This article takes an approach to creating a machine learning model for the oil and gas industry. This task is dedicated to the most up-to-date issues of machine learning and artificial intelligence. One of the goals of this research was to build a model to predict the possible risks arising in the process of drilling wells. Drilling of wells for oil and gas production is a highly complex and expensive part of reservoir development. Thus, together with injury prevention, there is a goal to save cost expenditures on downtime and repair of drilling equipment. Nowadays, companies have begun to look for ways to improve the efficiency of drilling and minimize non-production time with the help of new technologies. To support decisions in a narrow time frame, it is valuable to have an early warning system. Such a decision support system will help an engineer to intervene in the drilling process and prevent high expenses of unproductive time and equipment repair due to a problem. This work describes a comparison of machine learning algorithms for anomaly detection during well drilling. In particular, machine learning algorithms will make it possible to make decisions when determining the geometry of the grid of wells—the nature of the relative position of production and injection wells at the production facility. Development systems are most often subdivided into the following: placement of wells along a symmetric grid, and placement of wells along a non-symmetric grid (mainly in rows). The tested models classify drilling problems based on historical data from previously drilled wells. To validate anomaly detection algorithms, we used historical logs of drilling problems for 67 wells at a large brownfield in Siberia, Russia. Wells with problems were selected and analyzed. It should be noted that out of the 67 wells, 20 wells were drilled without expenses for unproductive time. The experiential results illustrate that a model based on gradient boosting can classify the complications in the drilling process better than other models.
This paper studies the properties of the Russian stock market by employing the data-driven science and network approaches. The theory of complex networks allows us to build and examine topological network structures of the market with the further identification of relationships between stocks and the analysis of hidden information and market dynamics. In this paper we will present an analysis of structural and topological properties of the Russian stock market using market graph, hierarchical tree, minimum spanning tree approaches. We compare topological properties of the networks constructed for the US and China stock markets with the properties of corresponding networks constructed for the Russian stock market using a dataset spanning over eight years.
Many empirical studies have shown that in social, citation, collaboration, and other types of networks in real world, the degree of almost every node is less than the average degree of its neighbors. This imbalance is well known in sociology as the friendship paradox and states that your friends are more popular than you on average. If we introduce a value equal to the ratio of the average degree of the neighbors for a certain node to the degree of this node (which is called the ‘friendship index’, FI), then the FI value of more than 1 for most nodes indicates the presence of the friendship paradox in the network. In this paper, we study the behavior of the FI over time for networks generated by growth network models. We will focus our analysis on two models based on the use of the preferential attachment mechanism: the Barabási–Albert model and the triadic closure model. Using the mean-field approach, we obtain differential equations describing the dynamics of changes in the FI over time, and accordingly, after obtaining their solutions, we find the expected values of this index over iterations. The results show that the values of FI are decreasing over time for all nodes in both models. However, for networks constructed in accordance with the triadic closure model, this decrease occurs at a much slower rate than for the Barabási–Albert graphs. In addition, we analyze several real-world networks and show that their FI distributions follow a power law. We show that both the Barabási–Albert and the triadic closure networks exhibit the same behavior. However, for networks based on the triadic closure model, the distributions of FI are more heavy-tailed and, in this sense, are closer to the distributions for real networks.
In this paper, we conducted an experiment for comparison of the graphs generated by Erdős-Rényi, Barabási-Albert, Bollobás-Riordan, Buckley-Osthus, Chung-Lu models and a web graph constructed using real data. Twitter data have been employed to construct social network, and C++ has been used for network analysis as well as network visualization. It was shown that distribution of degrees and clustering coefficient for this network follows the power law. A machine learning approach is used for empirical evaluation of the Erdős-Rényi, Barabási-Albert, Bollobás-Riordan, Buckley-Osthus, Chung-Lu models in comparison to the Twitter graph.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.
customersupport@researchsolutions.com
10624 S. Eastern Ave., Ste. A-614
Henderson, NV 89052, USA
Copyright © 2024 scite LLC. All rights reserved.
Made with 💙 for researchers
Part of the Research Solutions Family.