Cumulative Sum Algorithms for Automatic Detection of Gas Well Parameter Changes * *This paper is partly supported by by The Ministry of Education and Science of the Russian Federation, Goszadanie No 2.3208.2017/PCh and by Russian Foundation for Basic Research Grant 16-01-00121 A.

Abstract

The problem of the change point detection in a sequence of random variables is considered. The task arises in control of technological processes, particularly, in oil and gas production management. Some equipment parameters are to be controlled in order to detect a change of the equipment characteristics and, consequently, a breakdown of its technological regime. As a rule, the data observed are stochastic with the unknown distribution. In the paper a non-parametric method for detection a change in the mean or in the variance of data is developed and some modifications are proposed. All the algorithms do not use the information concerning the distribution function of observations before and after the change point. The algorithms are applied to detect change points of the characteristics of a gas well.