeneous Closed Square with Partial Penetration
3 Injection Well in a Two Faults System (Channel Reservoir)

Table 2: Reservoir and Fluid Properties

Property Value
Original Pressure (kgf/cm2) 250
o
Reservoir Temperature ( C) 80
Permeability (mD) 500
Net Pay (m) 50
Porosity 0.25
Oil Formation Volume Factor (m3/std m3) 1.025
Oil Viscosity (cp) 5
Well Radius (m) 0.108
Total Compressibility (cm2/kgf) 1.4×10-4

Table 3: Shrinkage rules and thresholds

Universal SURE Minimax
Soft X X X
Hard X X X
Firm X
Garrote X X
SCAD X X

350

340

330

320
Approximation

310

300

290

280

270

260
0 5 10 15
4
x 10

0.25
0.2

0.15

0.1

0.05
Details

0
-0.05

-0.1

-0.15

-0.2
-0.25

0 5 10 15
4
x 10

Figure 1. Pressure signals for a radial homogeneous infinite acting reservoir with noise added (upper). Detail coefficients at the first
level using the Haar wavelet (bottom). The red line is the standard deviation of d1k and the yellow lines are the noise level estimated
by Equation (18).
SPE 123028 7

250

240

230

220

210

200

250
240
Pressure [kgf/cm ]
2

230
220

210

200

190

180

340

320

300

280

260

240
Time

Figure 2. Pressure signals generated by the reservoir models (upper: model 1, middle: model 2, bottom: model 3).

244

243.5
Pressure [kgf/cm ]
2

243

242.5

242

975 980 985 990 995

Time

Figure 3. Gibbs phenomena in a denoised signal near a discontinuity. Blue: Original noisy signal, yellow denoised signal using soft
thresholding, universal threshold, Daubechies 6 wavelet and resolution level 6.

Increasing the resolution level, the difference between the denoised signal and the original signal decreases in the continuous
regions, with small improvements for high levels, but simultaneously the Gibbs effect in the neighborhood of discontinuities
exceeds the original noise level, particularly when the soft thresholding and the biorthogonal wavelets are used. Equation (19)
is a compromise between the two effects.
For the Daubechies, Symlet and Coiflet wavelets the soft thresholding with the universal threshold presents the worst
performance: maximum value of the difference between the denoised signal and the original noiseless signal (Error) and
8 SPE 123028

maximum standard deviation of that difference. A strong Gibbs effect appears at low decomposition levels and increases with
the resolution level and the wavelet order. Figure 3 shows an example of this behavior, near the beginning of a draw down.
The SCAD and garrote shrinkage rules showed intermediate performance with all the threshold values while the hard and
the firm shrinkage with minimax threshold the best results, suppressing the noise in the continuous regions with only small
influence of the Gibbs phenomena (above the original noise level) near the limits of the transient periods.
The denoising with the Haar wavelet shows a particular feature; high error values at the beginning of the draw down
periods, with all the shrinkage rules and thresholds tested. This distinctive behavior of the Haar wavelet, for drawdowns and
build-ups, was previously reported by Ribeiro et al (2006).
The symlet wavelet with the high noise reduction and low oscillations was the symlet 4. For the coiflet family the best
results were attained for the hard tresholding with the coiflet 2 and for the firm shrinkage rule with the coiflet 1.
The Biorthogonal wavelets tested shown a heterogeneous behavior. The shrinkage rule with worst performance was the
soft rule with SURE threshold and the best results were obtained with the garrote and SCAD rules and the universal threshold.
The Gibbs phenomenon is very strong when the biorthogonal 13 wavelet was used. In this case, a similar behavior to the Haar
wavelet occurs for the draw down periods.
In summary, the best performance was attained by the hard and firm shrinkages with the minimax thresholds and the
Daubechies 4 wavelet, with only small differences when the symlet 4 wavelet was used.
The best combinations of parameters for each wavelet family were applied to actual PDG data and compared by visual
inspection. The first derivative of the signal changes sharply in one direction and then changes in the opposite direction at the
data points located away of the trend. Before the wavelet decomposition process, an outlier detection routine based in this
feature was used to remove the isolated outliers. After that, a sub sampling routine distributed the data points equally spaced in
time, using a linear interpolation to fill the gaps. The resulting data set was uniformly spaced by a 10 seconds time step.
Figure 6 shows the result of the denoising process near the discontinuity caused by a reduction in the flow rate. The
localization of the discontinuity was preserved by the method. This is an important feature, required to guarantee the success
of the transient identification stage. In the continuous regions the selected method achieve good results with some noisy spot
remaining. Similar results are shown in Figure 7 near a small pressure discontinuity in a draw down period.

210.2

210
Pressure [kgf/cm ]
2

209.8

209.6

209.4

209.2

1040 1050 1060 1070 1080 1090 1100 1110 1120

Time

Figure 4. Gibbs phenomena in a denoised signal near a discontinuity. Blue: Original noisy signal; Yellow: denoised signal using soft
thresholding, universal threshold, Daubechies 6 wavelet and resolution level 6; Red: denoised signal using firm thresholding,
minimax threshold, Daubechies 4 wavelet and resolution level 6.

Conclusions
In this paper several wavelet denoising techniques were tested for the noise reduction in large amount of data from permanent
downhole gauges. The influence of the wavelet type, shrinkage rule, threshold value and resolution level was investigated. The
MAD noise estimator was used to obtain a reliable value, minimizing the user intervention.
The best results were achieved by the combination of the Daubechies 4 wavelet with the firm shrinkage rule and minimax
threshold. For other shrinkage rules high oscillations appeared in near the discontinuities, particularly for the soft thresholding
method with the universal threshold.
The primary resolution level was chosen as a compromise between the noise suppression in the continuous regions and the
perturbation caused by of the Gibbs artifacts in the vicinity of the discontinuities. The selected method was proved effective
when applied to the denoising of actual PDG data, preserving the sharp data features.
SPE 123028 9

  305.4

305.2

305

304.8
Press ure [kg f/ cm ]
2

304.6

304.4

304.2

304

303.8

Ti me

Figure 5. Actual pressure signal from a PDG (blue) and denoised signal using firm shrinkage, minimax threshold, Daubechies 4
wavelet and resolution level 6 (yellow).

281.2

281
Pressure [kgf/cm ]

280.8
2

280.6

280.4

280.2

Time

Figure 6. Actual pressure signal from a PDG (blue) and denoised signal with the same features of Figure 5 (yellow).

Nomenclature
ajk= approximation coefficient
ck= Fourier transform coefficient
cΨ= admissibility constant
djk= detail coefficient
g= high-pass filter
h= low-pass filter
j0= primary resolution level
s= wavelet transform scale parameter
t= time
T= signal period
x= signal
yhigh= high-pass filter output
ylow= low-pass filter output
10 SPE 123028

α= Daubechies filter coefficient

λ= threshold
σ= standard deviation of noise level
τ= wavelet transform translation parameter
ψ= wavelet mother function
Ψ= continuous wavelet transform

Acknowledgments

The authors wish to thank PETROBRAS for permission to publish this paper.

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