Data-Space Inversion Using a Recurrent Autoencoder for Time-Series
Parameterization
- URL: http://arxiv.org/abs/2005.00061v2
- Date: Thu, 7 May 2020 17:55:27 GMT
- Title: Data-Space Inversion Using a Recurrent Autoencoder for Time-Series
Parameterization
- Authors: Su Jiang, Louis J. Durlofsky
- Abstract summary: We develop and evaluate a new approach for data parameterization in data-space inversion (DSI)
The new parameterization uses a recurrent autoencoder (RAE) for dimension reduction, and a long-term memory (LSTM) network to represent flow-rate time series.
The RAE-based parameterization is clearly useful in DSI, and it may also find application in other subsurface flow problems.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Data-space inversion (DSI) and related procedures represent a family of
methods applicable for data assimilation in subsurface flow settings. These
methods differ from model-based techniques in that they provide only posterior
predictions for quantities (time series) of interest, not posterior models with
calibrated parameters. DSI methods require a large number of flow simulations
to first be performed on prior geological realizations. Given observed data,
posterior predictions can then be generated directly. DSI operates in a
Bayesian setting and provides posterior samples of the data vector. In this
work we develop and evaluate a new approach for data parameterization in DSI.
Parameterization reduces the number of variables to determine in the inversion,
and it maintains the physical character of the data variables. The new
parameterization uses a recurrent autoencoder (RAE) for dimension reduction,
and a long-short-term memory (LSTM) network to represent flow-rate time series.
The RAE-based parameterization is combined with an ensemble smoother with
multiple data assimilation (ESMDA) for posterior generation. Results are
presented for two- and three-phase flow in a 2D channelized system and a 3D
multi-Gaussian model. The RAE procedure, along with existing DSI treatments,
are assessed through comparison to reference rejection sampling (RS) results.
The new DSI methodology is shown to consistently outperform existing
approaches, in terms of statistical agreement with RS results. The method is
also shown to accurately capture derived quantities, which are computed from
variables considered directly in DSI. This requires correlation and covariance
between variables to be properly captured, and accuracy in these relationships
is demonstrated. The RAE-based parameterization developed here is clearly
useful in DSI, and it may also find application in other subsurface flow
problems.
Related papers
- Likelihood-Free Inference and Hierarchical Data Assimilation for Geological Carbon Storage [0.0]
We develop a hierarchical data assimilation framework for carbon storage.
Uses Monte Carlo-based approximate Bayesian computation.
Reduces computational costs by using a 3D recurrent R-U-Net deep-learning surrogate model.
arXiv Detail & Related papers (2024-10-20T06:15:56Z) - Estimating the Distribution of Parameters in Differential Equations with Repeated Cross-Sectional Data [5.79648227233365]
In economy, politics, and biology, observation data points in the time series are often independently obtained.
Traditional methods for parameter estimation in differential equations have limitations in estimating the shape of parameter distributions.
We introduce a novel method, Estimation of.
EPD, providing accurate distribution of parameters without loss of data information.
arXiv Detail & Related papers (2024-04-23T10:01:43Z) - Diffusion posterior sampling for simulation-based inference in tall data settings [53.17563688225137]
Simulation-based inference ( SBI) is capable of approximating the posterior distribution that relates input parameters to a given observation.
In this work, we consider a tall data extension in which multiple observations are available to better infer the parameters of the model.
We compare our method to recently proposed competing approaches on various numerical experiments and demonstrate its superiority in terms of numerical stability and computational cost.
arXiv Detail & Related papers (2024-04-11T09:23:36Z) - History Matching for Geological Carbon Storage using Data-Space
Inversion with Spatio-Temporal Data Parameterization [0.0]
In data-space inversion (DSI), history-matched quantities of interest are inferred directly, without constructing posterior geomodels.
This is accomplished efficiently using a set of O(1000) prior simulation results, data parameterization, and posterior sampling within a Bayesian setting.
The new parameterization uses an adversarial autoencoder (AAE) for dimension reduction and a convolutional long short-term memory (convLSTM) network to represent the spatial distribution and temporal evolution of the pressure and saturation fields.
arXiv Detail & Related papers (2023-10-05T00:50:06Z) - Heterogeneous Multi-Task Gaussian Cox Processes [61.67344039414193]
We present a novel extension of multi-task Gaussian Cox processes for modeling heterogeneous correlated tasks jointly.
A MOGP prior over the parameters of the dedicated likelihoods for classification, regression and point process tasks can facilitate sharing of information between heterogeneous tasks.
We derive a mean-field approximation to realize closed-form iterative updates for estimating model parameters.
arXiv Detail & Related papers (2023-08-29T15:01:01Z) - Learning Nonautonomous Systems via Dynamic Mode Decomposition [0.0]
We present a data-driven learning approach for unknown nonautonomous dynamical systems with time-dependent inputs based on dynamic mode decomposition (DMD)
To circumvent the difficulty of approximating the time-dependent Koopman operators for nonautonomous systems, a modified system is employed as an approximation to the original nonautonomous system.
arXiv Detail & Related papers (2023-06-27T16:58:26Z) - Dynamically-Scaled Deep Canonical Correlation Analysis [77.34726150561087]
Canonical Correlation Analysis (CCA) is a method for feature extraction of two views by finding maximally correlated linear projections of them.
We introduce a novel dynamic scaling method for training an input-dependent canonical correlation model.
arXiv Detail & Related papers (2022-03-23T12:52:49Z) - Mixed Effects Neural ODE: A Variational Approximation for Analyzing the
Dynamics of Panel Data [50.23363975709122]
We propose a probabilistic model called ME-NODE to incorporate (fixed + random) mixed effects for analyzing panel data.
We show that our model can be derived using smooth approximations of SDEs provided by the Wong-Zakai theorem.
We then derive Evidence Based Lower Bounds for ME-NODE, and develop (efficient) training algorithms.
arXiv Detail & Related papers (2022-02-18T22:41:51Z) - Inverting brain grey matter models with likelihood-free inference: a
tool for trustable cytoarchitecture measurements [62.997667081978825]
characterisation of the brain grey matter cytoarchitecture with quantitative sensitivity to soma density and volume remains an unsolved challenge in dMRI.
We propose a new forward model, specifically a new system of equations, requiring a few relatively sparse b-shells.
We then apply modern tools from Bayesian analysis known as likelihood-free inference (LFI) to invert our proposed model.
arXiv Detail & Related papers (2021-11-15T09:08:27Z) - Deep Switching State Space Model (DS$^3$M) for Nonlinear Time Series
Forecasting with Regime Switching [3.3970049571884204]
We propose a deep switching state space model (DS$3$M) for efficient inference and forecasting of nonlinear time series.
The switching among regimes is captured by both discrete and continuous latent variables with recurrent neural networks.
arXiv Detail & Related papers (2021-06-04T08:25:47Z) - Deep Cellular Recurrent Network for Efficient Analysis of Time-Series
Data with Spatial Information [52.635997570873194]
This work proposes a novel deep cellular recurrent neural network (DCRNN) architecture to process complex multi-dimensional time series data with spatial information.
The proposed architecture achieves state-of-the-art performance while utilizing substantially less trainable parameters when compared to comparable methods in the literature.
arXiv Detail & Related papers (2021-01-12T20:08:18Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.