Time series analysis of the strategic petroleum reserve's brine pipeline test data

Abstract Ability to detect leaks in the Strategic Petroleum Reserve's brine pipeline depends on the ability to observe small drops in pressure, e.g. changes of the order of 0.3 psi (pounds per square inch). Typical pressure variation includes a random component (referred to as measurement noise) due primarily to measurement error and a systematic component (referred to as process noise) due to various internal and external disturbances such as offshore tides, temperature changes, and pump action. Much of the systematic component can be removed through time series modeling, with residuals from the model representing the random component. This paper addresses the estimation of the noise components through time series models applied to test data. Effectiveness of leak-detection algorithms based on test statistics (e.g. two-minute averages of pressure readings) can be determined from known or estimated standard deviations of the process and measurement noise components. The U.S. Department of Energy (operator of the Strategic Petroleum Reserve) plans to use the results of the time series analysis, together with hydraulic models, in order to establish leak-detection procedures that will meet Environmental Protection Agency requirements.

[1]  William S. Cleveland,et al.  The Inverse Autocorrelations of a Time Series and Their Applications , 1972 .

[2]  G. Yule On a Method of Investigating Periodicities in Disturbed Series, with Special Reference to Wolfer's Sunspot Numbers , 1927 .

[3]  Gwilym M. Jenkins,et al.  Time series analysis, forecasting and control , 1972 .

[4]  H. L. Gray,et al.  On the Relationship between the S Array and the Box-Jenkins Method of ARMA Model Identification , 1981 .

[5]  G. C. Tiao,et al.  Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models , 1984 .

[6]  G. Schwarz Estimating the Dimension of a Model , 1978 .

[7]  E. Lehmann,et al.  Nonparametrics: Statistical Methods Based on Ranks , 1976 .

[8]  H. Akaike A Bayesian extension of the minimum AIC procedure of autoregressive model fitting , 1979 .

[9]  Henry L. Gray,et al.  A New Approach to ARMA Modeling. , 1978 .

[10]  H. Akaike A new look at the statistical model identification , 1974 .

[11]  G. Box,et al.  On a measure of lack of fit in time series models , 1978 .

[12]  G. Box,et al.  Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models , 1970 .

[13]  The variate difference method. , 1940 .

[14]  R. Shibata Selection of the order of an autoregressive model by Akaike's information criterion , 1976 .

[15]  Emanuel Parzen,et al.  TIME SERIES MODEL IDENTIFICATION AND PREDICTION VARIANCE HORIZON , 1980 .