Uncertainty Analysis of Meter Volume Measurements - Part 3, Applications to Systems T.

M Kegel, Colorado Engineering Experiment Station (CEESI)

ABSTRACT This paper is a continuation of two previous papers on uncertainty analysis1,2. The first paper presented a simplified approach to the uncertainty analysis of a volume measurement based on an ultrasonic or turbine meter. The various components that contribute uncertainty were characterized based on manufacturers specifications. The second paper illustrated the interpretation of calibration results for inclusion into the uncertainty analysis. The development incorporated considerable discussion of the impact of systematic and random effects. This paper expands previously developed uncertainty analysis techniques from single to multiple meter based volume measurements. The development includes the concept of correlation and illustrates the effect on the overall measurement uncertainty. A statistical simulation technique is applied to implement the uncertainty analysis. PROBLEM SCOPE Suppose an ultrasonic or turbine meter records a volume of 1 MMCF with a standard uncertainty of 10 MCF. The percent standard uncertainty can be calculated from:

u% =

10 MCF 100% = 1% 1 MMCF

[1]

Now suppose several identical ultrasonic meters are installed in parallel. What is the uncertainty of a total volume recorded by all the meters? This calculation includes several components of uncertainty that need to be combined. This paper describes the details of how to combine the uncertainty components. PROPAGATING UNCERTAINTY COMPONENTS The basic steps in an uncertainty analysis will be reviewed before returning to the question of multiple parallel meters. In general, an output y is a function of multiple inputs x:

y = f ( x1 , x 2 , x 3 ,..., x n )
The simplified equation for propagating uncertainty is given by:
2 uc =

[2]

(S u )
i i i =1

[3]

where ui and uc are the individual component and combined standard uncertainties. The sensitivity coefficient of component i, Si, is defined as:

Si =

y x i

[4]

For multiple parallel meters Equations 2 and 4 are written as: qt =

q
i =1

= q1 + q 2 + q 3 + ... + q n

[5] [6]

Si = 1 where qi and qt are the individual meter and total volumes in MCF.

The review of uncertainty analysis concludes with the interpretation of the sensitivity coefficient. The value Si = 1 (Equation 6) means that a change of 1 MCF in qi will result in a 1 MCF change in qt. It is noted that qt and qi must be expressed in units of MCF for Si = 1. The discussion returns to ultrasonic meters. If two identical meters are installed in parallel total volume is 2 MMCF with the uncertainty of each meter being 10 MCF. By applying Equation 3, the uncertainty is calculated:
u c = 102 + 102 = 14.1 MCF [7]

which is 0.71% of 2 MMCF. Adding a third identical meter in parallel increases the total volume to 3 MMCF. The uncertainty is calculated: u c = 10 2 + 10 2 + 10 2 = 17.3 MCF which is 0.58% of 3 MMCF. In general the combined uncertainty, expressed as a percent of the total volume is calculated from: [8]

u c,% =

u i ,% n

[9]

From Equation 9 it would appear that the uncertainty decreases as additional meters are combined in parallel. While initially appealing as a technique to reduce the uncertainty, our intuition causes doubt to be raised. In fact, Equation 9 fails in the limit; we cannot eliminate the uncertainty as more meters are added. The presence of correlation between uncertainty components invalidates the use of Equation 9 in most applications.
MONTE CARLO SIMULATION

Monte Carlo simulation3 is an old simulation technique that is being applied to complex uncertainty analysis problems. The technique is based on simulating individual uncertainty components with large sets of random numbers. The equations for the system under investigation are calculated repeatedly while the inputs are varied based on the random number sets. The resulting variation in the output is interpreted to represent the combined uncertainty. Referring to Equation 5, each qi is simulated by a series of random values with standard deviation equal to ui. The standard deviation of the resulting qt values is interpreted to represent uc. The present analysis consists of three cases with independent variables and four cases with varying degrees of correlation between random number distributions.
Case 1

This first case is based on eight distributions (a1, a2, a3, , a8) each made up of 10,000 random values. Each distribution is normally distributed with mean value of 10 and standard deviation of 0.1 which corresponds to a standard uncertainty of 1%. The distributions are used to calculate:

tj =

a
i =1

[10]

which corresponds to the following eight terms: t1 = a1 t2 = a1 + a2 t3 = a1 + a2 + a3 t8 = a1 + a2 + + a8 For each term the standard deviation, sj, is calculated and expressed as a percent of tj. This case is intended to confirm Equation 9.
Case 2

This case generates eight additional distributions (b1, b2, b3, , b8) made up of 10,000 random values. Each distribution is normally distributed with mean value of 10, standard deviation of 0.1. The 16 distributions are used to calculate: tj =

a b
i =1

i i

[11]

which corresponds to eight terms: t1 = a1b1 t2 = a1b1 + a2b2 t3 = a1b1 + a2b2 + a3b3 t8 = a1b1 + a2b2 + + a8b8 For each term the standard deviation, sj, is calculated and expressed as a percent of tj. This case is intended to confirm Equation 9 with distributions based on products of random values. The use of products will prove valuable in later cases.
Case 3

This case is the same as Case 2 except that the random values generated with standard deviation of 1.0. The corresponding standard uncertainty is 10%. The objective of this case is to identify any effects associated with the standard deviation of the random data sets.
Summary

The results from the first three cases are summarized in Table 1. The first column indicates the number of parallel meters. The second column contains corresponding uc,% values from Equation 9 based on ui,% = 1%. The last three columns show the normalized results for the three cases. The data are normalized such that the single meter condition has standard uncertainty u = 1%.
Table 1: Summary of Cases 1-3

Parallel Meters 1 2 3 4 5 6 7 8

1/ n 1.000 0.707 0.577 0.500 0.447 0.408 0.378 0.354

Case 1 1.000 0.707 0.583 0.499 0.448 0.409 0.381 0.353

Case 2 1.000 0.716 0.593 0.513 0.458 0.418 0.386 0.361

Case 3 1.000 0.707 0.577 0.500 0.447 0.407 0.377 0.354

The results show good agreement with the predictions of Equation 9. There appear to be no significant effects of either the use of products (Case 2) or the magnitude of the standard deviation (Case 3).
CORRELATED UNCERTAINTY COMPONENTS

The next three cases incorporate the effects of correlate components of uncertainty. Equation 2 is a simplified form of the propagation equation, the complete equation is:
2 uc =

(S u ) + 2r
2 i i i =1 j =1 k =1

j, k S ju jSk u k ( j

k)

[12]

The second term accounts for correlation, rj,k is called the correlation coefficient. It takes on values between -1 and +1 depending on the correlation between the two components. If uj and uk are independent, rj,k = 0. If uj and uk are perfectly correlated, rj,k = 1. The effect of correlation is illustrated based on the application of the Monte Carlo technique to additional cases.
Case 4

This case is based on nine distributions (a1, a2, a3, , a8, c) each with mean value of 10 and standard deviation of 1.0. The distributions are used to calculate: tj =

a c
i i =1

[13]

which corresponds to eight terms: t1 = a1c t2 = a1c + a2c t3 = a1c + a2c + a3c

t8 = a1c + a2c + + a8c The a terms are independent while the c terms are fully correlated because they are identical. This case is intended to investigate the effect of correlation.
Cases 5 and 6

These cases are the same as Case 4 except that c distributions have standard deviations of 0.5 (Case 5) and 2.0 (Case 6). These cases are intended to investigate the effect of varying degrees of correlation.
Summary

The results from the next three cases are summarized in Table 2 using the same format as Table 1. It is clear that the uncertainty increases in proportion to the degree of correlation.

Table 2: Summary of Cases 4-6

Parallel Meters 1 2 3 4 5 6 7 8

1/ n 1.000 0.707 0.577 0.500 0.447 0.408 0.378 0.354

Case 4 1.000 0.859 0.810 0.786 0.768 0.757 0.748 0.742

Case 5 1.000 0.773 0.679 0.628 0.595 0.572 0.555 0.542

Case 6 1.000 0.947 0.925 0.915 0.910 0.907 0.904 0.901

Correlation Coefficient

The use of Monte Carlo simulation allows for the calculation of correlation coefficients, the current values are 0.502 (Case 4), 0.203 (Case 5) and 0.795 (Case 6). The interpretation of the correlation coefficient is described aided by the data contained in Figure 1. Each graph shows 500 data points selected from the various analyses. The (a) data sets include a significant correlation term while the (b) data sets are independent. The correlation coefficient for the (a) data is calculated to be 0.965. It is interpreted to mean that 96.5% of the variation in the ordinate is correlated with the abscissa and 3.5% of the variation is random. The correlation coefficient for the (b) data is calculated to be 0.009, nearly all the variation is random. The coefficient values reported above identify correlation between the combined uncertainties of the individual meters. This definition is slightly different than that associated with Equation 12 where the coefficients refer to correlation between individual components. The basic interpretations of both coefficient definitions are the same.

120 (a) 110

120 (b) 110

100

100

90

90

80 80 90 100 110 120

80 80 90 100 110 120

Figure 1: Typical Correlated (a) and Independent (b) Data

Application to Volume Measurement

In the last three cases the ai and c distributions can be interpreted represent the combine uncertainties associated with independent and correlated components. A typical multiple meter installation has four sources of uncertainty that are generally considered to be correlated. First, a single gas chromatograph is used to determine the compressibility for each of the meters. Second, the same equation of state is used for the calculation associated with each meter. Third, it is likely that all the meters were calibrated against the same standard. The final components are the standards used to calibrate the pressure and temperature transmitters. The typical independent components are the random effects associated with the flowmeters, and pressure and temperature transmitters.
Case 7

This case considers the analysis of a hypothetical meter station; uncertainty values are contained in Table 3. The first column identifies the components considered in this case. The second and third columns contain numerical values for the uncertainty components. The fourth column and seventh row contain totals calculated based on Equation 3.

Table 3: Hypothetical Meter Station

Flowmeter Pressure Transmitter Temperature Transmitter Gas Chromatograph State Equation Total

Correlated 0.20 0.15 0.10 0.25 0.05 0.371

Independent 0.10 0.10 0.05 0.00 0.00 0.150

Total 0.224 0.180 0.112 0.250 0.050 0.400

The combined standard uncertainties are 0.371% (correlated components) and 0.150% (independent). These values were used in the Monte Carlo simulation with calculations based on Equation 13. The multiple meter results are contained in Table 4, the uncertainty values are normalized as was done with the previous cases. The correlation coefficient value is 0.858. Clearly for this case there is sufficient

correlation such that the uncertainty is not reduced as additional meters are combined in parallel. Other cases, with different uncertainty components may yield different results.

Table 4: Summary of Case 7

Parallel Meters 1 2 3 4

Normalized Uncertainty 1.000 0.962 0.947 0.942

Parallel Meters 5 6 7 8

Normalized Uncertainty 0.938 0.935 0.933 0.932

SUMMARY

The gas volume measured by an array of parallel meters is simply the sum of the individual volumes. The uncertainty in the total volume is calculated by combining the uncertainties of the individual metered volumes. That process must account for the potential presence of correlation between uncertainty components. This paper has presented a technique for estimating the impact of correlation, that technique has been applied to a number of cases. The final case is based on numerical values associated with a hypothetical meter station. The results clearly illustrate that correlation has a direct impact on the uncertainty in total flowrate.
REFERENCES

1. Kegel, T. M., Uncertainty Analysis of Turbine and Ultrasonic Meter Volume Measurements, AGA Operations Conference, Orlando, FL, May 2003. 2. Kegel, T. M., Uncertainty Analysis of Turbine and Ultrasonic Meter Volume Measurements Part 2, Advanced Topics, AGA Operations Conference, Phoenix, AZ, May 2004. 3. Naylor, T. H, et al, Computer Simulation Techniques, John Wiley & Sons, 1968.