IEEE Transactions on Instrumentation and Measurement
One of the key techniques towards energy efficiency and conservation is Non-Intrusive Load Monito... more One of the key techniques towards energy efficiency and conservation is Non-Intrusive Load Monitoring (NILM) which lies in the domain of energy monitoring. Event detection is a core component of event-based NILM systems. This paper proposes two new low-complexity and computationally fast algorithms that detect the variations of load data and return the time occurrences of the corresponding events. The proposed algorithms are based on the phenomenon of a sliding window that tracks the statistical features of the acquired aggregated load data. The performance of the proposed algorithms is evaluated using real-world data and a comparative analysis has been carried out with one of the recently proposed event detection algorithms. Based on the simulations and sensitivity analysis it is shown that the proposed algorithm can provide the results of up to 93% and 88% in terms of recall and precision respectively.
A computerized flow analysis of wake phenomena caused by a discontinuity in cylinder diameter is ... more A computerized flow analysis of wake phenomena caused by a discontinuity in cylinder diameter is presented. The vortex linkage and half-loop formation observed experimentally by Lewis and Gharib [Phys. Fluids A 4, 104 (1992)] have for the first time been reproduced numerically. The instantaneous vorticity and pressure fields provide a distinct picture of the direct-mode interaction, from which it is
SPE Annual Technical Conference and Exhibition, 2004
History matching of flow models is typically performed by using production data to calibrate the ... more History matching of flow models is typically performed by using production data to calibrate the models. This implies that deficiencies in the models cannot be revealed until the consequences are observed in the well network. The outcome can be highly undesirable, like early water-breakthrough in a production well. A new method is proposed that enables calibration of the flow-model early in the production cycle before the deficiencies can be observed in the wells, so that pro-active action can be taken. The basic idea behind this new method is to modify a given set of flow properties (e.g. porosity, permeability, cell volume...) along the streamlines so that the computed fluid fronts coincide with the observed fluid fronts derived from 4D seismic. The latter can be extracted from time-lapse seismic cubes with amplitude-based seismic attributes or 4D classification results. The matching of fluid fronts with this method needs very few iterative steps, contrary to traditional history-m...
The objective of this paper is to develop a novel wind speed forecasting technique, which produce... more The objective of this paper is to develop a novel wind speed forecasting technique, which produces more accurate prediction. The Wavelet Transform (WT) along with the Auto Regressive Moving Average (ARMA) is chosen to form a hybrid whose combination is expected to give minimum Mean Absolute Prediction Error (MAPE). A simulation study has been conducted by comparing the forecasting results using the Wavelet-ARMA with the ARMA and Artificial Neural Network (ANN)-Ensemble Kalman Filter (EnKF) hybrid technique to verify the effectiveness of the proposed hybrid method. Results of the proposed hybrid show significant improvements in the forecasting error.
A new seismic to simulation workflow is proposed, where the aim is the reduction of the overall t... more A new seismic to simulation workflow is proposed, where the aim is the reduction of the overall turn-around time, from seismic data acquisition to reservoir model building and simulation. To this end, new automated procedures are established: firstly, for discriminating seismic data into three-dimensional seismic facies, and secondly, for building a voxel-based reservoir model. This chapter is divided into three
ABSTRACT Wind profiles over complex terrain are currently impossible to obtain at requisite accur... more ABSTRACT Wind profiles over complex terrain are currently impossible to obtain at requisite accuracy via remote sensing or flow models. We propose a new approach in which, in each sampled height plane, the 3 wind components (u, v, w) and their horizontal shear components (du/dx, du/dy, dv/dx, dv/dy, dw/dx, dw/dy) are estimated from a 9-beam ground-based remote-sensing system. Based on simulations and error-propagation, we show that this characterization of the spatially complex wind field to first order will allow improved estimation of (u, v, w). The effects of temporal fluctuations due to spatial coherence are also discussed. Planned field investigations and coupled CFD data interpretations are described.
The present issue of Computational Geosciences is a special issue devoted to "Ensemble Kalman fil... more The present issue of Computational Geosciences is a special issue devoted to "Ensemble Kalman filter for model updating". The idea of this issue came after "The 4th International Workshop on Ensemble Kalman Filter for Model Updating", which was held in Bergen in June 2009 (see http://qp.iris.no/enkfseminar). A sequence of international workshops have been held each spring since 2006, in or close to Bergen, Norway, usually attracting more than fifty participants. The workshops are held in an informal atmosphere, giving the participants the possibility to exchange ideas within the
A computerized flow analysis of wake phenomena caused by a discontinuity in cylinder diameter is ... more A computerized flow analysis of wake phenomena caused by a discontinuity in cylinder diameter is presented. The vortex linkage and half-loop formation observed experimentally by Lewis and Gharib [Phys. Fluids A 4, 104 (1992)] have for the first time been reproduced numerically. The instantaneous vorticity and pressure fields provide a distinct picture of the direct-mode interaction, from which it is
International Petroleum Technology Conference, 2009
... Brice Vall`es and Geir Nævdal, SPE, IRIS - International Research Institute of Stavanger ... ... more ... Brice Vall`es and Geir Nævdal, SPE, IRIS - International Research Institute of Stavanger ... They chose to use the localisation function proposed by Furrer and Bengtsson (2007) with a spherical covariance function to represent the cross-covariance between the data and the state ...
Proceedings of EUROPEC/EAGE Conference and Exhibition, 2007
... History Matching the Zagor Field by Using ENKF The EnKF workflow described previously, equati... more ... History Matching the Zagor Field by Using ENKF The EnKF workflow described previously, equations (1) to (7), was coded in a flexible Matlab toolbox, then implemented to history match the Zagor reservoir model. In our case, the state vectors (cf. ...
Introduction and Background There has been great progress in data assimilation within atmo-spheri... more Introduction and Background There has been great progress in data assimilation within atmo-spheric and oceanographic sciences during the last couple of decades. In data assimilation, one aims at merging the information from observations into a numerical ...
The vortex shedding in the wake behind linearly tapered circular cylinders has been considered fo... more The vortex shedding in the wake behind linearly tapered circular cylinders has been considered for the two taper ratios 75:1 and 100:1. The Reynolds number based on the velocity of the incoming #ow and the largest diameter was in the range from 130 to 180. The low Reynolds number assured that laminar #ow prevailed in the entire #ow "eld. The full unsteady threedimensional Navier}Stokes equations were solved numerically with the view of exploring the rather complex vortex shedding phenomena caused by the variation of the natural shedding frequency along the span of the cylinder. The accurate computer simulations showed that this variation gave rise to discrete shedding cells, each with its own characteristic frequency and inclined with respect to the axis of the cylinder. Flow visualizations revealed that vortex dislocation and splitting took place in the numerically simulated #ow "elds. The computer simulations compared surprisingly well with the extensive laboratory experiments reported by Piccirillo & Van Atta in 1993 for a range of comparable conditions; this has enabled detailed analyses of other #ow variables (notably pressure and vorticity) than those readily accessible in a physical experiment. However, distinct di!erences in the vortex dynamics are observed in some of the cases.
The nonlinear filtering problem occurs in many scientific areas. Sequential Monte Carlo solutions... more The nonlinear filtering problem occurs in many scientific areas. Sequential Monte Carlo solutions with the correct asymptotic behavior such as particle filters exist, but they are computationally too expensive when working with high-dimensional systems. The ensemble Kalman filter (EnKF) is a more robust method that has shown promising results with a small sample size, but the samples are not guaranteed to come from the true posterior distribution. By approximating the model error with a Gaussian distribution, one may represent the posterior distribution as a sum of Gaussian kernels. The resulting Gaussian mixture filter has the advantage of both a local Kalman type correction and the weighting/resampling step of a particle filter. The Gaussian mixture approximation relies on a bandwidth parameter which often has to be kept quite large in order to avoid a weight collapse in high dimensions. As a result, the Kalman correction is too large to capture highly non-Gaussian posterior distributions. In this paper, we have extended the Gaussian mixture filter (Hoteit et al., Mon Weather Rev 136:317-334, 2008) and also made the connection to particle filters more transparent. In particular, we introduce a tuning parameter for the importance weights. In the last part of the paper, we have performed a simulation experiment with the Lorenz40 model where our method has been A. S. Stordal (B) · G. Naevdal · B. Vallès IRIS, compared to the EnKF and a full implementation of a particle filter. The results clearly indicate that the new method has advantages compared to the standard EnKF.
Abstract: The development of a parallel Navier-Stokes solver for computing time-dependent, three-... more Abstract: The development of a parallel Navier-Stokes solver for computing time-dependent, three-dimensional reacting flowfields within scramjet (supersonic combusting ramjet) engines is presented in this work. The algorithm combines low-diffusion upwinding ...
SPE Annual Technical Conference and Exhibition, 2005
ABSTRACT It has lately been reported several successful applications where the ensemble Kalman fi... more ABSTRACT It has lately been reported several successful applications where the ensemble Kalman filter has been used to esti-mate reservoir properties such as permeability and poros-ity. However, a thorough investigation of robustness and performance is still missing for this approach. In this pa-per we aim at filling this gap by studying the robustness of the methodology. One aspect which is investigated is how the filter depends on the initial ensemble. As the initial ensemble is created in a stochastic way, one can not be certain that the results obtained from one run represent the filter performance. Another aspect of interest is how prior information can be used to obtain best possible ini-tial fields. The influence of geostatistical information on the estimated solutions is studied. In addition, the quality of the estimated fields is investigated by evaluating if the estimated static fields are reasonable when treated as the solution of the history matching problem. The estimation technique has been applied to the widely used PUNQ-S3 reservoir model, which is a small size synthetic 3-D reservoir engineering model. Both per-meability and porosity are tuned, and measurements con-sist of well bottom-hole pressures, water cuts and gas-oil ratios. The initial fields are conditioned on the porosities in the gridblocks where the wells are located. By using a synthetic reservoir model it is possible to calculate the uncertainty of forecasts, and compare this with the true solution.
IEEE Transactions on Instrumentation and Measurement
One of the key techniques towards energy efficiency and conservation is Non-Intrusive Load Monito... more One of the key techniques towards energy efficiency and conservation is Non-Intrusive Load Monitoring (NILM) which lies in the domain of energy monitoring. Event detection is a core component of event-based NILM systems. This paper proposes two new low-complexity and computationally fast algorithms that detect the variations of load data and return the time occurrences of the corresponding events. The proposed algorithms are based on the phenomenon of a sliding window that tracks the statistical features of the acquired aggregated load data. The performance of the proposed algorithms is evaluated using real-world data and a comparative analysis has been carried out with one of the recently proposed event detection algorithms. Based on the simulations and sensitivity analysis it is shown that the proposed algorithm can provide the results of up to 93% and 88% in terms of recall and precision respectively.
A computerized flow analysis of wake phenomena caused by a discontinuity in cylinder diameter is ... more A computerized flow analysis of wake phenomena caused by a discontinuity in cylinder diameter is presented. The vortex linkage and half-loop formation observed experimentally by Lewis and Gharib [Phys. Fluids A 4, 104 (1992)] have for the first time been reproduced numerically. The instantaneous vorticity and pressure fields provide a distinct picture of the direct-mode interaction, from which it is
SPE Annual Technical Conference and Exhibition, 2004
History matching of flow models is typically performed by using production data to calibrate the ... more History matching of flow models is typically performed by using production data to calibrate the models. This implies that deficiencies in the models cannot be revealed until the consequences are observed in the well network. The outcome can be highly undesirable, like early water-breakthrough in a production well. A new method is proposed that enables calibration of the flow-model early in the production cycle before the deficiencies can be observed in the wells, so that pro-active action can be taken. The basic idea behind this new method is to modify a given set of flow properties (e.g. porosity, permeability, cell volume...) along the streamlines so that the computed fluid fronts coincide with the observed fluid fronts derived from 4D seismic. The latter can be extracted from time-lapse seismic cubes with amplitude-based seismic attributes or 4D classification results. The matching of fluid fronts with this method needs very few iterative steps, contrary to traditional history-m...
The objective of this paper is to develop a novel wind speed forecasting technique, which produce... more The objective of this paper is to develop a novel wind speed forecasting technique, which produces more accurate prediction. The Wavelet Transform (WT) along with the Auto Regressive Moving Average (ARMA) is chosen to form a hybrid whose combination is expected to give minimum Mean Absolute Prediction Error (MAPE). A simulation study has been conducted by comparing the forecasting results using the Wavelet-ARMA with the ARMA and Artificial Neural Network (ANN)-Ensemble Kalman Filter (EnKF) hybrid technique to verify the effectiveness of the proposed hybrid method. Results of the proposed hybrid show significant improvements in the forecasting error.
A new seismic to simulation workflow is proposed, where the aim is the reduction of the overall t... more A new seismic to simulation workflow is proposed, where the aim is the reduction of the overall turn-around time, from seismic data acquisition to reservoir model building and simulation. To this end, new automated procedures are established: firstly, for discriminating seismic data into three-dimensional seismic facies, and secondly, for building a voxel-based reservoir model. This chapter is divided into three
ABSTRACT Wind profiles over complex terrain are currently impossible to obtain at requisite accur... more ABSTRACT Wind profiles over complex terrain are currently impossible to obtain at requisite accuracy via remote sensing or flow models. We propose a new approach in which, in each sampled height plane, the 3 wind components (u, v, w) and their horizontal shear components (du/dx, du/dy, dv/dx, dv/dy, dw/dx, dw/dy) are estimated from a 9-beam ground-based remote-sensing system. Based on simulations and error-propagation, we show that this characterization of the spatially complex wind field to first order will allow improved estimation of (u, v, w). The effects of temporal fluctuations due to spatial coherence are also discussed. Planned field investigations and coupled CFD data interpretations are described.
The present issue of Computational Geosciences is a special issue devoted to "Ensemble Kalman fil... more The present issue of Computational Geosciences is a special issue devoted to "Ensemble Kalman filter for model updating". The idea of this issue came after "The 4th International Workshop on Ensemble Kalman Filter for Model Updating", which was held in Bergen in June 2009 (see http://qp.iris.no/enkfseminar). A sequence of international workshops have been held each spring since 2006, in or close to Bergen, Norway, usually attracting more than fifty participants. The workshops are held in an informal atmosphere, giving the participants the possibility to exchange ideas within the
A computerized flow analysis of wake phenomena caused by a discontinuity in cylinder diameter is ... more A computerized flow analysis of wake phenomena caused by a discontinuity in cylinder diameter is presented. The vortex linkage and half-loop formation observed experimentally by Lewis and Gharib [Phys. Fluids A 4, 104 (1992)] have for the first time been reproduced numerically. The instantaneous vorticity and pressure fields provide a distinct picture of the direct-mode interaction, from which it is
International Petroleum Technology Conference, 2009
... Brice Vall`es and Geir Nævdal, SPE, IRIS - International Research Institute of Stavanger ... ... more ... Brice Vall`es and Geir Nævdal, SPE, IRIS - International Research Institute of Stavanger ... They chose to use the localisation function proposed by Furrer and Bengtsson (2007) with a spherical covariance function to represent the cross-covariance between the data and the state ...
Proceedings of EUROPEC/EAGE Conference and Exhibition, 2007
... History Matching the Zagor Field by Using ENKF The EnKF workflow described previously, equati... more ... History Matching the Zagor Field by Using ENKF The EnKF workflow described previously, equations (1) to (7), was coded in a flexible Matlab toolbox, then implemented to history match the Zagor reservoir model. In our case, the state vectors (cf. ...
Introduction and Background There has been great progress in data assimilation within atmo-spheri... more Introduction and Background There has been great progress in data assimilation within atmo-spheric and oceanographic sciences during the last couple of decades. In data assimilation, one aims at merging the information from observations into a numerical ...
The vortex shedding in the wake behind linearly tapered circular cylinders has been considered fo... more The vortex shedding in the wake behind linearly tapered circular cylinders has been considered for the two taper ratios 75:1 and 100:1. The Reynolds number based on the velocity of the incoming #ow and the largest diameter was in the range from 130 to 180. The low Reynolds number assured that laminar #ow prevailed in the entire #ow "eld. The full unsteady threedimensional Navier}Stokes equations were solved numerically with the view of exploring the rather complex vortex shedding phenomena caused by the variation of the natural shedding frequency along the span of the cylinder. The accurate computer simulations showed that this variation gave rise to discrete shedding cells, each with its own characteristic frequency and inclined with respect to the axis of the cylinder. Flow visualizations revealed that vortex dislocation and splitting took place in the numerically simulated #ow "elds. The computer simulations compared surprisingly well with the extensive laboratory experiments reported by Piccirillo & Van Atta in 1993 for a range of comparable conditions; this has enabled detailed analyses of other #ow variables (notably pressure and vorticity) than those readily accessible in a physical experiment. However, distinct di!erences in the vortex dynamics are observed in some of the cases.
The nonlinear filtering problem occurs in many scientific areas. Sequential Monte Carlo solutions... more The nonlinear filtering problem occurs in many scientific areas. Sequential Monte Carlo solutions with the correct asymptotic behavior such as particle filters exist, but they are computationally too expensive when working with high-dimensional systems. The ensemble Kalman filter (EnKF) is a more robust method that has shown promising results with a small sample size, but the samples are not guaranteed to come from the true posterior distribution. By approximating the model error with a Gaussian distribution, one may represent the posterior distribution as a sum of Gaussian kernels. The resulting Gaussian mixture filter has the advantage of both a local Kalman type correction and the weighting/resampling step of a particle filter. The Gaussian mixture approximation relies on a bandwidth parameter which often has to be kept quite large in order to avoid a weight collapse in high dimensions. As a result, the Kalman correction is too large to capture highly non-Gaussian posterior distributions. In this paper, we have extended the Gaussian mixture filter (Hoteit et al., Mon Weather Rev 136:317-334, 2008) and also made the connection to particle filters more transparent. In particular, we introduce a tuning parameter for the importance weights. In the last part of the paper, we have performed a simulation experiment with the Lorenz40 model where our method has been A. S. Stordal (B) · G. Naevdal · B. Vallès IRIS, compared to the EnKF and a full implementation of a particle filter. The results clearly indicate that the new method has advantages compared to the standard EnKF.
Abstract: The development of a parallel Navier-Stokes solver for computing time-dependent, three-... more Abstract: The development of a parallel Navier-Stokes solver for computing time-dependent, three-dimensional reacting flowfields within scramjet (supersonic combusting ramjet) engines is presented in this work. The algorithm combines low-diffusion upwinding ...
SPE Annual Technical Conference and Exhibition, 2005
ABSTRACT It has lately been reported several successful applications where the ensemble Kalman fi... more ABSTRACT It has lately been reported several successful applications where the ensemble Kalman filter has been used to esti-mate reservoir properties such as permeability and poros-ity. However, a thorough investigation of robustness and performance is still missing for this approach. In this pa-per we aim at filling this gap by studying the robustness of the methodology. One aspect which is investigated is how the filter depends on the initial ensemble. As the initial ensemble is created in a stochastic way, one can not be certain that the results obtained from one run represent the filter performance. Another aspect of interest is how prior information can be used to obtain best possible ini-tial fields. The influence of geostatistical information on the estimated solutions is studied. In addition, the quality of the estimated fields is investigated by evaluating if the estimated static fields are reasonable when treated as the solution of the history matching problem. The estimation technique has been applied to the widely used PUNQ-S3 reservoir model, which is a small size synthetic 3-D reservoir engineering model. Both per-meability and porosity are tuned, and measurements con-sist of well bottom-hole pressures, water cuts and gas-oil ratios. The initial fields are conditioned on the porosities in the gridblocks where the wells are located. By using a synthetic reservoir model it is possible to calculate the uncertainty of forecasts, and compare this with the true solution.
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Papers by Brice Valles