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Received June 11, 2013; revised July 11, 2013; accepted July 18, 2013
Copyright 2013 Yishen Chen et al. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
ABSTRACT
Feasibility of oil production predicting results influences the annual planning and long-term field development plan of
oil field, so the selection of predicting models plays a core role. In this paper, three different predicting models are in-
troduced, they are neural network model, support vector machine model and GM (1, 1) model. By using these three dif-
ferent models to predict the oil production in XINJIANG oilfield in China, advantages and disadvantages of these mod-
els have been discussed. The predicting results show: the fitting accuracy by the neural network model or by the support
vector machine model is higher than GM (1, 1) model, the prediction error is smaller than 10%, so neural network
model and support vector machine model can be used to short-term forecast of oil production; predicting accuracy by
GM (1, 1) model is not good, but the curve trend with GM (1, 1) model is consistent with the downward trend in oil
production, so GM (1, 1) predicting model can be used to long-term prediction of oil production.
Output layer:
p
input : ml v jl h j l
k k
l 1, 2, , n
j 1 (2)
output:x k f m k
l l
After training of N samples, the network error is:
1 N n k
xl xlk
2
Etotal .
2 k 1 l 1
Error of output layer unit:
dlk xlk xlk xlk 1 xlk (3)
X t x1 t , x2 t , , xn t . F o r t h e k - s a m p l e
T
N
l q 1 l q dlk (6)
k 1, 2, , N ,
l e t. U k u1k , u2k , , usk b e in p u t k 1
Wij , i 1, 2, , m; j 1, 2,, p be the connection Repeat the above-mentioned learning mode, until the
weights from input layer to middle layer; network converges to a given error range.
V jt , j 1, 2,, p; l 1, 2,, n be the connection
weights from middle layer to output layer; 2.2. Support Vector Regression (SVR) Predicting
j , j 1, 2, , p be the threshold value of middle Model
layer; l , l 1, 2, , n be the threshold value of out-
SVR [9-11] is an effective method to solve the regression
put layer; 0 1 is the learning rate.
problem. This regression problem can be described in
Let the response function of ANN f x be Sigmoid- mathematics:
Given training set T x1 , y1 , , xl , yl x, y ,
l
1
type function: f x 1 e x
where xi x R n , yi y R , i 1, , l . The training
The input and output values of each neural unit satisfy set is composed of independent and identically distrib-
the following relationship: uted sample points following certain probability distribu-
Middle layer: tion p x, y . After giving loss function c x, y, f , the
regression function f x wT x b will be found
s
to make the expected risk R f c x, y, f dp x, y
intput:g j wij ui j i 1, 2, , m; j 1, 2, , p
k k
j
output:h k f g k k 1, 2, , N
j
mapping, it maps the data x into a high dimensional fea-
ture space; w and b are weight vector and bias value,
(1) separately.
linear mapping, the nonlinear regression problem in low- grey derivative of x1 by:
d k x
0
dimensional input space transformed into a linear regres- k x1 k x1 k 1
sion problem in high dimensional feature space and the
z x 2 , x 3 , , x n be the
1 1 1 1
key is to solve the parameter w and b in the regres- Let gener-
ated data series of x , then
1
sion function. Hence, the basic rule of SVR in solving
regression problem is to solve an optimal problem with z k x k 1 x k 1
1 1 1
the following
Hence, denote the gray differential equation model of
i* i *j j K xi , x j
l
1
min GM (1, 1) [12,13] by:
* R 2 l 2 i , j 1
d k az k b
1
l l
i yi i ,
*
i
*
i
i 1 i 1 It is,
form: (9)
i* i 0,
l
x
0
s.t. k az 1 k b (11)
i 1
In Equation (11) x k is the grey derivative, a is
0
C
0 i , i* , i 1, 2, , l the developing coefficient, z k is the albino back-
1
l
ground value, b is the grey functional variable.
where i , i* are Lagrange multipliers; C is a con- Introducing k 2,3, , n into Equation (13) gives
stant, called penalty factor; is a given positive value,
x 0 2 az 1 2 b
it is a maximum error of regression. 0
By solving Equation (9) gives the optimal Lagrange x 3 az 1 3 b
T
multipliers a a1 , a1* , , al , al* , and then gives re-
0 1
gression function when the expected risk R f gets its x n az n b
minimum:
Let
l
f x i* i K xi , x b (10) x 0 2 z 1 2 1
i 1 0 1
x 3 a z 3 1
where the sample satisfied i* i 0 is the support Y ; u b ; B
l
vector; w i i K xi , x .
*
i 1 x0 n z 1 n 1
C
Select j or k* in interval 0, ;
l Then GM (1, 1) model can be expressed as Y Bu ,
If j is selected, then now the question comes down to find the value of a, b .
Introducing least square method to solve the estimat-
b y j i* i K xi , x j
l
ing value:
i 1
a
1
If k* is selected, then u B T B B TY .
b
l
b yk i* i K xi , xk
In Equation (13), if x k is continuous variables
0
i 1
when k 2,3, , n , then x is a function of time t ,
1
when solving regression problem, the proper kernel func- it is x t , so the derivative of x k become
1 0
ax t b
1
(12)
data series, its 1-AGO data series is dt
7
Equation (12) is the albino type of GM (1, 1) model.
Given initial value x t 1 x 1 , the solution of
1 0
6
Equation (12) becomes:
0 b a t 1 b
x t x 1 e .
1
5
a a
4
3. Applications and Discussions
3
Given the initial oil production data (from 1958 to 2012)
of certain oilfield block in China, then the above-men-
2
tioned three method can be used to predict the oil pro-
duction of different oilfield block (A1, A2, A3). After
using the above-mentioned three different predicting 1
0 10 20 30 40 50 60
model gives Figures 2-4.
Figure 3. comparison of oil production prediction value
In Figures 2-4, the black circle means the real oil pro- with different method in block-A3.
duction, the green curve is the predicting curve with
ANN model, the red curve is the predicting curve with the GM (1, 1) model, the maximum relative error is less
SVR model, the blue curve is the predicting curve with than 10%, ANN model and SVR model can be used to
GM (1, 1) model. Figures 2-4 show the predicting accu- short term prediction. However, the GM (1, 1) model
racy with ANN model and SVR model is higher than predicts the overall trend in oil production decline; it can
be used to middle-long term oil production prediction.
15
4. Conclusions
Prediction with ANN model and SVR model can comply
10 with the actual oilfield production dynamics, the predic-
tion errors of them are less than 10%. However, they are
learning type of model; much data is needed to complete
the prediction, so they are only suitable for the short term
5
prediction;
Although the prediction accuracy with GM (1, 1)
model is low, still the prediction result fits with the over-
all downward trend of oil production, so it can be used as
a reference for long-term prediction.
0
0 10 20 30 40 50 60
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