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Horizontal well fracturing technology is widely used in unconventional reservoirs such as tight or shale oil and gas reservoirs. Meanwhile, the potential of enhanced oil recovery (EOR) methods including huff-n-puff miscible gas injection are used to further increase oil recovery in unconventional reservoirs. The complexities of hydraulic fracture properties and multiphase flow make it difficult and time-consuming to understand the well performance (i.e., well production) in fractured shale reservoirs, especially when using conventional numerical methods. Therefore, in this paper, two methods are developed to bridge this gap by using the machine learning technique to forecast well production performance in unconventional reservoirs, especially on the EOR pilot projects. The first method is the artificial neural network, through which we can analyze the big data from unconventional reservoirs to understand the underlying patterns and relationships. A bunch of factors is contained such as hydraulic fracture parameters, well completion, and production data. Then, feature selection is performed to determine the key factors. Finally, the artificial neural network is used to determine the relationship between key factors and well production performance. The second is time series analysis. Since the properties of the unconventional reservoir are the function of time such as fluid properties and reservoir pressure, it is quite suitable to apply the time series analysis to understand the well production performance. Training and test data are from over 10000 wells in different fractured shale reservoirs, including Bakken, Eagle Ford, and Barnett. The results demonstrate that there is a good match between the available and predicated well performance data. The overall R values of the artificial neural network and time series analysis are both above 0.8, indicating that both methods can provide reliable results for the prediction of well performance in fractured shale reservoirs. Especially, when dealing with the EOR field cases, such as huff-n-puff miscible gas injection, Time series analysis can provide more accurate results than the artificial neural network. This paper presents a thorough analysis of the feasibility of machine learning in multiple fractured shale reservoirs. Instead of using the time-consuming numerical methods, it also provides a more robust way and meaningful reference for the evaluation of the well performance.