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LSTM Based EFAST Global Sensitivity Analysis For I
LSTM Based EFAST Global Sensitivity Analysis For I
LSTM Based EFAST Global Sensitivity Analysis For I
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INDEX TERMS Interwell connectivity, long short-term memory, global sensitivity analysis, extended
Fourier amplitude sensitivity test, oil and gas field
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III. METHODOLOGY
In this study, a LSTM neural network based EFAST
(LSTM-EFAST) method is proposed to evaluate interwell
connectivity in a synthetic reservoir model. LSTM neural
network is developed to build the complex non-linear
reservoir model, and EFAST method is utilized to estimate
global sensitivity index for interwell connectivity based on
the generated LSTM neural network reservoir model. The FIGURE 3. Long short-term memory architecture.
development process is addressed in this section.
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output factors of a model [44]. In general, there exists two f ( s) f ( X 1 ( s ), X 2 ( S ),..., X k ( s),..., X n ( s)) (10)
main sensitivity analysis methods based on saliency
Therefore, the function f ( s) can be expanded in the form
measurement [45]: Local Sensitivity Analysis (LSA) and
of Fourier series:
GSA. In LSA, the saliency measurement is given by the local
sensitivity of the function. However, GSA is based on the f ( s) (A j cos( j s) B j sin( j s)) (11)
Bayes’ theory or Gram-Schmidt orthogonalization. j
In this study, the EFAST [46] based GSA method is used where the parameters Aj and B j are Fourier coefficients,
to compute sensitivity index for interwell connectivity and defined as
analysis. The EFAST method is a milestone for GSA of 1
2
nonlinear systems [47]. It is an extension of classic Fourier Aj f ( s ) cos( j s )ds (12)
amplitude sensitivity test (FAST) method. For FAST method,
it mainly depends on the Fourier decomposition of the output 1
2
Bj f ( s )sin( j s )ds (13)
variance in the frequency domain, and the key feature of
FAST method is that each input factor is oscillated around over the domain of integer frequencies with j and
their nominal value at a specific frequency [48], and s [ , ] .
multidimensional space of input factors is explored by a The variance of output Dy can be derived from
well-defined parametric equation [46]. Compared with FAST, equations (12) and (13) based on Parseval’s theorem
EFAST method can not only compute the main effect or
first-order sensitivity index, but also the total of each input D y Var (Y ) 2 ( Ak2 Bk2 ) (14)
k 1
factor to the output variance. Besides, EFAST is also a
and the expected variance Dk for input factor X k is
quantitative and model-form independent GSA method,
which means it can be employed for any model. Therefore, a Dk VarX k [ E (Y X k )] 2 ( Ak2k Bk2k ) (15)
LSTM neural network model based LSTM method is k 1
proposed to estimate sensitivity index for injector-producer where the parameters Akk and Bkk are the Fourier
relationship identification in this paper. coefficients for the base frequency k and all of its higher
Without loss of generality, a model f () such that harmonics kk .
Y f ( X 1 , X 2 ,..., X n ) is considered, where the parameters For FAST method, the first-order sensitivity index or
X 1 , X 2 ,..., X n are input factors. GSA evaluates the effects of main effect of the k-th factor X k is given by
the input factors on the model output Y. In EFAST, each
2 ( Ak2k Bk2k )
input factor X k is in connection with a specific frequency k . Dk VarX k [ E (Y X k )]
Therefore, multidimensional input space can be transformed Sk k 1
(16)
Dy Var (Y ) Var (Y )
into an one-dimensional variable s by a set of well-defined
parametric equations The set of frequencies is free of interferences of M-th
order. Therefore, the first-order sensitivity index can be
X k ( s) Gk (sin(k s )) k 1, 2,..., n (7) approximated as follows when the first (M-1) harmonics are
where s is a scalar parameter changing in the range considered:
M
s . These equations allows all the input factors to 2 ( Ak2k Bk2k )
vary simultaneously when the variable s varies. A classic Dk VarX k [ E (Y X k )]
Sk k 1
(17)
parametric equation is Dy Var (Y ) Var (Y )
1 1 where the parameter M is called the interference factor
X k ( s) arcsin(sin(k s)) (8)
2 (usually 4 or 6 in GSA community). Besides, the number of
This representation is widely used because of the uniform simulation N needs to satisfy the Nyquist-Shannon sampling
sampling of the input space. However, if the value range of theorem, that is N 2M max 1 , where max max(k ) ,
a certain input factor X k is [ak , bk ] , each factor oscillates in k [1, n] . That means N system evaluations are required to
the range [ak , bk ] , then the equivalent expression should be compute the main effect or first-order sensitivity index.
represented as However, it is difficult to properly choose a set of
frequencies to not only avoid the interferences up to order
bk ak bk ak
X k (s) arcsin(sin(k s k )) (9) M , but also coordinate the correlation between the number
2 of input factors and model evaluations [48].
where k is a set of random phase-shift chosen uniformly in Therefore, EFAST, as an extension of the FAST approach,
[0, 2 ) . Whatever the model f () is, the output of the is proposed by Saltelli [46], which improve FAST method in
model is a combination function of a series of different the following two ways:
frequencies k 1, 2,..., n , then the model becomes a 2 1) It estimates not only the first-order sensitivity index
periodic function: but also total index.
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FIGURE 5. LSTM-EFAST method applied to global sensitivity analysis for interwell connectivity evaluation.
2) It can choose the set of frequencies more easily to LSTM, as an extension of classic RNN network, is an
deal with the problem of interferences. important algorithm for processing sequential data. It is
In the EFAST approach, the total effect of the k-th designed to learn the long-term dependency between model
factor X k will be found in the higher part of the spectrum, inputs and outputs, and a long period of valuable information
and all the others effects will be found in the lower part. is able to be remembered via the input, output and forget
Therefore, the expected variance Dk for factor X k can be gates. For this reason, LSTM neural network is chosen to
defined as the complementary variance of all the other solve this problem. EFAST is a model form independent
variables, that is method to determine the importance and apportion the
DTk Dy D k (18) uncertainty of input factors to output factors of a model,
where k stands for all but k. Then, the total sensitivity which computes both the main effect and the total sensitivity
index is given by index. Therefore, a LSTM-EFAST is proposed to model the
DTk reservoir in this study. Fig. 4 shows the organization and
STk (19) workflow between the important steps, and the detail of this
Dy method is given in Algorithm 1.
and can be estimated by LSTM-EFAST method applied to GSA for interwell
M max(k ) M k connectivity evaluation is shown in Fig. 5. All the input
STk 1 ( A2 B2 ) ( A2 B2 ) (20) factors oscillate with a specific frequency k based on the
1 1 parametric equation defined by (9), and N simulation
with k 2M max( k ) and N 2M k 1 , where the e valuations are executed by varying each input factor, which
frequency k is the highest frequency allocated to the k-th enables the calculation of the percentage importance of each
input factor, and max( k ) is the maximum frequency input factor to output factor.
allocated to all the remaining input factors except the
factor X k .
Once the total sensitivity indexes for all the input factors
are derived, it is necessary to normalize each STk by the sum
of all the indexes
n
STk STk ST
i 1
i (21)
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0, if j is odd
Aj 1 q
j k (24)
N ( y0 ( yk y k ) cos( N )), if j is even
k 1
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Aj Fourier coefficient
Akk Fourier coefficient for the base frequency
bc Bias weight of cell state of LSTM
bf Bias weight of forget gate of LSTM
bi Bias weight of input gate of LSTM
bk Maximum of the k-th input factor of LSTM
bo Bias weight of output gate of LSTM
Bj Fourier coefficient
Bkk Fourier coefficient for the base frequency
ct Cell state of LSTM at time stamp t
DTk Expected variance for k-th input for EFAST method
Dk Expected variance for k-th input for FAST method
FIGURE 12. Liquid production rate estimation after reset for the least Dy Variance of model output
sensitive input factor I1
f Considered model for sensitivity analysis
ft Output of forget gate of LSTM
Gk Parametric equation
ht Hidden state of LSTM at time stamp t
it Output of input gate of LSTM
I Number of input factors of Sobol’s G function
K Number of input factors of LSTM-EFAST method
m Number of hidden neurons
M Interference factor
n Number of input factors
N Number of simulation for EFAST method
ot Output of LSTM neural network at time stamp t
s One-dimensional scalar parameter
STk Total sensitivity index
STk Normalized total sensitivity index
FIGURE 13. Liquid production rate estimation after reset for the most
sensitive input factor I4. Sk First-order sensitivity index of the k-th factor
reservoir model to estimate connectivity index, and two t Time stamp of LSTM
additional experiments are performed to verify the
Wc Weight of cell state of LSTM
effectiveness and validity of this method. The results show
that the LSTM based EFAST global sensitivity analysis Wf Weight of forget gate of LSTM
technique is an efficient method for evaluating interwell Wi Weight of input gate of LSTM
connectivity. Wo Weight of output gate of LSTM
In the future, we plan to use the obtained information and
knowledge about interwell connectivity to understand 0 Oil mobility
reservoir properties, determine water injection rate, and w Water mobility
enhance oil recovery for O&G field. The proposed method k Random phase-shift
will be applied to a real industry oil field to further verify the k Frequency for the k-th input factor
performance of the hybrid algorithm, and more complex
xi Original input of LSTM-EFAST algorithm
changes in field operation, such as the switch of producers to
injectors and the shut in of producers and injectors, will be x
i
Normalized input of LSTM-EFAST algorithm
considered when estimate interwell connectivity. xt Input of LSTM at time stamp t
Xk Input factor of model f
NOMENCLATURE
ak Minimum of the k-th input factor of LSTM yp Predicted output of LSTM for p-th input
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Z Number of input samples of LSTM Calgary, Canada, Oct. 2010, SPE 137504.
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ACKNOWLEDGMENT and production fluctuation data in water flooding projects,” MSc
This work was also supported by the Joint PhD Training Thesis, University of Calgary - Petroleum University of Iran, 2010.
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Program Scholarship of the University of Chinese Academy connectivity in the case of unmeasured fluctuating bottomhole
of Sciences. The support is gratefully acknowledged. pressures,” J. Pet. Sci. Eng., vol. 90-91, pp. 79-95, Jul. 2012.
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