Stohastička analiza vremenskih serija podataka o proizvodnji ugljikovodika za procjenu vjerojatnosti dobiti Monte Carlo metodom

master's thesis

• Title: Stohastička analiza vremenskih serija podataka o proizvodnji ugljikovodika za procjenu vjerojatnosti dobiti Monte Carlo metodom : diplomski rad
• Title (english): Stochastic time series analysis for production data and price of hydrocarbons for estimating probability of profit with the Monte Carlo method and Markov chains : master’s thesis
• Author: Ivana Morić
• Mentor: Domagoj Vulin (mentor)
• Mentor: Lucija Jukić (pomoć pri izradi, neposredni voditelj)
• Committee member: Domagoj Vulin (predsjednik povjerenstva)
• Committee member: Daria Karasalihović Sedlar (član povjerenstva)
• Committee member: Luka Perković (član povjerenstva)
• Granter: University of Zagreb; Faculty of Mining, Geology and Petroleum Engineering; (Department of Petroleum and Gas Engineering and energy); Zagreb
• Defense date and country: 2018-12-14, Croatia
• Scientific / art field, discipline and subdiscipline: TECHNICAL SCIENCES; Mining, Petroleum and Geology Engineering; Petroleum Mining

Abstract

Prikupljeni su publicirani podatci iz različitih izvora o proizvodnji iz naftnih i plinskih ležišta. Podatci su poslužili za izradu baze podataka, te programskog koda koji daje grafički prikaz analize krivulje pada proizvodnje. Služeći se dobivenim rezultatima, analiza je provedena deterministički jednom od Arpsovih krivulja za analizu proizvodnje. Osim Arpsovim formulama, za dodatnu točnost, izrađen je i kod za stohastičku analizu Monte Carlo metodom. Dobiveni rezultati analize krivulje pada proizvodnje povezani su s ekonomskim proračunom sadašnje vrijednosti koja omogućava financijski aspekt u investicijske odluke daljnje proizvodnje nekog ležišta. Ekonomska analiza provedena je upotrebom koda izrađenog u svrhu ovog rada, da bi se olakšale procjene i izbjegli veliki proračuni u MS Excel-u.

Abstract (english)

Published data from various sources on the production of oil and gas reservoirs. The data was used to create a database and a program code that gives a graphical representation of the output curve analysis. Using the results, the analysis was performed deterministically with one of Arps's production analysis curves. Apart from Arps' formulas, for better accuracy, a code for stochastic analysis was made using the Monte Carlo method. The results of the decline curve analysis in the output curve can be linked to the present economic value of the budget, which provides the financial aspect in the investment decisions for the further production of a deposit. Economic analysis was carried out using code programmed for the purpose of this paper because of easier estimate and avoid large budgets in MS Excel.

• Keywords: nekonvencionalni plin; krivulje pada proizvodnje; Monte Carlo simulacija; vremenske serije
• Keywords (english): unconventional gas; decline curve analysis; Monte Carlo simulations; time series
• Language: croatian
• URN:NBN: urn:nbn:hr:169:681916
• Study programme: Title: Petroleum engineering; specializations in: Petroleum engineering, Energy production and supply, Environmental protection in petroleum engineering; Course: Energy production and supply; Study programme type: university; Study level: graduate; Academic / professional title: magistar/magistra inženjer/inženjerka naftnog rudarstva (magistar/magistra inženjer/inženjerka naftnog rudarstva)
• Type of resource: Text
• File origin: Born digital
• Access conditions: Open access
• Created on: 2019-02-04 13:52:13