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Soclaty d Pehleum qtn-
SPE 39805
This pa~r W= prapared for fwaaentation at tha 109S SPE Petian Brnin 04 and Gas Introduction
fl~ry Confemnm M in Wdarrd, Taxaa, 2S-27 March lW.
Accurately modeling nonlinear phenomena is always a
This papar WM salactad for pentation
information contmnad in an abdti
by an SPE Progrm Cunmitfaa fdldng
aufnn~
Mew of
~ tha a~tror( s). Contents d the fmfmr, as
challenge for engineers and scientists, As there are severat
praaanted, haua @ been radawed by the Scddy d Patrdeum Engine8m and are suti~ to nonlinear phenomena in nature, most relationships in
~i by the author(s). Tha material, - mentad, * ti nasarily reflect any
pmMon d tha Society d Pat*wn Engi-ra, Ita offiim, or mkra. Papra mented at
petroleum engineering are also nonlinear. Various statistical
SPE m.aatinw am subect to ~b~i raviaw by Editorial Cd- d the Scciety d modeling techniques are discussed in the Literature for
Petmlem Errgineara. Etirunb ra@*, diati~on, or aforaga d any wrt of ttis wr
for cunmerdal f)urpmes wit~ tfm written rnn$ent d the S- d Pefmtewn Enginaam ia developing accurate correlations. The key idea in every
~hibfiad. Permbaion to raprodm in print Is radridad to an afmtract d not mom than W
words; iflustratis mey d ba m. l?w *tract mud ccmtdn c0n5@cu0ua
technique is to eliminate noise and nonlinearity in such a way
ackntigment d wham and @ whcan h pm was -ded. Writs Librariam SPE, P.O. that optimat correlation can be obtained. We have chosen
Sax -, ~hardam, ~ 7SOSS-W U.SA., fax 01-972W-9435.
three common techniques, linear regression, optimal
transformatim, and artificial neural networks for
Abstract investigation, The f~st part of this paper compares the three
This paper discusses various ways to quantify nonlinear techniques using a noisy and nonlinear synthetic function.
relationship% in general, and an applicatim of the prtiures In the second part we selected the optimal
explored to the Atlas of Major Texas Oil Reservoirs database transformation technique to predict the oil recovery efficiency
compiled by The University of Texas Bureau of Economic reported in the AUas of Major Texas Oil Reservoirsa
Oeology. (AMTOR). Good correlations were attained only after the
A system is nonlinear if the relationship between its reservoirs were classified according to drive mechanism. The
input and output cannot M described by a straight line. correlations between recovery efficiency and reservoir
Detiting such a relationship is confounded when random properties were not as good for lithology classifications.
noise is present in the system’s output. Most relationships in
petroleum engintig are nonlinear. The first part of this Correlation Teohniqttes
work describes a numericrd experiment that uses a known but The following section briefly discusses three gentiic
noisy nonlinear functim to genaate system input. The correlatim techniques, linear regression, Optimat
function contains a parameter that specifies the degree of transformations, and artificial neural networks.
nonlinearityy and an independent white noise component. For
varying degrees of nonlinearity and noise we investigate Linear Reg-ion
which of three tiniques, conventional linear regression, the Single vwiable linear regression (LIN) is used to produce a
optimal transform method, and a neurat network, best model that will ptilct some property Y from a measurement
reproduce the input-output response. As expected, linear of another property,
regrwion works best (in the sense that it reproduces the
known tiction) when nonlinearity is small. optimal Y=p1+p2x+& (1)
transforms work best for moderate amounts of noise and for X is the predictor or expfanufory variable, Y is the response, E
nonlinear functions. No technique works, regardless of how is a random error, and ~1 and ~z are the regression model
nmlinear it is, when the s~tem is dominated by noise. parameters. X is an explunuto~ variable because knowledge
The optimal transform procedure is illustrated by of how X varies can be used to explain variations in Y.
correlating oil recovery efficiencies reported in the Attas of
Major Texas Oil Reservoirs database. The results are obtained Optimal Transformations
by performing the pr~ure on data sets that have been pre- When large variations in proWrties occur, linear regression
processed by dividing according to drive mechanisms and/or will fail. Optimat transformatims are used to obtain a best-fit
reservoir classes. additive model. The optimat transformations aid in finding
the strongest correlation between a dependent (response)
random variable and multiple independent (predictor) random
variables. The alternating conditional expectation (Am)
457
2 LOVEENA KAPUR, LARRY W. LAKE, KAMY SEPEHRNOORI SPE 39ao5
algorithm, originally proposed by Breiman and Friedman’, changing the two parameters, K and e, in the above equation.
provides a method for estimadng optimai transformations for The K parameter determines the degree of nonlinearity in the
multiple linear regression. Knowledge of such relationship between the independent variable (X) and
transformations aids in the interpretation and understanding of dependent variable (Y). K= 1 corresponds to a linear
the relationship between the response and predictors. relationship and K iarge (or smail) means a very noniinear
The basic idea behind the ACE aigorithm is that relationship. E sign~les independent white noise with a zero
linear correlations can be greatiy improved if all the variables, mean, variance Var (e)= ~c2,and E (e)= E(c, Y)=E (&A)=O.
both dependent and independen~ are transformed prior to The X is generated randomly within the range (0,1); this
correlation being sought. Simple examples of this are causes YACmd to be between zero and one aiso, but Y can be
transformations to standard normai variables or to logarithmic significandy outside this range depending on the magnitude of
space. However, tie ACE pwedure is mom flexible than 0,2. The results in this paper are from a single set of randomly
this. In fact the transformations in ACE are developed to generated X. Y is obtained from Eq. (2) by varying the degree
eventually lead to the stingest linear collations possible. of nonlinearity (K) and the noise variance (0s2).
See Breiman and Friedman ‘ for ftier details. See Xue et The standard measure of the goodness of an
al.’ for examples of the application of ACE to other petroleum
association between two variables is determined by the
engineering problems.
coefficient of detennination~, defined as,
Artificial Neural Networks Techniques and Aigorithm
Artificial neurat networks (ANN) m a class of numerical Cov(zl, Z2) 12
R2(Z1, Z2)=[ (3)
optimization algorithms originally inspired by studies of the JVar(Z1 ) Var(Z2 )
brain and nervous system. In genemi, ANNs function as
nonlinear dynamicai systems that learn to recognize patterns
where Z1 and z are any two random variables. R2is a way of
after undergoing training, The training involves presenting the
ANN with a series of input values and desired output values expressing the strength of a linear association between two
variables Z1 and u, however, Eq. 2 is most definitely not
(training patterns). In effecq the ANN implicitly &fines its
own, usually very complicated, predictive function as a result linear. Consequentiy, R2 can be different from one either
of the training. Once trained, the ANN can be applied to new because the relationship between Z] and &is not linear or the
input data, ailowing prediction of the output vaiues. system contains noise. Figure. 1 illustrates this fact by
tificial neum.i networks have two major plotting R2 (Y,X) against the nonlinearity coefficient, K, with
components: nodes (aiso caited units or neurons) and noise variance, aC2, as a parameter. Noise-free noniinear
connections (weighted links between the nodes). Each node systems can have an R2 as smatl as 0.5 over the range of K
(ex@pt those receiving input values) applies an arbitrarily Used in Fig. 1.
chosen function (known as a basis, activation or transform The second phase of the experiment consists of tests
function) to the weighted sum of the results passed from other of the model described above. The word “Model” in a
connected nodes. In this manner, input vaiues w passed subscript refers to linear regression (LIN), the ACE (Am) or
through the network and transformed into one or mom output Mlcial neural networks (ANN) as the case may be. A
values. The output values m then com~d to the desired relationship is said to & we~ly noniinear if K=l, modemtely
values (e.g. recovery efficiency) and, in accordance with the nonlinear if K=5 and strongly nonlinear if K =1000. The
particulru learning algorithm chosen, the weights m adjusted. noise is reported as normalized by the variance of Y,
This process iterates until the error between the output and var(Y)=oy2 , The noise is smail if this quantity is less than
desi~d vaiues is minimized. Details about generat ANN 0.11, moderate if it is between 0.11 and 0.98, and strong if is
theory can b found in many publications (e.g. Stephen’, and greater than 0.98. In all cases input to the respective model is
Hertz et ai.’ ). X and output Y~&,. RecaU that the miationship between Y_
We use the back propagation atgorithm to train the and YM~tshould be lin~ if the model is a good predictoc
ANNs in this study. See Kapur’ for more details. hence, R (YMJ , YM&,)should be a good measw of the
success of a correlation.
Numericai Experiment
We use a simple numerical experiment to investigate whiti of Results
the three techniques discussed above best reproduces the The results of calculating R2(YACmd
, Y~O~,Jfor a rangeof K
input-output response for a simple nonlinear system. The and 0C2are summarized in Table 1. Figures 2-5 show the
following nonlinear synthetic function is used to perform the results of the predictions for selected cases. Each case is a
experiment single-rdizatim exampl~ the results might change somewhat
x if multiple executions were to be performed.
Y=Y (2) Table 1 shows tha~ as expected, ail models perform
‘CW+S=X+K(l -X)+ E
well in the case of small noise and weakly nonlinear functims.
This is true regardless of the noise level as long as the
where Y is the output from the system defined by Eq. 2, Y~C~d
underlying function is linear. For moderately noniinear
is the noise-tiee output. The experiment is carried out by
458
SPE 39s05 MODELING NONLINEAR PHENOMENA 3
459
4 LOVEENA KAPUR, LARRY W. LAKE, KAMY SE PEHRNOORI SPE 39S05
Analysis by Drive Type combination of initial water saturation, with permeability and
height of oil column is notable. An excellent multivtiable
ACE comlation is achieved with the mmbination of only six
Water ~ive Mechanism
variables (permeability, height of oil column, initial water
A reservoir is classified as “water drive” if there exists an saturation, GO~ tempertaure, porosity). The R’ with these six
active hydra~ic connection between the reservoir and a variables is 0.94. A slight improvement is noticed in each step
contiguous aquifer, or if water has been injected. An ERof 70 of adding other variable, increasing the final R*to 0.98.
to 80% is possible in some of water drive reservoirs. There
are 57 r~oirs in the AMTOR database under this Analysis by Lithology
classification.
Figure 7a shows the results of the single-variable
Limestone Reservoirs
ACE analysis for the water drive category. While porosity has
the largest R’, no single-variable R’ would be considered Limestone reservoirs are formed in bedded sedimentary
significant by iklf. Figure 7b shows the results of the deposita that chiefly consists of carbonates of dcium and
cumtiative analysis. The combinations (porosity, magnesium. Them are 33 of these reservoirs with complete
temperature) m both shown since temperatm and data in the AMTOR. Figure 10(a) demonstrates the msulm of
permeability were equally important in Fig. 7a. The the single-variable analysis and Fig. lo(b) shows the
multivariable ACE correlations does not become significant cumulative analysis, R’ is 0.56 for pressure in the single-
until the~ are 9 independent variables in the procedw, variable analysix whereas, R2 is 0.38 for the (pressw, API)
adding the final variable, height of the oil column, has very combination in the cumulative tiysis. This implies that
little cmmdative effect. The fd R’ is 0.89. (pressure, API) has mom complex comlation than pressure by
itself. A significant effect is observed for the combination of
Solution Gas and Partial Water Drive Mechanism (pressure, API, permeability, net pay); and the R’ for the best
possible correlation is 0.96.
Solution gas drive refers to the displacement of the oil by gas
coming out of solution because of the reduction of reservoir
DoIomiti Reservoirs
pressure upon the withdrawal of fluids. Water drive
mechanism usually occurs as gas and oil are produced. The Dolomite reservoirs are formed in xnagnesian limestone.
complete data set is available only for 19 solution gas and Them are 63 dolomite reservoirs in AMTOR database. The R’
partial wat~ drive rmrvoirs. for the ~ prediction correlation using the ten selected
Figure 8a shows the results of the single-variable reservoir properties is only 0.41 in this case. The low value of
analysis for the solution gas and partial water drive category. R’ either implies the prewnce of the more complex comlation
Porosity and permeability have the largest R* and well spacing among the reservoir properties or the need of additional
has very small R2. Also, the single-variable R2 value for information. We selwt~ average depti as an additiond
parameter and a slight change in R’ was noticed. Finally, we
height of oil column is very close to net pay value and the
estimated a new meter, dimensionless time, for more
value for pressure is close to GOR value, but no single-
complete information. Good correlations were obtained
variable R2 is significant by itself. Figure 8b shows the results
without the consideration of dimensionless time in other
of the cumulative analysis. A gd mdtivariable ACE
We have assumed several parameters for
categories.
correlaticm is obtained with 7 independent variables in the estimating the dimensionless time. See the appendix for
procedure with R2 value of 0.83; excellent results are obtained discussion and definition. A better correlation is obtained
when tem~ature is added as the eighth independent variable, after considering dimensionless time but the R’ is increased to
increasing R2 to 0.95. A slight increase in R2 is observed on only 0.69 after this addition. The results m summarized in
adding the initial Wata saturation and is decreased to 0.92 Fig. 11.
upon addition of well spacing.
Sandstone Reservoirs
Gas tip and Water Drive MechaAsm
Sandstone reservoirs are composed of compacted detrital
In gas cap drives, as production proceeds and reservoir sedhnenL predominantly quartz grains. There are 119
pressure declines, expansim of a gas cap displaces oil sandstone reservoirs with mmplete data in the AMTOR.
downward toward the wells. At the same time, the gas cap Flgnre 12 illustrates the results for this case. R2 is only 0.44
retards the pressure decline and hence sustains oil recovery. with 10 independent variables. The correlation improves upon
As in the above case water-drive mechanism takes place as the addition of average depth and dimensimless time,
gas and oil is produ~. We have analyzed 30 of these increasing the finat R2to 0.52.
reservoirs.
Figure 9a shows the results of the single-variable Comparison of Categorical Classifications
analysis for the gas cap and water drive category. When reservoirs m classified according to drive type, the
Permeability has the largest R2, but no single-variable R’ range of R’ for ~ ptiiction using ten Eservoir properties is
would be considered significant by itself. ~gufe 9b ShOWS between 0.85-0.98. When classified according to Iithologie$
the results of the cumdative analysis. The consequence of the the R’ is 0.96 for limestones and only 0.41 and 0.44 for
460
SPE 39305 MODELING NONLINEAR PHENOMENA 5
461
6 LOVEENA KAPUR, LARRY W. LAKE, KAMY SEPEHRNOORI SPE 39305
= o.oo708M(Pe – Pw)
9 Table 1. Results from numerical experiment.
pBln(~)
Degree of nonlinaity + Weakly lModerate Iarge
Oczlcryz J Noise~ I K=l K=1OO
k = average permeability (mD) Model
h = net pay (ft)
Low R2(LIN) 1.00 0.91 0.36
Pe = average pressure (psig) 0.2 /ay2 <o,11 R2(ACE) 0.99 0.99 0.49
Pw= pressure at the wellbore ( assumed zero)
R2(ANN) 0.99 0.89 0.40
= fluid viscosit (cp)
k = formation vo rume factor (RB/STB) Moderate R2(LIN) 1.00 0.84
4 ---
0.36
..-
(assumed 1.0 RB/STB) 0.11< is? Icryz <0.98 R2(ACE) 0.94 10.98 0.47
r, = generally, an external drainage radius (ft) R2(ANN) 10.99 ]0.86 0.40
(assumed =(well spacing/n) *n) Large 0.05
rW = wellbore radius ( assumed 0.5 ft) ,_a,z IGYZ20.98
. :::) % 0.08
IR2~A~ I 0.99 10.95 ~0.06
References
1. Bishop M. Christopher Neural Networks for Pattern The R2 values indicated are the sample values between Y~Cmd
Recognition, Oxford University ~ss, New York from Eq. 2 and Y~O~~l.Best model is shown in bold.
(1995).
2. Guoping Xue, Akhil Datta-Gup@ Peter Valko, and
Tom Blasingamti “ Optimal Transformations for
Multiple Regression: Application to Permeability
Estimation from Well Logs,” SPE/DOE 35412 1.00
presented at Impmved Oil Recovery Symposium,
TUIW Oklahom&l 15-130,(April 1996).
3. Hertz, J., Krogh, A., and Patmer, R.G., Intiuction
to tie ~eory of Neural Computation: Addison -
Wesley Publ. Co. (1991).
4. Isaaks, E,H. and R.M. Srivastavx Applied
Geostatisticsi Oxford University ~ss, New York
(1989).
5. Jerry L. Jenwn, Larry W, Lake, Patrick W,M.
Corbet6 and David J. Goggin: Statistics for
Petroleum Engineers and Geowientists, Prentice Hall
~ (1996).
6. Kapur Loveena: Ph.D. dissertation in progress, The
University of Texas at Austin (1998).
7. Leo Bmiman, and Jerome H. Friedman: “Estimating 0.00 11 ill I 1 I I I
o 5 10 15 20 25
Optimal Transformations For Multiple Regression &~ of Nonlinearity (K)
and Correlation”, Journal of the American Statistid Figure 1, RelstioIIslIip btween coefficient of detcmi=tloo ●nd
Association, Vol. 80, No. 391, 580-602, (September
1985).
8. Mark H. Holtz, Noel Tyler, C,M. G-tt, Jr., W.G.
White, and N.J. Banta: Atlas of Major Texas Oil
Reservoirs, Bureau of Economic Geology, The
University of Texas at Austin, Austin (1991).
9. Stephen, J.J., Neural Network Design and
Complexity of kaming: MIT Press (1990).
462
SPE 39m5 MODELING NONLINEAR PHENOMENA 7
1.Co
0.80
0.60
1.W
*
> 040
0.50
0.20
O.m
- O,al
..1. ~
-0.s0
o,(h)
..:
0.20
1
0,40
1
0.60
1
0.80
I
1.00
1 .0.20
O.co O.a 0.40 O.m O.m 1 .OJ
..
x
x
Figure 2. ComPrison of comlalion lechniquca for K.1 sad Flgure5. tipwbmdcwrclaUm &hnlquufw K4md
U**= 0.04. o,’= 0.85.
1,m .! ,-. -
0.s0 --
i- ! :+
0.60 . . .. . . . .. . . . . . .
!:
i!
0.40
:. ‘.”:
. ;.
-Z.m 1 # 1 1 O.m
Osnl 0.20 0.40 0.60 0,s0 1.m
x
Flgurr
3.Cunbon ticmmlatlon ~hnlquu far K=l md
0“= O,u,
1.20
.—
1,m
0.80
0.60
*
0.40
O,qo
0.00
.o,~o
-0,40 r
0.00 0.20
L 1 1 1 i
0.40 0.60 0.80 1.m
x
Figum4. Comptison ofcomlatlou techniqumfor K4snd Fiwm 7(9). Mngk-m*bk smlyak of -h Ppcrty for mtcr drive
=t’vein.
O*= 0.01.
463
8 LOVEENA KAPUR, LARRY W. LAKE, KAMY SEPEHRNOORI SPE 39W5
Pasmmm
drive rmemdm.
464
SPE 39M5 MODELING NONLINEAR PHENOMENA 9
0.00
metal
O.CQ
465
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