NEW DEVELOPMENTS ON THE SAMS STOCHASTIC HYDROLOGY PACKAGE by Jose D.

Salas 1, Donald Frevert 2 , Jeffrey Rieker 2 , David King 2, Steffen Meyer 2, William Lane 3 and Edith Zagona 4 Introduction: In recent years, a new computer package called SAMS (Stochastic Analysis Modeling and Simulation) has been developed by Colorado State University with support from the US Bureau of Reclamation. As its name implies, SAMS provides a variety of capabilities in the areas of Stochastic Modeling, Analysis and Simulation. It is, in many respects, an expansion and an update of the widely used LAST stochastic hydrology package which was originally developed by Dr. William L. Lane of the Bureau of Reclamation in 1978 and 1979. The current version of the SAMS software is called SAMS 2000. Background on SAMS: In water resources planning and management, stochastic modeling and simulation of hydrologic time series has been widely used for various purposes including decision making and project assessment. Examples include reservoir capacity determination, hydraulic structure reliability evaluation, and irrigation system evaluation under uncertain water deliveries (Salas et al, 1980; Loucks et al, 1981). Stochastic models are typically needed for hydrologic simulation. A number of such models have been suggested in literature (Salas, 1993). Choosing one type of model or another for the data at hand depends on several factors such as, physical and statistical characteristics of the process under consideration, complexity of the system, and overall purpose of the simulation study. Since the statistical characteristics of the data need to be preserved by the model so that a standard step in hydrologic simulation is to determine the historical statistics. The next step is to estimate the model parameters based on the estimated statistics, then to test whether the model represents reasonably well the process under consideration. Thus, based on the fitted model, simulations can be performed. Over the last several decades, a variety of mathematical and statistical software have been developed. For example, S-Plus, SAS/ETS, SPSS, ITSM, MINITAB, STATGRAPHICS, STATVIEW, IMSL, and MATLAB, etc., are well known packages for computations of varied

Professor and Head, Hydrologic Sciences Program, Department of Civil Engineering, Colorado State University, Fort Collins, CO 80523 Hydraulic Engineer, Hydraulic Engineer Student Trainee, Hydraulic Engineer and Hydraulic Engineer, respectively, US Bureau of Reclamation, Technical Service Center, Lakewood, CO 80225
3 2

Private Consultant, 1091 Xenophon Street, Golden, CO 80401 Research Associate, University of Colorado - CADSWES, Boulder CO 80309

degree of sophistication. These packages can be very useful for standard time series analysis of hydrologic processes. However, despite of the availability of such general purpose programs, specialized software for simulation of hydrologic time series such as streamflow have been attractive since that the periodic nature of hydrologic processes is important in the mean, variance, covariance, and skewness and that some hydrologic time series include complex characteristics such as long memory. Besides, many of the stochastic models useful in hydrology and water resources have been developed specifically to fit the needs of water resources, for instance temporal and spatial disaggregation models. For examples, HEC-4 (US Army Corps of Engineers, 1971), LAST (Lane and Frevert, 1990), and SPIGOT (Grygier and Stedinger, 1990) are specifically oriented software for hydrologic time series simulation, of which the LAST package was developed in 1977 and 1978 by the Bureau of Reclamation for the purpose of modeling univariate and multivariate hydrologic time series. Even though various additions and modifications have been made to LAST over the past two decades, the package has not kept pace with both advances in time series modeling and in computer technology especially in displaying the output graphically. This led to the decision to develop a new modeling system - SAMS - which would expand and update the capabilities available in LAST. The current version of the SAMS software is called SAMS 2000. Capabilities Available in SAMS: SAMS 2000 is written in C and Fortran and runs under modern windows operating systems such as WINDOWS NT and WINDOWS 98 (Salas, et al, 2000). It communicates with the user through dialogue boxes and shows the analysis and results in graphical or tabular form. The package includes a variety of menu options to perform its technical tasks. The primary application modules include Statistical Analysis of Data, Fitting a Stochastic Model and Generating Synthetic Series. SAMS 2000 allows the characterization of single site and multiple site data using basic statistical properties as well as other operational properties such as storage and drought related properties. The results can be displayed in either graphical or tabular forms, or written to output files. Data analysis consists of plotting, normality checking, transformation, and statistical characteristics calculation. Plotting the data may help detect trends, shifts, outliers, or errors in the data. Probability plots are included for verifying the normality of the data. Data can be normalized by using different transformation techniques. Currently, logarithmic, power, and Box-Cox transformations are available. SAMS 2000 computes a number of statistical characteristics of the data including basic statistics such as mean, standard deviation, skewness, serial correlations (for annual data), season-to-season correlations (for seasonal data) and crosscorrelations (for multisite data). These statistics are important in investigating the stochastic characteristics of the data. Model fitting includes parameter estimation and model testing for alternative univariate and multivariate stochastic models. Currently, the following models are involved in SAMS: 1) univariate ARMA(p,q) model, 2) univariate periodic PARMA(p,q) model, 3) multivariate autoregressive or MAR(p) model, 4) multivariate periodic autoregressive MPAR(p) model, 5) spatial disaggregation model, and 6) temporal disaggregation model. Two estimation methods are available, namely the method of moments (MOM) and the least squares method (LS). MOM 2

is available for all the models while LS is available only for univariate ARMA(p,q) and PARMA(p,q) models. Regarding annual disaggregation models, MOM is used for parameter estimation based on Valencia-Schaake or Mejia-Rousselle methods while for annual-to-monthly disaggregation Lanes condensed method can be used in addition to the above two. For stochastic modeling and simulation at several sites in a water resources network system based on disaggregation, two modeling-generation schemes are included which are based on defining a number of key stations, substations, and subsequent stations. Generally the key stations are the farthest downstream stations, substations are the next stations upstream, and subsequent stations are next further upstream stations. The first scheme fits a univariate ARMA(p,q) model to the sum of the annual data of all the key stations. Then, that sum is disaggregated into the key stations annual data. Then, such annual data at key stations are disaggregated into annual values at the substations which in turn are further disaggregated into annual data at the subsequent stations. The second scheme fits a multivariate MAR(p) model to the annual data for the key stations and the rest of the disaggregation into substations and subsequent stations is done in a similar manner as in the first scheme. In addition, if monthly data are desired, the annual values at all stations are further disaggregated based on temporal disaggregation approach. Data generation is undertaken based on the models, approaches, and schemes as mentioned above. The model parameters for data generation can be those which are estimated by SAMS 2000 or they can be provided by the user. The statistical characteristics of the generated data are presented in graphical or tabular forms along with the historical statistics of the data. They can be printed and/or written on special output files. The Colorado River Application: Management of the water resources of the Colorado River system has presented a complex problem for many years and with the emergence of new priorities, regulations and court orders, the issues are likely to grow even more complex in the future. The Colorado River basin covers parts of seven states and the Republic of Mexico. The rivers water supply has been utilized for irrigation, municipal, hydropower, industry, mining, recreation and environmental purposes. Its operation is governed by the Law of the River which generally includes a international treaties, interstate compacts, congressional legislation and court orders which have evolved over the past 80 years. Over the years, the Colorado River system has been subject to a number of adverse climatic episodes ranging from wet periods (some, but not all of which, were a single very wet year) to periods of drought. Hence the historical streamflow data shows periods of high flows such as those of about the first thirty years of the 20 th century and very high flow years such as those of water years 1982-1983 and 1983-1984. On the other hand, the record also shows periods of drought such as the mid 1950's. Although the current state of the art does not allow accurate long range prediction of these climatic extremes, stochastic hydrologic modeling can help managers get a better understanding and appreciation of the types of extremes they may face in the future. Operational studies of the Colorado River system require the consideration of statistical 3

variability of the streamflow data. For this purpose, a number of techniques have been suggested and used in the past ranging from empirical procedures based on the historical record alone and the so called index sequential algorithm, to refined techniques based on stochastic methods such as LAST and SAMS. In recent months, Bureau of Reclamation partners and stakeholders have strongly suggested the use of stochastic models and, given the recent development of SAMS 2000, this was a natural choice for the new effort. For this analysis, we began with 85 years of historically observed monthly data at 29 sites in the basin. Prior to using SAMS 2000, the data at some sites have been extended in order to make them cover the same period at all sites. Likewise, the data have been naturalized in order to remover the effect of regulation or diversions. SAMS 2000 has been used to determine basic statistics (mean, standard deviation, skewness, auto-correlations and cross-correlations) as well as storage and drought related statistics in both the original and transformed (into normally distributed flows) domains. Then the 29 site system was partitioned into a system comprised of key stations, substations and subsequent stations. Single site and multisite models and aggregation and disaggregation techniques were utilized in order to determine stochastic monthly streamflows at all sites. Like the original record, the stochastic traces were 85 years in length. In order for Reclamation to make effective use of SAMS as a management tool for the Colorado and other river systems it is vital, for both Reclamation and its clients, to establish a set of data management interfaces between SAMS, the RiverWare modeling framework developed by the Center for Advanced Decision Support for Water and Environmental Systems (CADSWES) at the University of Colorado (Zagona, et al, 1998) and the Hydrologic Data Base used by Reclamation for management of the Colorado River basin. A set of Data Management Interfaces (DMIs) were developed to facilitate the interchange of data between SAMS 2000, the Hydrologic Data Base and the RiverWare modeling framework on the Colorado River basin. These DMIs have been tested and it is anticipated that the application of SAMS 2000, the Hydrologic Data Base and RiverWare for planning and operational studies on the Colorado River will begin in the spring or summer of 2001. Future Applications of SAMS for Reclamation Managers: Stochastic techniques have been used occasionally on several other river basins managed by Reclamation. These basins include, among others, the Yakima River basin of Washington and the Truckee River basin of Nevada and California. It is anticipated that the combined use of SAMS and RiverWare may prove to be a useful tool on these basins where RiverWare is being applied as part of the Watershed and River Systems Management Program. Other Opportunities for Use of SAMS: Substantial interest has been expressed by potential users - both within Reclamation and in partnering organizations - regarding the possibility of generating weekly or daily data bases with the SAMS program. It is anticipated that, funding permitting, these capabilities can be developed and implemented in the next two or three years. Once these capabilities are developed, it is believed the use of SAMS as a water resources 4

management tool will increase considerably both within Reclamation and in other water management entities. Acknowledgments: The effort reported in this paper has been financed, in large part by the Science and Technology Program of the US Bureau of Reclamation, with in kind services from Colorado State University and the University of Colorado and the Bureau of Reclamations Lower Colorado Regional Office. Substantial contributions to the enhanced capabilities of the SAMS program were made by three of Dr. Salas graduate students in the Civil Engineering Department at Colorado State University - Dr. Nidahl Saada, Dr. Chen Hua Chung and Dr. W.T. Lin. The technical effort to utilize the stochastic data base in RiverWare has been strongly supported by Dr. Terrance Fulp of the Bureau of Reclamations Lower Colorado Regional Office and Mr. Jim Prairie of the University of Colorados Center for Advanced Decision Support for Water and Environmental Systems (CADSWES). References: Grygier, J.C., and Stedinger, J.R., 1990.,"SPIGOT, A Synthetic Streamflow Generation Software Package" , technical description, version 2.5, School of Civil and Environmental Engineering, Cornell University, Ithaca, N.Y. Lane W.L. and Frevert, D.K., 1990. Applied Stochastic Techniques, Personal Computer Version 5.2, User's Manual, Earth Sciences Division, U.S. Bureau of Reclamation, Denver, Colorado. Loucks, P., Stedinger, J.R. and Haith, D.A, 1981. Water Resources Systems Planning and Analysis, Prentice-Hall, Englewood Cliffs, New Jersey. Salas, J.D., Delleur, J., Yevjevich, V. and Lane, W., 1980. Applied Modeling of Hydrologic Time Series. Water Resources Publications, Littleton, Colorado. Salas, J.D., 1993. Analysis and Modeling of Hydrologic Time Series, In Handbook of Hydrology, D.R. Maidment Editor, McGraw Hill Inc., New York. Salas, J.D., Saada, N., Chung, C.H., Lane, W.L. and Frevert, D.K., 2000, Stochastic Analysis, Modeling and Simulation (SAMS) Version 2000 - Users Manual, Colorado State University, Water Resources Hydrologic and Environmental Sciences, Technical Report Number 10, Engineering and Research Center, Colorado State University, Fort Collins, Colorado. US Army Corps of Engineers, 1971. "HEC-4 Monthly Streamflow Simulation," Hydrologic Engineering Center, Davis, California. Zagona, E.A., Fulp, T.J., Goranflo, H.M., and Shane, R.M., 1998 RiverWare: A General River and Reservoir Modeling Environment, Proceedings of the First Federal Interagency 5

Hydrologic Modeling Conference, Published by the Subcommittee on Hydrology, Advisory Committee on Water Information through the US Geological Survey, Reston, Virginia.