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:
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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

1
Professor and Head, Hydrologic Sciences Program, Department of Civil Engineering, Colorado
State University, Fort Collins, CO 80523
2
Hydraulic Engineer, Hydraulic Engineer Student Trainee, Hydraulic Engineer and Hydraulic
Engineer, respectively, US Bureau of Reclamation, Technical Service Center, Lakewood, CO 80225
3
Private Consultant, 1091 Xenophon Street, Golden, CO 80401
4
Research Associate, University of Colorado - CADSWES, Boulder CO 80309

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 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
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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 cross-
correlations (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

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 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 Lane’s 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
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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 river’s 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

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 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.
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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

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 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
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University and the University of Colorado and the Bureau of Reclamation’s 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 Reclamation’s Lower Colorado Regional Office and Mr.
Jim Prairie of the University of Colorado’s 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 - User’s 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

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