Rapid Forecast Calibration Using Nonlinear Simulation Regression with Localization

He, Jincong (Chevron Energy Technology Company) | Sun, Wenyue (Chevron Energy Technology Company) | Wen, Xian-Huan (Chevron Energy Technology Company)

OnePetro 

Calibrating production and economic forecasts (objective functions) to observed data is a key component in oil and gas reservoir management. Traditional model-based data assimilation (history matching) entails first calibrating models to the data and then using the calibrated models for probabilistic forecast, which is often ill-posed and time-consuming. In this study, we present an efficient regression-based approach that directly predicts the objectives conditioned to observed data without model calibration.

In the proposed workflow, a set of samples is drawn from the prior distribution of the uncertainty parameter space, and simulations are performed on these samples. The simulated data and values of the objective functions are then assembled into a database, and a functional relationship between the perturbed simulated data (simulated data plus error) and the objective function is established through nonlinear regression methods such as nonlinear partial least square (NPLS) with automatic parameter selection. The prediction from this regression model provides estimates for the mean of the posterior distribution. The posterior variance is estimated by a localization technique.

The proposed methodology is applied to a data assimilation problem on a field-scale reservoir model. The posterior distributions from our approach are validated with reference solution from rejection sampling and then compared with a recently proposed method called ensemble variance analysis (EVA). It is shown that EVA, which is based on a linear-Gaussian assumption, is equivalent to simulation regression with linear regression function. It is also shown that the use of NPLS regression and localization in our proposed workflow eliminates the numerical artifact from the linear-Gaussian assumption and provides substantially better prediction results when strong nonlinearity exists. Systematic sensitivity studies have shown that the improvement is most dramatic when the number of training samples is large and the data errors are small.

The proposed nonlinear simulation-regression procedure naturally incorporates data error and enables the estimation of the posterior variance of objective quantities through an intuitive localization approach. The method provides an efficient alternative to traditional two-step approach (probabilistic history matching and then forecast) and offers improved performance over other existing methods. In addition, the sensitivity studies related to the number of training runs and measurement errors provide insights into the necessity of introducing nonlinear treatments in estimating the posterior distribution of various objective quantities.