This document provides a user's manual for SAMS (Stochastic Analysis, Modeling, and Simulation) version 2009. SAMS is a software package developed by Colorado State University and the U.S. Bureau of Reclamation to analyze and model stochastic hydrologic time series, such as annual and seasonal streamflow, using parametric and nonparametric methods. The manual describes the capabilities and components of SAMS 2009, which includes data analysis tools, stochastic models for single-site and multi-site data as well as disaggregation models, and generation of synthetic hydrologic time series. Parameter estimation techniques and model testing procedures for the various stochastic models in SAMS 2009 are also outlined.
Este documento describe los conceptos clave relacionados con el escurrimiento. Explica que el escurrimiento superficial depende de factores como la intensidad de la precipitación, la permeabilidad del suelo y la pendiente. También describe las diferentes fuentes de escurrimiento, como el escurrimiento superficial, subsuperficial y subterráneo. Además, explica cómo factores geográficos como la superficie, forma, elevación, tipo de suelo y estado de humedad de la cuenca afectan la cantidad de escurrimiento.
Groundwater modeling has several purposes including understanding aquifer properties, characteristics, and response. It requires collecting hydrological, physical, and boundary condition data. Common groundwater modeling software includes MODFLOW and Sutra. The modeling process involves defining the problem, collecting data, choosing a code, running simulations, verifying results match field data through calibration, and using the model to inform management decisions.
Comparacion de modelos 1D y 2D en la simulacion hidraulica de rios (rio Majes...Hydronotes
Esta investigación culminada el año 2007, proporciona criterios de aplicabilidad de dos modelos matemáticos: HEC RAS y FESWMS como herramientas en la concepción, diseño y gestión de proyectos para el control de inundaciones. Se analizó un tramo de cuenca media de pendiente moderada, muy característico de la costa sur peruana como es el río Majes (Región Arequipa), cuya cuenca hidrográfica representa una de las más importantes de la Vertiente del Pacífico debido a su potencial hídrico. A esto se añade la escasa planificación predial de las 7600 hectáreas irrigadas, el relativo costo elevado de la tierra y poblaciones vulnerables a la inundación.
This document discusses methods for estimating groundwater potential and balance. It provides an overview of key concepts like the hydrologic cycle, national water policy regarding groundwater, and the groundwater balance equation. The document also outlines data requirements, methodology, and methods for estimating individual components of the groundwater balance like recharge from rainfall, recharge from canals, and evapotranspiration from groundwater. Empirical formulas and norms from expert committees are presented for calculating various recharge coefficients.
Este documento presenta la introducción a un proyecto que tiene como objetivo actualizar las ecuaciones de intensidad-duración-frecuencia para las principales ciudades del departamento de Tarija, Bolivia. El proyecto busca determinar parámetros de lluvia como la intensidad, que son importantes para el diseño de obras hidráulicas. Se explican conceptos clave como tormentas de diseño e introduce los objetivos generales y específicos del proyecto, como construir curvas intensidad-duración-frecuencia y proponer nuevas ecuaciones para modelar
La hidrología estudia el agua en la Tierra, su distribución y circulación a través del ciclo hidrológico. Aunque el agua cubre la mayor parte de la superficie terrestre, sólo una pequeña fracción es agua dulce disponible. La hidrología tiene aplicaciones prácticas en el suministro de agua, drenaje, irrigación y control de inundaciones.
Este documento trata sobre el análisis de máximas avenidas. Explica diferentes métodos para calcular caudales máximos como métodos directos, empíricos, hidrológicos y estadísticos-probabilísticos. También describe conceptos clave como hidrogramas unitarios, tiempo de concentración, número de curva y análisis de frecuencias para estimar avenidas con diferentes períodos de retorno.
Este documento describe los conceptos clave relacionados con el escurrimiento. Explica que el escurrimiento superficial depende de factores como la intensidad de la precipitación, la permeabilidad del suelo y la pendiente. También describe las diferentes fuentes de escurrimiento, como el escurrimiento superficial, subsuperficial y subterráneo. Además, explica cómo factores geográficos como la superficie, forma, elevación, tipo de suelo y estado de humedad de la cuenca afectan la cantidad de escurrimiento.
Groundwater modeling has several purposes including understanding aquifer properties, characteristics, and response. It requires collecting hydrological, physical, and boundary condition data. Common groundwater modeling software includes MODFLOW and Sutra. The modeling process involves defining the problem, collecting data, choosing a code, running simulations, verifying results match field data through calibration, and using the model to inform management decisions.
Comparacion de modelos 1D y 2D en la simulacion hidraulica de rios (rio Majes...Hydronotes
Esta investigación culminada el año 2007, proporciona criterios de aplicabilidad de dos modelos matemáticos: HEC RAS y FESWMS como herramientas en la concepción, diseño y gestión de proyectos para el control de inundaciones. Se analizó un tramo de cuenca media de pendiente moderada, muy característico de la costa sur peruana como es el río Majes (Región Arequipa), cuya cuenca hidrográfica representa una de las más importantes de la Vertiente del Pacífico debido a su potencial hídrico. A esto se añade la escasa planificación predial de las 7600 hectáreas irrigadas, el relativo costo elevado de la tierra y poblaciones vulnerables a la inundación.
This document discusses methods for estimating groundwater potential and balance. It provides an overview of key concepts like the hydrologic cycle, national water policy regarding groundwater, and the groundwater balance equation. The document also outlines data requirements, methodology, and methods for estimating individual components of the groundwater balance like recharge from rainfall, recharge from canals, and evapotranspiration from groundwater. Empirical formulas and norms from expert committees are presented for calculating various recharge coefficients.
Este documento presenta la introducción a un proyecto que tiene como objetivo actualizar las ecuaciones de intensidad-duración-frecuencia para las principales ciudades del departamento de Tarija, Bolivia. El proyecto busca determinar parámetros de lluvia como la intensidad, que son importantes para el diseño de obras hidráulicas. Se explican conceptos clave como tormentas de diseño e introduce los objetivos generales y específicos del proyecto, como construir curvas intensidad-duración-frecuencia y proponer nuevas ecuaciones para modelar
La hidrología estudia el agua en la Tierra, su distribución y circulación a través del ciclo hidrológico. Aunque el agua cubre la mayor parte de la superficie terrestre, sólo una pequeña fracción es agua dulce disponible. La hidrología tiene aplicaciones prácticas en el suministro de agua, drenaje, irrigación y control de inundaciones.
Este documento trata sobre el análisis de máximas avenidas. Explica diferentes métodos para calcular caudales máximos como métodos directos, empíricos, hidrológicos y estadísticos-probabilísticos. También describe conceptos clave como hidrogramas unitarios, tiempo de concentración, número de curva y análisis de frecuencias para estimar avenidas con diferentes períodos de retorno.
La escorrentía describe el flujo del agua sobre la tierra y es un componente principal del ciclo del agua. La escorrentía está compuesta por la escorrentía superficial, subsuperficial y subterránea. Varios factores como las características climáticas, fisiográficas y de vegetación afectan la escorrentía. La escorrentía puede causar erosión, inundaciones e impactos ambientales.
Se presentan los principales criterios técnicos para captar agua subálvea en lechos de cauces (permanentes e intermitentes) y de laderas con afloramientos de aguas subsuperficiales.
This document provides an introduction to flood modeling. It discusses the different types of floods including river/fluvial floods caused by excessive rainfall, pluvial/surface floods from heavy urban rainfall, and coastal floods from extreme tidal conditions. It also describes how flood risk analysis uses modeling to support insurance schemes, simulate historical flood patterns, define risk zones and critical rainfall thresholds. The document outlines principal modeling approaches including hydrological models of water movement, hydraulic models of river/canal flow, and hydrodynamic models that simulate river flow in 2D or 3D. It discusses using decision support systems to manage data and models for planning and real-time applications like flood forecasting and early warning systems. Finally, it notes challenges like obtaining
Modelizacion de socavaciones capacidades del modelo iber 2013Gonzalo Ferrer
El documento proporciona una introducción al modelo Iber, un modelo bidimensional de flujo en ríos y estuarios. Explica las ecuaciones que gobiernan la hidrodinámica, la turbulencia y el transporte de sedimentos. También describe las condiciones de contorno, los esquemas numéricos y la interfaz gráfica basada en GiD para la preprocesado, procesado y postprocesado de simulaciones.
This document presents a textbook on hydrogeology that focuses on solving numerical problems. It contains 10 chapters that cover various aspects of hydrogeology like the hydrological cycle, morphometric analysis, groundwater flow, well hydraulics, groundwater quality, and more. Each chapter provides worked examples and step-by-step solutions to typical hydrogeological calculation problems. There are also 13 appendices that contain supplementary reference tables, as well as a glossary and bibliography. The textbook is intended to be a comprehensive resource for students, professionals, and researchers working in hydrogeology and related fields.
El documento trata sobre la hidrología y define sus conceptos fundamentales como el ciclo hidrológico y sus fases que incluyen la evaporación, precipitación, infiltración, escorrentía y evapotranspiración. También describe la importancia de la hidrología para la planificación de recursos hídricos y proyectos de ingeniería, y explica los tipos de presas y canales.
El documento describe tres métodos para medir el volumen de escurrimiento en una cuenca: 1) secciones de control, 2) relación sección-pendiente, y 3) relación sección-velocidad. El método más común en México es la relación sección-velocidad, la cual implica medir la velocidad del agua en varios puntos de la sección transversal usando un molinete y luego calcular el volumen total.
Este documento presenta una introducción a las estructuras hidráulicas. Explica conceptos clave como nudo hidráulico, clasificación de estructuras hidráulicas según su función, localización y materiales. También describe los principales usos del agua en Colombia e identifica los datos necesarios para diseñar proyectos hidráulicos. Finalmente, incluye una tabla de contenido detallada con los temas que se abordarán en las siguientes conferencias sobre embalses, presas, vertederos y otras estructuras hidráulicas
HEC-RAS is a computer program that models the hydraulics of water flow through natural rivers and other channels. The program is one-dimensional, meaning that there is no direct modeling of the hydraulic effect of cross section shape changes, bends, and other two- and three-dimensional aspects of flow. The program was developed by the US Department of Defense, Army Corps of Engineers in order to manage the rivers, harbors, and other public works under their jurisdiction; it has found wide acceptance by many others since its public release in 1995.
El documento describe los conceptos clave relacionados con la delimitación de cuencas hidrológicas. Explica que una cuenca hidrológica es el área de tierra que drena sus aguas hacia un mismo punto, delimitada por la divisoria de aguas. Luego detalla los pasos para delimitar una cuenca en el documento, incluyendo el uso de mapas topográficos y software GIS para calcular parámetros como el perímetro y longitud del cauce principal.
Reservoir sedimentation & its controlZahinRana
This document discusses reservoir sedimentation and its control. It begins with an introduction that defines a reservoir as an enlarged natural or artificial lake or pond created by a dam to store water. It then explains that reservoirs experience sedimentation as rivers carry sediment from erosion that is deposited in the reservoir, reducing its storage capacity over time. The document outlines the types of sediment as suspended or bed load. It lists the causes of sedimentation as the nature of catchment soils, vegetation cover, topography, rainfall intensity and land cultivation. Finally, it discusses methods to control sedimentation such as proper design, sediment control structures, and sediment removal.
Este documento trata sobre la dispersión de contaminantes en aguas subterráneas. Primero introduce conceptos clave de geohidrología como el ciclo hidrológico, las propiedades de los suelos y el movimiento del agua subterránea. Luego discute tipos de contaminantes, su comportamiento en la zona no saturada y saturada, y factores que afectan su propagación. Finalmente, aborda temas como la vulnerabilidad de acuíferos, identificación de contaminación, restauración de acuíferos y modelización
Este documento describe un proyecto de maestría que analiza el comportamiento del modelo hidrológico HEC-HMS en una subcuenca mediterránea del río Ebro. El proyecto utiliza HEC-HMS, ArcGIS y extensiones como HEC-GeoHMS y ArcHydro para simular eventos hidrológicos considerando procesos como precipitación, pérdidas de agua en el suelo, escorrentía superficial y flujo base. El objetivo es evaluar el rendimiento de HEC-HMS para diferentes tamaños de cuenca y event
1. El documento trata sobre la escorrentía superficial y los métodos para medirla. 2. Explica factores como la precipitación, el suelo y la topografía que afectan la escorrentía y describe cómo se mide el nivel de agua, la velocidad y el caudal en estaciones hidrológicas. 3. Detalla métodos directos como el volumétrico y el de área-velocidad, e indirectos usando estructuras hidráulicas.
El documento describe dos métodos para aforar corrientes: el método de sección control y el método de sección velocidad. El objetivo es aforar una corriente usando ambos métodos y comparar los resultados. Se detallan los pasos para aplicar cada método y realizar cálculos como determinar el área hidráulica, velocidad media, y gasto. Finalmente, se calcula el error relativo entre los gastos obtenidos por los dos métodos.
Se incluyen los criterios técnicos necesarios para el diseño de obras subálveas para la intercepción de escurrimientos sub-superficiales disponibles en el aluvión de corrientes perennes e intermitentes.
En su calidad de Proyectista se llevó a cabo
los Estudios Topográficos y Batimétricos con un grupo de técnicos bajo la dirección del
Ing. Reyner CASTILLO TACORA especialista Modelador Numérico de datos
Topográficos-Batimétricos, geodésicos- hidrogeológicos, hidrológicos- hidráulica fluvial e
hidroinformática (adquisición remota de datos hidrológicos). Dicho estudio se realizó para
la elaboración del expediente técnico del Proyecto de Inversión Publica:
“CONSTRUCCION DE INFRAESTRUCTURA BASICA EN LAS COMUNIDADES DE LA
ZONA DE AMORTIGUAMIENTO DE LA RESERVA NACIONAL DE TAMBOPATA,
DISTRITO Y PROVINCIA DE TAMBOPATA, MADRE DE DIOS”.
La información del estudio de campo comprende las siguientes mediciones: Topografía,
Batimetría y Cartografía, que deben incluirse en el Expediente técnico.
This document summarizes a research paper that uses explicit stochastic dynamic programming to determine optimal long-term reservoir operation policies under uncertainty. It begins by introducing reservoir operation as a multistage dynamic stochastic control process and describes how stochastic dynamic programming can account for uncertainties. It then reviews relevant literature on applying stochastic dynamic programming to single and multi-reservoir systems. The document proceeds to describe the DV reservoir system in India that is used as a case study. It provides storage capacities and operational details. Finally, it outlines the stochastic dynamic programming formulation, including the system dynamics, objective function, transition probabilities, and recursive equations used to solve for the optimal policy.
La escorrentía describe el flujo del agua sobre la tierra y es un componente principal del ciclo del agua. La escorrentía está compuesta por la escorrentía superficial, subsuperficial y subterránea. Varios factores como las características climáticas, fisiográficas y de vegetación afectan la escorrentía. La escorrentía puede causar erosión, inundaciones e impactos ambientales.
Se presentan los principales criterios técnicos para captar agua subálvea en lechos de cauces (permanentes e intermitentes) y de laderas con afloramientos de aguas subsuperficiales.
This document provides an introduction to flood modeling. It discusses the different types of floods including river/fluvial floods caused by excessive rainfall, pluvial/surface floods from heavy urban rainfall, and coastal floods from extreme tidal conditions. It also describes how flood risk analysis uses modeling to support insurance schemes, simulate historical flood patterns, define risk zones and critical rainfall thresholds. The document outlines principal modeling approaches including hydrological models of water movement, hydraulic models of river/canal flow, and hydrodynamic models that simulate river flow in 2D or 3D. It discusses using decision support systems to manage data and models for planning and real-time applications like flood forecasting and early warning systems. Finally, it notes challenges like obtaining
Modelizacion de socavaciones capacidades del modelo iber 2013Gonzalo Ferrer
El documento proporciona una introducción al modelo Iber, un modelo bidimensional de flujo en ríos y estuarios. Explica las ecuaciones que gobiernan la hidrodinámica, la turbulencia y el transporte de sedimentos. También describe las condiciones de contorno, los esquemas numéricos y la interfaz gráfica basada en GiD para la preprocesado, procesado y postprocesado de simulaciones.
This document presents a textbook on hydrogeology that focuses on solving numerical problems. It contains 10 chapters that cover various aspects of hydrogeology like the hydrological cycle, morphometric analysis, groundwater flow, well hydraulics, groundwater quality, and more. Each chapter provides worked examples and step-by-step solutions to typical hydrogeological calculation problems. There are also 13 appendices that contain supplementary reference tables, as well as a glossary and bibliography. The textbook is intended to be a comprehensive resource for students, professionals, and researchers working in hydrogeology and related fields.
El documento trata sobre la hidrología y define sus conceptos fundamentales como el ciclo hidrológico y sus fases que incluyen la evaporación, precipitación, infiltración, escorrentía y evapotranspiración. También describe la importancia de la hidrología para la planificación de recursos hídricos y proyectos de ingeniería, y explica los tipos de presas y canales.
El documento describe tres métodos para medir el volumen de escurrimiento en una cuenca: 1) secciones de control, 2) relación sección-pendiente, y 3) relación sección-velocidad. El método más común en México es la relación sección-velocidad, la cual implica medir la velocidad del agua en varios puntos de la sección transversal usando un molinete y luego calcular el volumen total.
Este documento presenta una introducción a las estructuras hidráulicas. Explica conceptos clave como nudo hidráulico, clasificación de estructuras hidráulicas según su función, localización y materiales. También describe los principales usos del agua en Colombia e identifica los datos necesarios para diseñar proyectos hidráulicos. Finalmente, incluye una tabla de contenido detallada con los temas que se abordarán en las siguientes conferencias sobre embalses, presas, vertederos y otras estructuras hidráulicas
HEC-RAS is a computer program that models the hydraulics of water flow through natural rivers and other channels. The program is one-dimensional, meaning that there is no direct modeling of the hydraulic effect of cross section shape changes, bends, and other two- and three-dimensional aspects of flow. The program was developed by the US Department of Defense, Army Corps of Engineers in order to manage the rivers, harbors, and other public works under their jurisdiction; it has found wide acceptance by many others since its public release in 1995.
El documento describe los conceptos clave relacionados con la delimitación de cuencas hidrológicas. Explica que una cuenca hidrológica es el área de tierra que drena sus aguas hacia un mismo punto, delimitada por la divisoria de aguas. Luego detalla los pasos para delimitar una cuenca en el documento, incluyendo el uso de mapas topográficos y software GIS para calcular parámetros como el perímetro y longitud del cauce principal.
Reservoir sedimentation & its controlZahinRana
This document discusses reservoir sedimentation and its control. It begins with an introduction that defines a reservoir as an enlarged natural or artificial lake or pond created by a dam to store water. It then explains that reservoirs experience sedimentation as rivers carry sediment from erosion that is deposited in the reservoir, reducing its storage capacity over time. The document outlines the types of sediment as suspended or bed load. It lists the causes of sedimentation as the nature of catchment soils, vegetation cover, topography, rainfall intensity and land cultivation. Finally, it discusses methods to control sedimentation such as proper design, sediment control structures, and sediment removal.
Este documento trata sobre la dispersión de contaminantes en aguas subterráneas. Primero introduce conceptos clave de geohidrología como el ciclo hidrológico, las propiedades de los suelos y el movimiento del agua subterránea. Luego discute tipos de contaminantes, su comportamiento en la zona no saturada y saturada, y factores que afectan su propagación. Finalmente, aborda temas como la vulnerabilidad de acuíferos, identificación de contaminación, restauración de acuíferos y modelización
Este documento describe un proyecto de maestría que analiza el comportamiento del modelo hidrológico HEC-HMS en una subcuenca mediterránea del río Ebro. El proyecto utiliza HEC-HMS, ArcGIS y extensiones como HEC-GeoHMS y ArcHydro para simular eventos hidrológicos considerando procesos como precipitación, pérdidas de agua en el suelo, escorrentía superficial y flujo base. El objetivo es evaluar el rendimiento de HEC-HMS para diferentes tamaños de cuenca y event
1. El documento trata sobre la escorrentía superficial y los métodos para medirla. 2. Explica factores como la precipitación, el suelo y la topografía que afectan la escorrentía y describe cómo se mide el nivel de agua, la velocidad y el caudal en estaciones hidrológicas. 3. Detalla métodos directos como el volumétrico y el de área-velocidad, e indirectos usando estructuras hidráulicas.
El documento describe dos métodos para aforar corrientes: el método de sección control y el método de sección velocidad. El objetivo es aforar una corriente usando ambos métodos y comparar los resultados. Se detallan los pasos para aplicar cada método y realizar cálculos como determinar el área hidráulica, velocidad media, y gasto. Finalmente, se calcula el error relativo entre los gastos obtenidos por los dos métodos.
Se incluyen los criterios técnicos necesarios para el diseño de obras subálveas para la intercepción de escurrimientos sub-superficiales disponibles en el aluvión de corrientes perennes e intermitentes.
En su calidad de Proyectista se llevó a cabo
los Estudios Topográficos y Batimétricos con un grupo de técnicos bajo la dirección del
Ing. Reyner CASTILLO TACORA especialista Modelador Numérico de datos
Topográficos-Batimétricos, geodésicos- hidrogeológicos, hidrológicos- hidráulica fluvial e
hidroinformática (adquisición remota de datos hidrológicos). Dicho estudio se realizó para
la elaboración del expediente técnico del Proyecto de Inversión Publica:
“CONSTRUCCION DE INFRAESTRUCTURA BASICA EN LAS COMUNIDADES DE LA
ZONA DE AMORTIGUAMIENTO DE LA RESERVA NACIONAL DE TAMBOPATA,
DISTRITO Y PROVINCIA DE TAMBOPATA, MADRE DE DIOS”.
La información del estudio de campo comprende las siguientes mediciones: Topografía,
Batimetría y Cartografía, que deben incluirse en el Expediente técnico.
This document summarizes a research paper that uses explicit stochastic dynamic programming to determine optimal long-term reservoir operation policies under uncertainty. It begins by introducing reservoir operation as a multistage dynamic stochastic control process and describes how stochastic dynamic programming can account for uncertainties. It then reviews relevant literature on applying stochastic dynamic programming to single and multi-reservoir systems. The document proceeds to describe the DV reservoir system in India that is used as a case study. It provides storage capacities and operational details. Finally, it outlines the stochastic dynamic programming formulation, including the system dynamics, objective function, transition probabilities, and recursive equations used to solve for the optimal policy.
- Vladimir Osychny has over 28 years of experience in oceanography, meteorology, and environmental monitoring projects. He currently works as a Research Oceanographer for NOAA developing quality control systems for ocean models and assimilating observational data.
- He has expertise in data processing, statistical analysis, and working with various ocean and water quality models. Osychny has conducted research on topics like Rossby waves, Gulf Stream variability, and coastal circulation.
- Osychny holds a Ph.D. in Oceanography and has worked on projects involving satellite data, in situ observations, tide gauges, and numerical modeling.
InfoWorks CS is a comprehensive software for modeling urban wastewater and drainage networks. It allows users to import network data from other modeling programs, perform hydraulic simulations, and assess scenarios. Key features include its stable dynamic wave routing engine, tools for surface runoff modeling, infiltration analysis, and real-time control of pumps. The software also has robust data management and provides excellent visualization of results.
- Assimilating remotely sensed biomass data into the CARDAMOM modeling framework can help constrain terrestrial carbon balance and reduce parameter uncertainty in carbon cycle models.
- Observations of biomass from satellites provide an opportunity to improve process-based land surface models by informing model parameters through data assimilation.
- The DALEC model uses a Bayesian approach to assimilate observations of biomass, soil carbon, and flux data to derive probability distributions for carbon cycle parameters and fluxes at regional to global scales.
This document describes the development of a groundwater-based methodology for calibrating a hydrological model (PRMS) using automatic parameter optimization (MMS) and its application to a semi-arid basin in Cyprus. Groundwater data was used for calibration instead of surface runoff data, which is often unavailable in semi-arid areas. The methodology combined automatic optimization with heuristic expert intervention to calibrate PRMS and achieve good model performance, including low simulation error and good reproduction of measured groundwater levels over time.
Book water resources systems - s vedula and p p mujumdarEzequiel_Fajardo
This document provides an overview of systems concepts and analysis techniques relevant to water resources systems. It defines a system as a structure relating inputs to outputs. Systems can be simple or complex, linear or nonlinear, time variant or invariant, continuous or discrete, lumped or distributed, deterministic or probabilistic, and stable or unstable. A systems approach views a problem holistically and relates various components. Systems analysis techniques are used to optimize the performance of water resources systems and address tradeoffs between competing objectives.
A major challenge in hydrological modelling is to identification of optimal
parameter set of different data, catchment characteristics and objectives. Although, the
identification of optimal parameter set is difficult because of conceptual hydrological
models contain more number of parameters and accuracy also depends upon all the
relevant number of parameters influencing in a model. This identification process
cannot estimate directly and therefore it measured based on calibrating the model
which minimizing an objective function. Here, the objective function can depend upon
the sensitivity of model parameters and calibration of model. In this paper, we proposed
the Emulator Based Optimization (EBO) for reducing number of runs and improving
conceptual model efficiency. Where, emulator models are used to represent the
response surface of the simulation models and it can play a valuable role for
optimization. In this study evaluates EBO for calibrating of SWAT hydrological model
with following steps like input design, simulation model, emulator modelling,
convergence criteria and validation. The results show that EBO calibrates the model
with high accuracy and it captured the observed model with consuming less time. This
study helps for decision making, planning and designing of water resources.
2018 National Tanks Conference & Exposition: HRSC Data VisualizationAntea Group
Two of our High-Resolution Site Characterization (HRSC) Data Visualization posters featured at the 2018 NTC Conference in Louisville, KY.
1. Using Data Management and 3-Dimensional Data Visualization to Generate More Complete Conceptual Site Models and Streamline Site Closure
2. High-Resolution Site Characterization (HRSC) and 3-Dimensional Data Visualization for a Fractured Rock Site: A Path to Streamlined Closure
A Review of Criteria of Fit for Hydrological ModelsIRJET Journal
This document reviews criteria for evaluating the performance of hydrological models. It discusses various efficiency criteria that are used to quantify the closeness of observed and simulated hydrological values like streamflow. The document emphasizes that solely relying on correlation-based measures is not suitable for model evaluation and that a combination of different efficiency criteria should be used. It also reviews some commonly used criteria like the Nash-Sutcliffe efficiency and their limitations. The objectives of the paper are to review selected efficiency criteria and their limitations, evaluate factors affecting model performance, and provide guidelines for future hydrological model evaluation.
seminar report of " Introduction to HEC RAS "ankit jain
This document provides an overview of the capabilities of the Hydrologic Engineering Center's River Analysis System (HEC-RAS) software. HEC-RAS allows for one-dimensional steady and unsteady flow river hydraulics calculations, sediment transport modeling, and water temperature analysis. The software includes components for steady flow water surface profiles, unsteady flow simulation, sediment transport, and water quality analysis. It also features a graphical user interface, data management capabilities, and reporting tools. The seminar report discusses HEC-RAS functionality in more detail.
The document provides an outline for a presentation on the SWAT (Soil and Water Assessment Tool) hydrological model. It begins with an introduction to hydrological modeling and the development and utilities of the SWAT model. It describes the data requirements, model framework, and step-by-step procedure to run the model. A case study applying the SWAT model to the Simly Dam watershed in Pakistan is summarized. The limitations and future developments of the SWAT model are briefly discussed, followed by references.
Integration of the MODFLOW Lak7 package in the FREEWAT GIS modelling environmentMassimiliano Cannata
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Manual de sams 2009
1. Stochastic Analysis,
Modeling, and Simulation (SAMS)
Version 2009
USER's MANUAL
O. G. B. Sveinsson, T.S. Lee, J. D. Salas, W. L. Lane, and D. K. Frevert
January 2009
Computing Hydrology Laboratory
Department of Civil and Environmental Engineering
Colorado State University
Fort Collins, Colorado
TECHNICAL REPORT No.12
2. ii
Stochastic Analysis, Modeling, and
Simulation (SAMS)
Version 2009 - User's Manual
by
Oli G. B. Sveinsson1
, Taesam Lee2
, and Jose D. Salas3
,
Department of Civil and Environmental Engineering
Colorado State University
Fort Collins, Colorado, U.S.A
William L. Lane4
Consultant, Hydrology and Water Resources Engineering,
1091 Xenophon St., Golden, CO 80401-4218.
and
Donald K. Frevert5
U.S Department of Interior
Bureau of Reclamation
Denver, Colorado, USA
1
Head of Research and Surveyying Department, Hydroelectric Company, Iceland, Olis@lv.is
2
Civil and Environmental Engineering, Colorado State University, Fort Collins, CO 80523,
USA, tae3lee@gmail.com
3
Professor of Civil and Environmental Engineering, Colorado State University, Fort Collins, CO
80523, USA, jsalas@engr.colostate.edu
4
Consultant, Hydrology and Water Resources Engineering, 1091 Xenophon St., Golden, CO
80401-4218, wlane@qadas.com
5
Hydraulic Engineer, Water Resources Services, Technical Service Center, U.S Bureau of
Reclamation, Denver, CO 80225, dfrevert@do.usbr.gov
3. iii
Table of Contents
PREFACE vi
ACKNOWLEDGEMENTS vi
1. INTRODUCTION 1
2. DESCRIPTION OF SAMS 3
2.1 General Overview 3
2.2 Statistical Analysis of Data 10
2.3 Fitting a Stochastic Model 21
2.4 Generating Synthetic Series 39
3 DEFINITION OF STATISTICAL CHARACTERISTICS 43
3.1 Basic Statistics 43
3.1.1 Annual Data 43
3.1.2 Seasonal data 44
3.1.3 Histogram and Kernel Density Estimate 45
3.2 Storage, Drought, and Surplus Related Statistics 46
3.2.1 Storage Related Statistics 46
3.2.2 Drought Related Statistics 46
3.2.3 Surplus Related Statistics 47
4. MATHEMATICAL MODELS 48
4.1 Parametric Approaches 49
4.1.1 Data Transformations and Scaling 49
4.1.2 Univariate Models 52
Univariate ARMA(p,q) 52
Univariate GAR(1) 53
Univariate SM 53
Univariate Seasonal PARMA(p,q) 54
Univariate Seasonal PMC(Periodic Markov Chain) -PARMA(p,q) 55
4.1.3 Multivariate Models 56
Multivariate MAR(p) 57
Multivariate CARMA(p,q) 57
Multivariate CSM – CARMA(p,q) 58
Multivariate Seasonal MPAR (p) 59
4.1.4 Disaggregation Models 60
Spatial Disaggregation of Annual Data 60
Spatial Disaggregation of Seasonal Data 61
Temporal Disaggregation 62
4.1.5 Unequal Record Lengths 63
4.1.6 Adjustment of Generated Data 63
4.2 Nonparametric Approaches 66
4.2.1 Univariate Models 66
Index Sequential Method (ISM) 66
K-nearest neighbors (KNN) 67
4. iv
KNN with Gamma kernel density estimate (KGK) 68
KGK concerning with aggregate variable (KGKA) 69
KGK including Pilot variable (KGKP) 71
4.2.2 Multivariate Modeling: Multivairate Block Bootstrapping with KNN
and Genetic Algorithm (MBKG) 73
4.2.3 Disaggregation Modeling : Nonparametric Disaggregation 76
4.3 Model Testing 81
4.3.1 Testing the properties of the process 81
4.3.2 Aikaike Information Criteria for ARMA and PARMA Models 85
5 EXAMPLES 86
5.1 Statistical Analysis of Data 86
5.2 Stochastic Modeling and Generation of Streamflow Data 89
5.2.1 Parametric Approaches 89
Univariate ARMA(p,q) Model 89
Univariate GAR(1) Model 92
Univariate PARMA(p,q) Model 93
Multivariate MAR(p) Model 95
Multivariate CARMA(p,q) Model 98
Disaggregation Models 100
5.2.2 Nonparametric Approaches 107
Index Sequential Method 107
Block Bootstrapping 108
KNN with Gamma KDE (KGK) 110
Seasonal KGK with Yearly Dependence (KGKY) 112
Seasonal KGK with Pilot variable (KGKP) 114
Multivariate Block bootstrapping with Genetic Algorithm (MBGA) 117
Nonparametric Disaggregation 121
APPENDIX A: PARAMETER ESTIMATION AND GENERATION 129
A.1 Transformation 129
A.1.1 Tests of Normality 129
A.1.2 Automatic Transformation 129
A.2 Parameter Estimation of Univariate Models 130
A.2.1 Univariate ARMA(p,q) 130
A.2.2 Univariate GAR(1) 132
A.2.3 Univariate SM 133
A.2.4 Univariate Seasonal PARMA(p,q) 134
A.3 Parameter Estimation of Multivariate Models 136
A.3.1 Multivariate MAR(p) 136
A.3.2 Multivariate CARMA(p,q) 137
A.3.3 Multivariate CSM – CARMA(p,q) 138
A.3.4 Multivariate Seasonal MPAR (p) 140
A.4 Parameter Estimation of Disaggregation Models 141
A.4.1 Valencia and Schaake Spatial Disaggregation 141
A.4.2 Mejia and Rousselle Spatial Disaggregation of Seasonal Data 142
A.4.3 Lane Temporal Disaggregation 143
5. v
A.5 Unequal Record Lengths 145
A.6 Residual Variance-Covariance Non-Positive Definite 148
APPENDIX B: EXAMPLE OF MONTHLY INPUT FILE 150
APPENDIX C: EXAMPLE OF ANNUAL INPUT FILE 154
APPENDIX D: EXAMPLE OF TRANSFORMATIONS 158
6. vi
PREFACE
Several computer packages have been developed since the 1970's for analyzing the
stochastic characteristics of time series in general and hydrologic and water resources time series
in particular. For instance, the LAST package was developed in 1977-1979 by the US Bureau of
Reclamation (USBR) in Denver, Colorado. Originally the package was designed to run on a
mainframe computer, but later it was modified for use on personal computers. While various
additions and modifications have been made to LAST over the past twenty years, the package
has not kept pace with either advances in time series modeling or advances in computer
technology. These facts prompted USBR to promote the initial development of SAMS, a
computer software package that deals with the Stochastic Analysis, Modeling, and Simulation of
hydrologic time series, for example annual and seasonal streamflow series. It is written in C,
Fortran, and C++, and runs under modern windows operating systems such as WINDOWS XP
and WINDOWS VISTA. This manual describes the current version of SAMS denoted as SAMS
2009.
ACKNOWLEDGEMENTS
SAMS has been developed as a cooperative effort between USBR and Colorado State
University (CSU) under USBR Advanced Hydrologic Techniques Research Project through an
Interagency Personal Agreement with Professor Jose D. Salas as Principal Investigator. Drs.
W.L. Lane and D.K. Frevert provided additional expert guidance and supervision on behalf of
USBR. Further enhancements were made in collaboration with the International Joint
Commission for Lake Ontario, HydroQuebec, Canada, and the Great Lakes Environmental
Research Laboratory (NOAA), Ann Arbor Michigan. The latest improvements have been made
in collaboration with the USBR Lower Colorado Region, Boulder City, Nevada. Several former
CSU graduate students collaborated in various parts of this project including, M.W.
AbdelMohsen, who developed some of the Fortran codes, M. Ghosh who initiated the
programming in C language followed by Mr. Bradley Jones, Nidhal M. Saada, and Chen-Hua
Chung. The latest versions have been reprogrammed by O.G.B. Sveinsson and T.S. Lee.
Acknowledgements are due to the funding agency and to the several students who collaborated
in this project.
7. 1
STOCHASTIC ANALYSIS, MODELING, AND SIMULATION
(SAMS 2009)
1. INTRODUCTION
Stochastic simulation of water resources time series in general and hydrologic time series
in particular has been widely used for several decades for various problems related to planning
and management of water resources systems. Typical examples are determining the capacity of
a reservoir, evaluating the reliability of a reservoir of a given capacity, evaluation of the
adequacy of a water resources management strategy under various potential hydrologic
scenarios, and evaluating the performance of an irrigation system under uncertain irrigation
water deliveries (Salas et al, 1980; Loucks et al, 1981).
Stochastic simulation of hydrologic time series such as streamflow is typically based on
parametric and non-parametric mathematical models and procedures. For this purpose a number
of stochastic models have been suggested in literature (e.g. Salas, 1993; Hipel and McLeod,
1994; Lall and Sharma, 1997; Prairie et al., 2007; Salas and Lee, 2009; Lee and Salas, 2009; Lee
et al., 2009). Using one type of model or another for a particular case at hand depends on several
factors such as, physical and statistical characteristics of the process under consideration, data
availability, the complexity of the system, and the overall purpose of the simulation study.
Given the historical record, one would like the model to reproduce the historical statistics. This
is why a standard step in streamflow simulation studies is to determine the historical statistics.
Once a model has been selected, the next step is to estimate the model parameters, then to test
whether the model represents reasonably well the process under consideration, and finally to
carry out the needed simulation study.
The advent of digital computers several decades ago led to the development of computer
software for mathematical and statistical computations of varied degree of sophistication. For
instance, well known packages are IMSL, STATGRAPHICS, ITSM, MINITAB, SAS/ETS,
SPSS, and MATLAB. These packages can be very useful for standard time series analysis of
hydrological processes. However, despite of the availability of such general purpose programs,
specialized software for simulation of hydrological time series such as streamflow, have been
attractive because of several reasons. One is the particular nature of hydrological processes in
which periodic properties are important in the mean, variance, covariance, and skewness.
Another one is that some hydrologic time series include complex characteristics such as long
8. 2
term dependence and memory. Still another one is that many of the stochastic models useful in
hydrology and water resources have been developed specifically oriented to fit the needs of
water resources, for instance temporal and spatial disaggregation models. Examples of specific
oriented software for hydrologic time series simulation are HEC-4 (U.S Army Corps of
Engineers, 1971), LAST (Lane and Frevert, 1990), and SPIGOT (Grygier and Stedinger, 1990).
The LAST package was developed during 1977-1979 by the U. S. Bureau of Reclamation
(USBR). Originally, the package was designed to run on a mainframe computer (Lane, 1979)
but later it was modified for use on personal computers (Lane and Frevert, 1990). While various
additions and modifications have been made to LAST over the past 20 years, the package has not
kept pace with either advances in time series modeling or advances in computer technology.
This is especially true of the computer graphics. These facts prompted USBR to promote the
initial development of the SAMS package. The first version of SAMS (SAMS-96.1) was
released in 1996. Since then, corrections and modifications were made based on feedback
received from the users. In addition, new functions and capabilities have been implemented
leading to SAMS 2000, which was released in October, 2000.
The most current version is SAMS 2009, which includes new modeling approaches and
data analysis features. SAMS 2009 has the following capabilities:
1. Analyze the stochastic features of annual and seasonal data.
2. It includes several types of transformation options to transform the original data into normal.
3. It includes a number of single site, multisite, and disaggregation stochastic models based on
parametric and nonparametric methods that have been widely used in hydrologic literature.
4. For data generation of complex river network systems, various aggregation and disaggregation
schemes and options are included with parametric and nonparametric approaches.
5. Boxplots display of the variability of the statistics of generated data in comparison to historical
statistics.
6. The number of samples that can be generated is unlimited.
7. The number of years that can be generated is unlimited.
The main purpose of SAMS is to generate synthetic hydrologic data. It is not built for
hydrologic forecasting although data generation for some of the models can be conditioned on
most recent historical observations.
The purpose of this manual is to provide a detailed description of the current version of
9. 3
SAMS developed for the stochastic simulation of hydrologic time series such as annual and
seasonal streamflows.
2. DESCRIPTION OF SAMS
In section 2.1, a general description of SAMS is presented in which different operations
undertaken by SAMS are briefly explained. Then, each operation is explained and illustrated in
subsequent sections more thoroughly.
2.1 General Overview
SAMS is a computer software package that deals with the stochastic analysis, modeling,
and simulation of hydrologic time series. It is written in C, Fortran and C++, and runs under
modern windows operating systems such as WINDOWS XP and WINDOWS VISTA. The
package consists of many menu options which enable the user to choose between different
options that are available. SAMS 2009 is a modified and expanded version of SAMS-96.1,
SAMS 2000, and SAMS 2007. It consists of three primary application modules: 1) Data
Analysis, 2) Fit a Model, and 3) Generate Series. Figure 2.1 shows SAMS’s main window. The
main menu bar includes “File”, “Data Analysis”, “Model Fitting”, “Fitted Model”, “Generate
Data”, and “Plot Properties”. Briefly “File” includes several options for starting and reading data
files. “Data Analysis” includes transformation to normal and showing time series and statistics
with graphs and tables, “Model Fitting” includes various available models (univariate,
multivariate, and disaggregation), “Fitted Model” includes the model parameters and also allows
resetting the model, “Generate Data” consists of selecting generation options and the results of
generated data, and “Plotting Properties” enables one selecting some useful plotting features (e.g.
grid and zoom). Before running the applications, the user must import a file that contains the
input data to be analyzed (e.g. historical data). This can be done by clicking on "File" then
choosing the “Import Data File” option as shown in Figure 2.2. Furthermore, there are two other
options “Import Data from Table (e.g. from excel)” and “Inserting Data (Adding Station)”.
Hydrologic data may be imported from a text file (“Import Data File”). However to avoid
errors one may choose the option “Import Data from Table”. In this case the data importing
setup dialog is as shown in Figure 2.3. The user needs to type some information about the data
such as number of stations, number of years, number of seasons, and starting year. Thereafter a
10. 4
data table will appear where the number of columns is the same as the number of stations and the
number of rows is the number of years times the number of seasons (Figure 2.3). The data table
may be filled either by typing or copying and pasting from a MS Excel file table or similar
formatted table (Figure 2.4) employing [Ctrl+v] short key or paste menu in the frame. The first
row in the table includes the site identification number and the first column beginning in row 2
gives the date of the first season and so on until the last season of the last year of record. Note
that all sites must have the same record length (with one exception, refer to section 4.1.5) and
every year must have all the seasons complete (i.e. data with values must be filled in before
entering into SAMS).
During the modeling procedure, one may want to insert one or more stations. In this case,
one can add the data of the additional stations using “Inserting data (Adding Station)”. The
procedure is the same as for ‘Importing Data from Table (e.g. excel)’ above.
Figure 2.1 The software SAMS main window menu.
11. 5
Figure 2.2 Menu with several options to start running SAMS, for importing data files, and for
importing and creating transformation files. The highlighted selection shows the option “Import
Data fromTable (e.g. excel)”.
Figure 2.3 Option dialog box after clicking “Importing data from Table”
12. 6
(a) (b)
Figure 2.4 Example of importing data using the option “Import Data from Table”. (a) Monthly
flow data for 12 stations prepared in Excel. The first row shows the station identification number,
(b) the data table that are accepted by SAMS after entering the appropriate information in the
option dialog box of Figure 2.3.
Figure 2.5 Data Analysis Menu
The “Data Analysis” is an important application of SAMS (Figure 2.5). The functions of
this module consist of data plotting, checking the normality of the data, data transformation, and
computing and displaying the statistical (stochastic) characteristics of the data. Plotting the data
13. 7
may help detecting trends, shifts, outliers, or errors in the data. Probability plots are included for
verifying the normality of the data. The data can be transformed to normal by using different
transformation techniques such as logarithmic, power, gamma, and Box-Cox transformations.
SAMS determines a number of statistical characteristics of the data. These include basic
statistics such as mean, standard deviation, skewness, serial correlations (for annual data),
spectrum, season-to-season correlations (for seasonal data), annual and seasonal cross-
correlations for multisite data, histogram and kernel density estimate (KDE), and drought,
surplus, and storage related statistics. These statistics are important in investigating the
stochastic characteristics of the data at hand.
The second main application of SAMS “Model Fitting” includes parameter estimation for
alternative univariate and multivariate stochastic models. The following parametric models are
included in SAMS2009: (1) univariate ARMA(p,q) model, where p and q can vary from 1 to 10,
(2) univariate GAR(1) model, (3) univariate periodic PARMA(p,q) model, (4) univariate
shifting-mean SM model, (5) univariate periodic Markov Chain - PARMA for intermittent data
(6) univariate temporal disaggregation, (7) multivariate autoregressive MAR(p) model, (8)
contemporaneous multivariate CARMA(p,q) model, where p and q can vary from 1 to 10, (9)
multivariate periodic MPAR(p) model, (10) multivariate CSM-CARMA(p, q) model, (11)
multivariate annual (spatial) disaggregation model, and (12) multivariate temporal
disaggregation model. Likewise, nonparametric models are included such as: (1) univariate and
multivariate Index Sequential Method, (2) univariate block bootstrapping, (3) univariate k-
nearest neighbors (KNN) resampling, (4) KNN with Gamma KDE (KGK), (5) KGK with yearly
dependence (6) KGK with pilot variable, (7) multivariate nonparametric model with block
bootstrapping and genetic algorithm (MNBG), (8) nonparametric disaggregation for spatial and
temporal disaggregation. The various modeling alternatives as they are applicable to annual and
seasonal data are summarized in Table 2.1.
Two estimation methods for parametric models are available, namely the method of
moments (MOM) and the least squares method (LS). MOM is available for most of the models
while LS is available only for univariate ARMA, PARMA, and CARMA models. For CARMA
models, both the method of moments (MOM) and the method of maximum likelihood (MLE) are
available for estimation of the variance-covariance (G) matrix. Regarding multivariate annual
14. 8
(spatial) disaggregation models, parameter estimation is based on Valencia-Schaake or Mejia-
Rousselle methods, while for annual to seasonal (temporal) disaggregation Lane's condensed
method is applied.
Table 2.1 Models included in SAMS2009
Annual Data Seasonal Data
P* - Autoregressive Moving Average (p,q) :
ARMA(p,q)
- Gamma Autoregressive (1) : GAR(1)
- Shifting Mean : SM
- Periodic ARMA : PARMA(p,q)
- Periodic Markov Chain-ARMA :
PMC-ARMA(p,q)
- Univariate Temporal Parametric Disaggregation
Univariate
NP** - Index Seqential Method : ISM
- Block Boostrapping : BB
- K-Nearest Neighbors Resampling : KNN
- KNN with Gamma Kernel Density
Estimate : KGK
- Seasonal ISM : SISM
- Seasonal BB : SBB
- Seasonal KNN : SKNN
- Seaonal KGK : SKGK
- SKGK with Yearly Dependence : SKGKY
- SKGK including pilot variable : SKGKP
- Univariate Temp. Nonparametric Disaggregation
P - Multivariate Autoregressive(p) : MAR(p)
- Contemporaneous ARMA:
CARMA (p,q)
- Contemporaneous SM-ARMA:
CSM-CARMAR(p,q)
- Annaual Spatial Parametric
Disaggregation Model
- Multivariate Periodic AR(p) : MPAR(p)
- Spatial-Temporal Parametric Disaggregation
- Temporal-Spatial Parametric Disaggregation
Multivariate
NP - Multivariate ISM : MISM
- Multivariate BB with KNN and
Gentic Algorithm : MBKG
- Annual Spatial Nonparametric
Disaggregation Model
- Multivariate ISM : MISM
- Multivariate BB with KNN and Gentic Algorithm :
MBKG
- Nonparametric Disaggregation Model
* Parametric Models, ** Nonparametric Models
15. 9
For stochastic simulation at several sites in a stream network system, a direct modeling
approach and a disaggregation approach are available with parametric and nonparametric models.
The direct modeling with parametric models is based on multivariate autoregressive and
CARMA processes for annual data and multivariate periodic autoregressive process for seasonal
data. The direct approach for nonparametric includes the MBKG and MISM for annual and
seasonal data. Parametric and nonparametric disaggregation approaches are also available for
modeling a river network system that involves several stations. Two schemes based on
disaggregation principles are available to model the key stations. For this purpose, it is
convenient to divide the stations as key stations, substations, subsequent stations, etc. Generally
the key stations are the farthest downstream stations, substations are the next upstream stations,
and subsequent stations are the next further upstream stations etc. In scheme 1, the flows at the
key stations are added creating an “artificial or index station”. Subsequently, a univariate model
is fitted to the flows of the index station. Then, a spatial disaggregation model relating the flows
of the index station to the flows of the key stations is fitted. In scheme 2, a multivariate model is
fitted to the flow data of the key stations directly. After modeling (and generating) the key
stations with any of the two schemes, one can further disaggregate the generated data of key
stations spatially to substations and subsequent stations as needed. In the case that the spatial
disaggregation as described above is accomplished with annual data one may also conduct
temporal disaggregation (e.g. from annual to monthly) as needed. This modeling/generation
procedure is denoted as spatial-temporal disaggregation. On the other hand, in the case of
temporal-spatial disaggregation, the annual data of key stations, which are obtained with either
scheme 1 or 2, are disaggregated into seasonal and such seasonal data may be further
disaggregated upstream to obtain the seasonal data at substations, subsequent statstions, etc. as
needed. Parametric and nonparametric disaggregation approaches employ these approaches with
different setups. The specific procedures for disaggregation modeling are further described in
subsequent sections.
The third main application of SAMS is “Generate Series”, i.e. simulating synthetic data.
Data generation is based on the models, approaches, and schemes as mentioned above. The
model parameters for data generation are those that are estimated by SAMS. The user also has
the option of importing annual series at key stations (e.g. series generated using a software other
16. 10
than SAMS). The statistical characteristics of the generated data are presented in graphical or
tabular forms along with the historical statistics of the data that was used in fitting the generating
model. The generated data including the "generated" statistics can be displayed graphically or in
table form, and be printed and/or written on specified output files. As a matter of clarification,
we will summarize here the overall data generation procedure for generating seasonal data based
on scheme 2:
(a) a multivariate model, such as MAR(p), is utilized to generate the annual flows at the key
stations;
(b) a spatial disaggregation model is used to disaggregate the generated annual flows at the
key stations into annual flows at the substations, followed by additional spatial
disaggregations until annual data at all upstream stations are generated;
(c) a temporal disaggregation model is used to disaggregate the annual flows at one or more
groups of stations into the corresponding seasonal flows at those stations.
2.2 Statistical Analysis of Data
Figure 2.5 shows the “Data Analysis” menu. By selecting this menu the user can carry
out statistical analysis on the annual or seasonal data, either original or transformed data. The
following four operations may be chosen:
1. Transformation to Normal and Display Table of Transformation Parameters
2. Plot time series and statistics such as Serial Correlation, Spectrum, Histogram and Kernel
Density Estimate, Cross Correlation, and 3D Cross Correlation
3. Plot Seasonal Sample Statistics
4. Display Table of Sample Statistics such as Annual and Seasonal Basic Statistics, and
Drought, Surplus, and Storage Statistics
We further describe and illustrate each of these options below.
Plot Time Series
Plotting the data can help detecting trends, shifts, outliers, and errors in the data. Figure
2.6 shows the menu after choosing the “Plot Time Series” function. Annual or seasonal time
series may be plotted in the original or transformed domain. Figure 2.7 illustrates a time series
plot for annual data. The user may plot either the entire time series or just part of it. To do so,
17. 11
one must activate the “Plot Properties” menu and chose “Range” or “Rectangle” under the menu
“ZOOM”. The time series plots and any other plots produced by SAMS can be easily transferred
into other word/image processing or spreadsheet applications such as MS Word, Excel, and
Adobe Photoshop. The transferring can be done by using the “Copy to Clipboard” function,
which is also available under the “Plot Properties” menu and then paste the plot into other
applications.
Figure 2.6 Plot Time Series and Statistics Menu
Figure 2.7 Time series of annual flows of the Colorado River at site 20
18. 12
Figure 2.8 Plot of the empirical frequency distribution on normal probability paper and
test of normality
Transform Time series
SAMS tests the normality of the data by plotting the data on normal probability paper and
by using the skewness and the Filliben tests of normality. To examine the adequacy of the
transformation, the comparison of the theoretical distribution based on the transformation and the
counterpart historical sample distribution is shown. Meanwhile the critical values and the results
of the test are displayed in table format. Figure 2.8 is the display obtained after clicking on the
“Transform” menu. The user can test the annual or seasonal data of any site by selecting proper
options of “Data Type” and “Station #” on the left hand side panel. To plot the empirical
19. 13
frequency distribution the user may select either the Cunnane’s or the Weibull’s plotting position
equations.If the data at hand is not normal, one may try using a transformation function. The
transformation methods available in SAMS include: logarithmic, power, and Box-Cox
transformations as shown in the left panel in Figure 2.9. After selecting the type of
transformation method one must click on the “Accept Transformation" button. The results of the
transformation are displayed in graphical forms where the plot of the frequency distribution of
the original and the transformed data may be shown on the normal probability paper. The
graphical results include the theoretical distribution as well as numerical values of the tests of
normality. Figure 2.9 displays the results after a logarithm transformation to the annual data for
site 1. Note that the option “Exclude Zeros : Only for intmittent data” must be selected only
where data are intermittent (and modeling will be done based on PMC-PARMA).
Figure 2.9 Plot of the frequency distribution of the original data (left) on normal probability
paper and test of normality. The full line on the left represents the lognormal model. The graph
on the right shows the frequency distribution of the transformed data.
20. 14
SAMS-2009 has the capability of saving the information about the transformation (type
and parameters). The transformation file can be created by clicking on “Create Transformation
Data File” (refer to main menu under “File”). The transformation file will have an extension
“.transf” as shown in Figure 2.10. This file can be imported using the option “Import
Transformations”. A user can also change the transformation through the text file. But one must
be careful changing it since log or power transformations must avoid negative arguments.
Furthermore the status of transformation can be seen with a table from the Data Analysis option
“Display Table of Transformation Parameters”.
Figure 2.10 Example of transformation file created using the option “Create transformation data
file” (refer to Figure 2.2)
Show Statistics
A number of statistical characteristics can be calculated for the annual and seasonal data
either original or transformed. The results can be displayed in tabular formats and can be saved
21. 15
in a file. These calculations can be done by choosing the “Show Statistics” under the “Data
Analysis” menu. The statistics include: (1) Basic Statistics such as mean, standard deviation,
skewness coefficient, coefficient of variation, maximum, and minimum values, autocorrelation
coefficients, season-to season correlations, spectrum, and cross-correlations. The equations
utilized for the calculations are described in section 3.1. Figure 2.11 shows an example of some
of the calculated basic statistics. (2) Drought, Surplus, and Storage Related Statistics such as the
longest deficit period, maximum deficit volume, longest surplus period, maximum surplus
volume, storage capacity, rescaled range, and the Hurst coefficient. The equations used for the
calculation are shown in section 3.2. To calculate the drought statistics, the user needs to specify
a demand level. Figure 2.12 shows the menu where the demand level has been specified as a
fraction of the sample mean, and the results of the various storage, drought, and surplus related
statistic also displayed.
Figure 2.11 Calculated basic statistics for the annual flows of the Colorado River at 29 stations.
22. 16
Figure 2.12 The menu for selecting the demand level (left corner) and the results for drought,
surplus, and storage related statistics.
Any tabular displays in SAMS all can be easily saved to a text file. Just highlight the
window of the tabular displays and then go the “File” menu and using the “Save Text” function.
Some users may prefer to use MS Excel to further process the results of the calculations done by
SAMS. This can be done by using the “Export to Excel” function also under the “File” menu.
Plot Statistics
Some of the statistical characteristics may be displayed in graphical formats.
These statistics include annual and seasonal correlation (autocorrelation) coefficients, season-to-
season correlations, cross correlation coefficient between different sites, spectrum, and seasonal
statistics including mean, standard deviation, skewness coefficient, coefficient of variation,
maximum, and minimum values. Figure 2.13 and Figure 2.14 show the menu for plotting the
serial correlation coefficient and the cross correlation coefficient, respectively along with some
examples. The left hand side window in Figure 2.13 shows 15 as the maximum number of lags
for calculating the autocorrelation function. It also shows whether the calculation will be done
for the original or the transformed series. And the bottom part of the window shows the slots for
selecting the station number to be analyzed and the type of data, i.e. annual or seasonal. The
correlogram shown corresponds to the annual flows for station 1 (Colorado River near Glenwood
Springs). Figure 2.14 shows the menu for calculating the cross-correlation function between
(two) sites 19 and 20. The plot of the spectrum (spectral density function) against the frequency
is displayed in Figure 2.15 The left hand side of the figure has slots for selecting the smoothing
function (window), the maximum number of lags (in terms of a fraction of the sample size N),
and the spacing. The right hand side of the figure shows the spectrum for the annual flows of the
Colorado River at site 20. In addition, the various seasonal statistics may be seen graphically.
23. 17
Figure 2.16 shows the monthly means for the monthly streamflows of the Colorado River at site
20. Also the histogram and kernel density estimate (KDE) for the yearly and monthly data are
shown in Figure 2.17.
Figure 2.13 The dialog box for plotting the serial correlation coefficient (left panel), and the plot
of the correlogram.
Figure 2.14 The dialog box for plotting the cross correlation coefficient (left panel), and the plot
of the cross-correlation function.
In addition, sample statistics of multisite seasonal data such as mean, standard deviation,
coefficient of variance, skewness, minimum, and maximum can be represented in three
dimensional plots (Figure 2.18). In the sample statistics option dialog, one must choose ‘All
Stations’ for stations and ‘All Seasons’ for Annual/Seasonal. It is useful visualizing the overall
variation of the basic statistics on a regional context. And Cross-correlation is the indicator that
how closely different sites are related. Annual and seasonal crosscorrelation (each season) can be
represented with three-dimensional plots (Figure 2.19).
24. 18
Figure 2.15 The dialog box for plotting the spectrum (left panel), and the spectrum for the annual
flows of the Colorado River at site 20.
Figure 2.16 The dialog box for plotting the seasonal statistics (up-left panel) and the seasonal
(monthly) mean for the monthly flows of the Colorado River at site 20.
Any plot produced by SAMS can be shown in tabular format (i.e. display the values that
are used for making the plots) except the plots with heading “gnuplot graph” (e.g. Figure 2. 17,
2.18, and 2.19). This can be done by using the “Show Plot Values” function under the “Plot
Properties” menu. These values can be further saved to a text file or transferred into Excel.
Figure 2.20 shows an example of the values used in the plot for the serial correlation coefficients.
25. 19
Figure 2. 17 The dialog box (up) for plotting the histogram and KDE and corresponding graphs
(bottom) for the Colorado River yearly flow at site 20.
26. 20
Figure 2.18 The dialog box (left) for three dimensional plot of the seasonal mean of the Colorado
River seasonal flows.
Figure 2.19 The dialog box (left) for three dimensional plot of the lag-0 cross-correlation for the
Colorado River annual flows.
27. 21
Figure 2.20 Values that are used for the plot of the correlogram for the annual flows of the
Colorado River at station 20.
2.3 Fitting a Stochastic Model
The LAST package included a number of programs to perform several objectives
regarding stochastic modeling of time series. The basic procedure involved modeling and
generating the annual time series using a multivariate AR(1) or AR(2) model, then using a
disaggregation model to disaggregate the generated annual flows to their corresponding seasonal
flows. In contrast, SAMS has two major modeling strategies which may be categorized as direct
and indirect modeling. Direct modeling means fitting a stationary model (e.g. univariate ARMA
or multivariate AR, CARMA or CSM-CARMA for parametric models; or Index Sequential
Method, Block bootstrapping, k-nearest neighbors for nonparametric models) directly to the
annual data or fitting a periodic (seasonal) model (e.g. univariate PARMA or multivariate PAR
for parametric models; or ISM, block bootstrapping, and KNN for nonparametric models)
directly to the seasonal data of the system at hand. Disaggregation modeling, on the other hand,
is an indirect procedure because the generation of the annual data for a site can rely on the
modeling and generation of the annual data of another site (key station), and the generation of
seasonal data at a given site involves modeling and generation of the corresponding annual data
then using temporal disaggregation for obtaining the seasonal data. SAMS categorizes the
models into those for the annual data and for the seasonal data. In each category, there are
univariate, multivariate, and disaggregation models with parametric and nonparametric
28. 22
approaches. Table 2.1 summarizes the models that are currently available in SAMS under each
category.
Parametric model fitting and estimation
After clicking on the “Fit Model” menu and choosing the desired model, a menu for
fitting the chosen model will appear where the site number, the model order, etc. can be
specified. The user needs to specify the station (site) number(s). If standardization of the data is
desired, one must click on the "Standardize Data" button. Generally, the modeling is performed
with data in which the mean is subtracted. Thus, standardization implies that not only the mean
is subtracted but in addition the data will be further transformed to have standard deviation equal
to one. For example, for monthly data the mean for month 5 is subtracted and the result is
divided by the standard deviation for that month. As a result, the mean and the standard
deviation of the standardized data for month 5 become equal to zero and one, respectively.
Then, the order of the model to be fitted is selected, for instance for ARMA models, one must
enter p and q. In the case of MAR or MPAR models, one must key in the order p only.
Subsequently, the method of estimation of the model parameters must be selected.
Currently SAMS provides two methods of estimation namely the method of moments
(MOM) and the least squares (LS) method. MOM is available for the ARMA(p,q), GAR(1),
SM, MAR(p), CSM part of the CSM-CARMA, PARMA(p,1), and MPAR(p) models while LS is
available for ARMA(p,q), CARMA(p,q), and PARMA(p,q) models. The LS method is often
iterative and may require some initial parameters estimates (starting points). These starting
points are either based on fitting a high order simpler model using LS or by using the MOM
parameters estimates as starting points. For cases where the MOM estimates are not available
such as for the PARMA(p,q) model where q>1, the MOM parameter estimates of the closest
model will be used instead. For fitting CARMA(p,q) models, the residual variance-covariance G
matrix can be estimated using either the method of moments (MOM) or the maximum likelihood
estimation (MLE) method (Stedinger et al., 1985). Figure 2.21 shows an example of fitting a
CARMA(1,0) model.
In the case of fitting the CSM-CARMA(p,q) model a special dialog box will appear, and
the user need to key in the proper information for the model setup (see Figure 2.22). The mixed
model can be used to fit a CSM model only or a CARMA model only and is recommended over
29. 23
using the single CARMA model option.
Figure 2.21 The menu for fitting a CARMA(p,q) model. The box on the left shows that a
CARMA(1,0) model with method of moments estimation will be fitted to the annual flows fo site
8, 16, and 20 of the Colorado River.
Figure 2.22 The menu for fitting a CSM-CARMA(p,q) model.
30. 24
Nonparametric model fitting
As in parametric model fitting, one must is to click on the “Fit Model” menu and choose
the desired nonparametric model (a menu to specify the site number is shown for ISM, BB, and
KNN models followed by the model option). Figure 2.23 shows the site selection menu (left
side) and KNN model option (right side). KNN with Gamma KDE (KGK) type models (KGK,
KGKI) for annual and seasonal, however, shows an additional option for the bandwidth of
Gamma Kernel Density Estimate. For KGK with Pilot variable, there is a specific option frame
as shown in Figure 2.24. Since the KGKP model employs a yearly variable to generate seasonal
data as a condition, it should be modeled separately.
Figure 2.23 The menu dialogs for site selection (left) and nonparametric KNN resampling
(right).
Fitting disaggregation models based on parametric and nonparametric approaches
Fitting disaggregation models needs additional operations. Before explaining these
operations, it is necessary to describe briefly the concept in setting up disaggregation models in
SAMS. In disaggregation modeling, the user should conduct the process to setup the model
configuration step by step. The configuration depends upon the orders and positions of the
stations in the system relative to each other. The system structure means defining for each main
river system the sequence of stations (sites) that conform the river network. SAMS uses the
concept of key stations and substations. A key station is usually a downstream station along a
main stream. It could be the farthest downstream station or any other station depending on the
31. 25
particular problem at hand. For instance, referring to the Colorado River system shown in Figure
2.25, station 29 is a key station if one is interested in modeling the entire river system. On the
other hand, if station 29 is not used in the analysis, station 28 will become the key station. Also
there could be several key stations. Let us continue the explanations assuming that stations 8 and
16 are key stations for the Upper Colorado River Basin. Substations are the next upstream
stations draining to a key station. For instance, stations 2, 6, and 7 are substations draining to
key station 8. Likewise, stations 11, 12, 13, 14, and 15 are substations for key station 16.
Subsequent stations are the next upstream stations draining into a substation. For instance,
stations 1, 5, and 10 are subsequent stations relative to substations 2, 6, and 11, respectively.
Figure 2.24 Option dialogue of KNN with Gamma KDE and Pilot variable (KGKP) model
32. 26
In addition, for defining a "disaggregation procedure" SAMS uses the concept of groups.
A group consists of one or more key stations and their corresponding substations. Groups must
be defined in each disaggregation step. Each group contains a certain number of stations to be
modeled in a multivariate fashion, i.e. jointly, in order to preserve their cross-correlations. For
instance, if a certain group has two key stations and three substations, then the disaggregation
process will preserve the cross-correlations between all stations (key and substations.) On the
other hand, if two separate groups are selected, then the cross-correlations between the stations
that belong to the same group will be preserved, but the cross-correlations between stations
belonging to different groups will not be preserved.
Figure 2.25 Schematic representation of the Colorado River stream network
The definition of a group is important in the disaggregation process. For instance,
referring to Figure 2.25, key station 8 and substations 2, 6, and 7 may form one group in which
the flows of all these stations are modeled jointly in a multivariate framework, while key station
16 and its substations 11, 12, 13, 14, and 15 may form another group. In this case, the cross-
correlations between the stations within each group will be preserved but the cross-correlations
33. 27
among stations of the two different groups will not be preserved. For example, the cross-
correlations between stations 8 and 16 will not be preserved but the cross-correlations between
stations 8 and 2 will be preserved. On the other hand, if all the stations are defined in a single
group, then the cross-correlations between all the stations will be preserved. After modeling and
generating the annual flows at the desired stations, the annual flows can be disaggregated into
seasonal flows. This is handled again by using the concept of groups as explained above. The
user, for example, may choose stations 11, 12, 13, 14, 15, and 16 as one group. Then, the annual
flows for these stations may be disaggregated into seasonal flows by a multivariate
disaggregation model so as to preserve the seasonal cross-correlations between all the stations.
Figure 2.26 shows the menu available for “Model Fitting”. The user must choose
whether the model (and generation thereof) is for annual or for seasonal data. And for annual and
seasonal data, univariate, multivariate, and disaggregation models are available including
univariate disaggregation model for a single site temporal disaggregation. Within each category
models are separated with a line separator into parametric and nonparametric model as shown in
Figure 2.26. For each category of annual and seasonal data, the options to choose depend
whether the modeling (and generation) problem is for 1 site (1 series) or for several sites (more
than 1 series). Accordingly the model may be either univariate or multivariate, respectively.
Choosing a univariate or multivariate model implies fitting the model using a direct modeling
approach, e.g. for 3 sites using a trivariate periodic (seasonal) model based on the seasonal data
available for the three sites. On the other hand, one may generate seasonal flows indirectly using
aggregation and disaggregation methods. When using disaggregation methods three broad
options are available (Figure 2.26), i.e. spatial-seasonal and seasonal-spatial parametric
approaches and a nonparametric disaggregation approach. The first option defines a modeling
approach whereby annual flow are generated first at key stations, subsequently, spatial
disaggregation is applied to generate annual flows at upstream stations, then seasonal flow are
obtained using temporal disaggregation. Alternatively, the second option defines a modeling
approach where annual flows are generated at key stations, which are then disaggregated into
seasonal flows based on temporal disaggregation models. And the final step is to disaggregate
such seasonal flows spatially to obtain the seasonal flows at all stations in the system at hand.
The third option refers to nonparametric disaggregation (NPD) approach. There are two ways for
34. 28
conducting NPD. The first way of NPD is that a key or an index station of annual data is
modeled and generated, then temporal disaggregation is performed into seasonal data. And
finally the seasonal data are spatially disaggregated to get the flow data of the next level such as
key stations (in case of using an index station), substations, and subsequent stations. The second
way of NPD is that seasonal data of key stations are fitted with multivariate model and generated,
and then only spatial disaggregation is needed to obtain the flow data of substations and
subsequent stations.
Figure 2.26 The menu for model fitting. The option, Seasonal Multivaraite Disaggregation
(highlighted) is selected and in turn, three modeling options are shown (on the right), two for
parametric and one for nonparametric.
SAMS has two schemes for modeling the key stations. In the first scheme, denoted as
Scheme 1, the annual flows of the key stations that belong to a given group are aggregated to
form an “index station”, then a univariate ARMA(p,q) model is used to model the aggregated
flows (of the index station.). The aggregated annual flows are then disaggregated (spatially)
back to each key station by using disaggregation methods. Then the annual flows at the key
stations are disaggregated spatially to obtain the flows at the substations and then to the
subsequent stations, etc. The second scheme, denoted as Scheme 2, uses a multivariate model to
represent (generate) the flows of the key stations belonging to a given group and then
disaggregate those flows spatially to obtain the annual flows for the substations, subsequent
stations, etc. These two schemes are used in multivariate parametric and nonparametric
disaggregation modeling to annual or seasonal data. If Scheme 1 is used with annual data, then it
35. 29
is denoted as Scheme 1A and for with seasonal data, Scheme 1S. Univariate temporal
disaggregation model, however, does not require these schemes since it only disaggregates
annual data of a single site into seasonal data. Notice that these schemes only refer how the key
stations are modeled. Further details about spatial disaggregation into substations and subsequent
stations or temporal disaggregation into monthly are specified after selecting one of two
schemes. Furthermore, some options propagated from schemes are also employed especially in
nonparametric disaggregations. Specific procedures for each disaggregation model are explained
in detail after a user selects a desired disaggregation model from menu bar.
There are, however, tangible differences between parametrical and nonparametric
disaggregation modeling. In parametric disaggregation models, those schemes are applied only
with annual data. And the flow data in key stations are disaggregated into substations and
subsequent stations. Additionally, if the objective of the modeling exercise is to generate
seasonal data by using disaggregation approaches, then an additional temporal disaggregation
model is fitted that relates the annual flows of a group of stations with the corresponding
seasonal flows. The foregoing schemes of modeling and generation at the annual time scale with
spatial disaggregation as needed and then performing the temporal disaggregation can also be
reversed, i.e. starting with temporal disaggregation of key station annual flows to seasonal flows
followed by spatial disaggregation.
In the nonparametric case, disaggregation should be performed one by one meaning that
it should be either spatial disaggregation with one upper-level station to several lower-level
stations or temporal disaggregation with one station unlike parametric disaggregation. And only
the flow data of one station should be used for spatial disaggregation. More than one station for
aggregate level station cannot be used to perform the spatial disaggregation. Therefore,
nonparametric disaggregation at yearly time scales has two options with employing one of two
schemes. After generating the flow data of the key stations from one of two schemes, the data of
substations can be obtained with disaggregation one of the key stations. Of course, one key
station should disaggregate into many other substations not more than one key station at a time.
The flow data of subsequent stations have the same procedure from the data of substations. For
seasonal data disaggregation modeling, there are two options employing whether Scheme 1 with
annual data or Scheme 2 with seasonal data. The first option is to generate the annual flow with a
36. 30
univariate model for an index station or a key station and then the temporal disaggregation is
performed to obtain the seasonal flow of the key (or index) station. Then the spatial
disaggregations are performed to obtain the flow data of key stations (in case of using an index
station), substations, and subsequent station. Here, the previous argument about the
nonparametric spatial disaggregation is still applicable such that the flow data of only one station
are disaggregated into lower-level flow data. And the second option is to model the seasonal data
of key stations. Here only spatial disaggregation is required to obtain the seasonal flow data of
substations and subsequent stations, since the seasonal data of key stations are already generated
from the multivariate seasonal model.
The mathematical description of the disaggregation methods is presented in chapter 4,
and examples of disaggregation modeling applied to real streamflow data are presented in
chapter 5.
In applying disaggregation methods the user needs to choose the specific disaggregation
models for both spatial and temporal disaggregation. Here two examples are illustrated such that
one is parametric disaggregation model and the other is nonparametric disaggregation model. For
the parametric disaggregation example, when modeling seasonal data the user may select either
the “spatial-temporal” or the “temporal-spatial” option. In any selection one must determine the
type of disaggregation models. Figure 2.27 shows the windows option after choosing the
“spatial-temporal” option. The modeling scheme as either 1 or 2 (as noted above) must model)
be chosen, as well as the type of spatial disaggregation (either the Valencia-Schaake or Mejia-
Rousselle model) and the type of temporal disaggregation (for this purpose only Lane’s model is
available). The option “Temporal-Spatial” is slightly different where the user has a choice
between two temporal disaggregation models, namely Lane’s model and Grygier and Stedinger
model.
As illustration some of the steps and options followed in using a disaggregation approach
are shown in Figure 2.27 to Figure 2.31. They are summarized as:
• In Figure 2.27 Scheme 1 is selected along with the V-S model for spatial disaggregation
and Lane’s model for temporal disaggregation.
In Figure 2.28
• stations 8 and 16 (refer to Figure 2.28) are selected as key stations and an index station
37. 31
will be formed (the aggregation of he annual flows for sites 8 and 16). Then the
ARMA(1,0) model was chosen to generate the annual flows of the index station.
• The spatial disaggregation of the annual flows for key to substations must be carried our
by groups. For example, this could be accomplished by considering key station 8 and
16 and their corresponding substations 2, 6, and 7 and 11, 12, 13, 14, and 15,
respectively into a single group or by forming two or more groups. For instance, 2
groups were formed one per key station and Figure 2.29 and Figure 2.30 show the
procedure for selecting the group corresponding to key station 8.
• The temporal disaggregation (from annual into seasonal flows) is also performed by
groups (of stations) as shown in Figure 2.31. The specifications for the disaggregation
modeling are completed by pressing the “Finish” button shown in Figure 2.31.
After fitting a stochastic model, one may view a summary of the model parameters by
using the “Show Parameters” function under the “Model” menu. Figure 2.32 shows part of the
model parameters regarding the simulation of seasonal flows using disaggregation methods as
described above.
Figure 2.27 The menu for modeling seasonal data after selecting the spatial-temporal option as
shown in Figure 2.26.
38. 32
Figure 2.28 The menu for selecting the key stations that will be used for defining the index
station. Also the definition of the model for the index station is shown.
Figure 2.29 The menu for selecting the key stations and substations that will form a group.
Figure 2.30 Definition of the spatial disaggregation groups
39. 33
Figure 2.31 Definition of the temporal disaggregation groups
Figure 2.32 Summary of the model parameters for the index stations and for disaggregating the
annual flows of the index station and disaggregating the annual flows at stations 8 and 16. Other
features of the model and parameters thereof are not shown.
40. 34
For presenting an example of the nonparametric disaggregation model of the seasonal
data, the objective is to generate the sequences of stations 1 through 16 the same as the previous
parametric disaggregation model. The option will first to model the annual data of an index
station which is the summation of the 8 and 16. Then temporal disaggregation is performed to
have the seasonal data of the index station followed by the spatial disaggregation into key
stations and substations. One more additional index station should be inserted at this point with
the menu “File Inserting data (Adding Station)”. If you choose this option, you will see a
dialog as in Figure 2.33. Table data can be copied from outside such as from an Excel or Word
file and pasted into the prepared table as in Figure 2.34. The station is saved into the next number
such as Station 30. Therefore Station 30 represents the sum of the flow data of Station 8 and
Station 16. The selection of nonparametric disaggregation model from menu bar is shown in
Figure 2.35.
As illustration some of the steps and options followed in using a disaggregation approach
are shown in Figure 2.36 to Figure 2.39. They are summarized as:
• In Figure 2.36, Option1 is selected that employs Scheme 1 for annual data as it is
mentioned above.
• In Figure 2.37, the index site, Station 30, is modeled with KGK for annual data. The
flow data of this index station are temporally disaggregated to get the seasonal data of
the index station.
• The spatial disaggregation as shown in Figure 2.38 of the seasonal flows for index
station to key station and substations are performed one by one. The flow data of the
index station (Station 3) is disaggregated into key stations (Station 8 and 16) and the
flow data of each key station is disaggregated into substations ( Station 8 – Station 1
through 7, Station 16 – Station 9 through 15).
• The nonparametric disaggregation option dialogue will appear after spatial
disaggregation shown in Figure 2.39. A user can select the way of nonparametric
disaggregation models for each group and for temporal disaggregation.
• The parameters of the disaggregation model are shown as in Figure 2.40. Since it is the
nonparametric disaggregation model, only few parameters are requested to be estimated.
41. 35
Figure 2.33 Adding station(s) option dialog for an index station (the sum of station 8 and station
16).
Figure 2.34 Data table for adding an index station, i.e. the sum of station 8 and station 16.
42. 36
Figure 2.35 The menu for model fitting where the option “Seasonal Multivariate
Disaggregation” is selected (left). In turn, three options are shown (right) where the
“Nonparametric Disaggregation” alternative is highlighted.
Figure 2.36 Nonparametric disaggregation modeling options
43. 37
Figure 2.37 Dialog box for selecting a Key station or an Index station for Nonparametric
Disaggregation (Option 1) as referred to in Figure 2.36.
Figure 2.38 Definition of the spatial disaggregation groups
44. 38
Figure 2.39 Nonparametric disaggregation option dialog where three groups are selected.
Figure 2.40 Summary of the model parameters for the nonparametric disaggregation model
where the index station is 30 (the summation of stations 8 and 16).
45. 39
2.4 Generating Synthetic Series
Data generation is an important subject in stochastic hydrology and has received a lot of
attention in hydrologic literature. Data generation is used by hydrologists for many purposes.
These include, for example, reservoir sizing, planning and management of an existing reservoir,
and reliability of a water resources system such as a water supply or irrigation system (Salas et
al, 1980). Stochastic data generation can aid in making key management decisions especially in
critical situations such as extended droughts periods (Frevert et al, 1989). The main philosophy
behind synthetic data generation is that synthetic samples are generated which preserve certain
statistical properties that exist in the natural hydrologic process (Lane and Frevert, 1990). As a
result, each generated sample and the historic sample are equally likely to occur in the future.
The historic sample is not more likely to occur than any of the generated samples (Lane and
Frevert, 1990).
Generation of synthetic time series is based on the models, approaches and schemes.
Once the model has been defined and the parameters have been estimated for parametric models
or the necessary generating options for nonparametric model, one can generate synthetic samples
based on this model. SAMS allows the user to generate synthetic data and eventually compare
important statistical characteristics of the historical and the generated data. Such comparison is
important for checking whether the model used in generation is adequate or not. If important
historical and generated statistics are comparable, then one can argue that the model is adequate.
The generated data can be stored in files. This allows the user to further analyze the generated
data as needed. Furthermore, when data generation is based on spatial or temporal
disaggregation with parametric models, one may like to make adjustments to the generated data.
This may be necessary in many cases to enforce that the sum of the disaggregated quantities will
add up to the original total quantity. For example, spatial adjustments may be necessary if the
annual flows at a key station are exactly the sum of the annual flows at the corresponding
substations. Likewise, in the case of temporal disaggregation, one may like to assure that the
sum of monthly values will add up to the annual value. Various options of adjustments are
included in SAMS. Further descriptions on spatial and temporal adjustments are described in
later sections of this manual. Notice that the adjustments are only necessary for parametric
disaggregation. Nonparametric disaggregation is performing this adjustment in the
disaggregation process and the additivity constraints are already met. Figure 2.41 shows the data
46. 40
generation menu. In this menu the user must specify
necessary information for the generation process. For
example, the length of the generated data, how many
samples will be generated, and whether the generated
data or the statistics of the generated data will be saved
to files should be specified by the user. Figure 2.42
show the window for the adjustment. The user can chose
a method for the spatial adjustment.
There are two options to save the generated data
in memory such as “Store All Generated Series” or
“Store Only Last Generated Series”. If you choose the
first option (Store All Generated Series), it will let you
possible to further investigate the whole generated data
with boxplot or time series plot. But it takes large
memory space. The second option (Store Only Last
Generated Series), however, only the last generated
series can be seen through time series plot and also the
key and drought statistics of the generated data are
provided with text in the form of mean and standard
deviation of each generated statistics (Figure 2.42).
After the generation of data, the user can compare the generated data to the historical
record by using the “Compare” function under the “Generate” menu. The comparison can be
made between the basic statistics, drought statistics, autocorrelations, and the time series plots.
Figure 2.43 shows the menu for the comparison, and the comparison of the basic statistics.
Figure 2.44 shows the comparison of the time series.
Figure 2.41 Menu for data generation.
47. 41
Figure 2.42 The window for temporal adjustment options.
Figure 2.43 Comparison of the basic statistics of the generated and historical data.
49. 43
3 DEFINITION OF STATISTICAL CHARACTERISTICS
A time series process can be characterized by a number of statistical properties such as
the mean, standard deviation, coefficient of variation, skewness coefficient, season-to-season
correlations, autocorrelations, cross-correlations, and storage and drought related statistics.
These statistics are defined for both annual and seasonal data as shown below.
3.1 Basic Statistics
3.1.1 Annual Data
The mean and the standard deviation of a time series yt are estimated by
∑
=
=
N
t
ty
N
y
1
1
(3.1)
and
∑
=
−=
N
t
t yy
N
s
1
2
)(
1
(3.2)
respectively, where N is the sample size. The coefficient of variation is defined as yscv /= .
Likewise, the skewness coefficient is estimated by
3
1
3
)(
1
s
yy
N
g
N
t
t∑
=
−
= (3.3)
The sample autocorrelation coefficients rk of a time series may be estimated by
0m
m
r k
k = (3.4)
where
∑
−
=
+ −−=
kN
t
tktk yyyy
N
m
1
))((
1
(3.5)
and k = time lag. Likewise, for multisite series, the lag-k sample cross-correlations between site
i and site j, denoted by rk
ij
, may be estimated by
jjii
ij
kij
k
mm
m
r
00
= (3.6)
where
50. 44
∑
−
=
+ −−=
kN
t
jj
t
ii
kt
ij
k yyyy
N
m
1
)()()()(
))((
1
(3.7)
in which ii
m0 is the sample variance for site i.
3.1.2 Seasonal data
Seasonal hydrologic time series, such as monthly flows, are better characterized by
seasonal statistics. Let yν,τ be a seasonal time series, where ν = 1,...,N represents years with N
being the number of years, and τ = 1,...,ω seasons with ω being the number of seasons. The
mean and standard deviation for season τ can be estimated by
∑
=
=
N
y
N
y
1
,
1
ν
τντ (3.8)
and
∑
=
−=
N
yy
N
s
1
2
, )(
1
ν
ττντ (3.9)
respectively. The seasonal coefficient of variation is τττ yscv /= . Similarly, the seasonal
skewness coefficient is estimated by
3
1
3
, )(
1
τ
ν
ττν
τ
s
yy
N
g
N
∑
=
−
= (3.10)
The sample lag-k season-to-season correlation coefficient may be estimated by
k
k
k
mm
m
r
−
=
ττ
τ
τ
,0,0
,
, (3.11)
where
∑
=
−− −−=
N
kkk yyyy
N
m
1
,,, ))((
1
ν
ττνττντ (3.12)
in which τ,0m represents the sample variance for season τ. Likewise, for multisite
series, the lag-k sample cross-correlations between site i and site j, for season τ, ij
kr τ, may be
estimated by
jj
k
ii
ij
kij
k
mm
m
r
−
=
ττ
τ
τ
,0,0
,
, (3.13)
51. 45
and
∑
=
−− −−=
N
jj
k
iiij
k yyyy
N
m
1
)()(
,
)()(
,, ))((
1
ν
ττνττντ (3.14)
in which ii
m τ,0 represents the sample variance for season τ and site i. Note that in Eqs. (3.11)
through (3.14) when τ - k < 1, the terms, )()(
,,0, ,,,,,1 j
k
j
kkkk yymyy −−−−−= ττντττνν , and jj
km −τ,0 are
replaced by )()(
,,0,1 ,,,,,2 j
k
j
kkkk yymyy −+−+−+−+−+−= τωτωντωτωτωνν , and jj
km −+τω,0 , respectively.
3.1.3 Histogram and Kernel Density Estimate
A histogram is the graphical presentation of relative frequency of the probability
distribution function (PDF) of sampling data within discrte class intervals. Here, the number of
class (Nc) is selected as the nearest integer to 1+3.222log(N) where N is the number of data as in
Salas et al. (2002). The class intervals are ….and xΔ can be obtained such that … It is provided
as a default and a user can adjust it. The relateive frequency fHist(i) is estimated by
fHist(i)=ni/N , i=1,…,Nc
Another way to represent PDF is Kernel Density Estimate(KDE) such that
where h is the smoothing parameter and K is the kernel function (Silverman, 1986). The
standard normal distribution is used as a kernel function and the smoothing parameter is
estimated from 5/1
06.1 −
= Nh xσ (Silverman, 1986) as a default. The relative frequency for KDE
(fKDE(i)) can be also estimated with
fKDE (x) = xxf Δ×)(ˆ
Graphical representation of the distribution of sampling data through KDE and histogram
provides how data are distributed.
∑=
⎟
⎠
⎞
⎜
⎝
⎛ −
=
N
i
i
h
Xx
K
Nh
xf
1
1
)(ˆ
1
minmax
−
−
=Δ
cN
xx
x
52. 46
3.2 Storage, Drought, and Surplus Related Statistics
3.2.1 Storage Related Statistics
The storage-related statistics are particularly important in modeling time series for
simulation studies of reservoir systems. Such characteristics are generally functions of the
variance and autocovariance structure of a time series. Consider the time series yi , i = 1, ..., N
and a subsample y1 , ..., yn with n ≤ N. Form the sequence of partial sums Si as
niyySS niii ,,1,)(1 K=−+= − (3.15)
where S0 = 0 and ny is the sample mean of y1 , ..., yn which is determined by Eq. (3.1). Then,
the adjusted range *
nR and the rescaled adjusted range *
nR can be calculated by
),,,min(),,,max( 1010
*
nnn SSSSSSR KK −= (3.16)
and
n
n
n
s
R
R
*
**
= (3.17)
respectively, in which sn is the standard deviation of y1 , ..., yn which is determined by Eq. (3.2).
Likewise, the Hurst coefficient for a series is estimated by
2,
)2/ln(
)ln( **
>= n
n
R
K n
(3.18)
The calculation of the storage capacity is based on the sequent peak algorithm (Loucks, et
al., 1981) which is equivalent to the Rippl mass curve method. The algorithm, applied to the
time series yi , i = 1, ..., N may be described as follows. Based on yi and the demand level d, a
new sequence '
iS can be determined as
⎩
⎨
⎧ −+
= −
otherwise
posititiveifydS
S ii
i
0
'
1'
(3.19)
where 0'
0 =S . Then the storage capacity is obtained as
),,max( ''
1 Nc SSS K= (3.20)
Note that algorithms described in Eqs.(3.15) to (3.20) apply also to seasonal series. In
this case, the underlying seasonal series τν ,y is simply denoted as ty .
3.2.2 Drought Related Statistics
The drought-related statistics are also important in modeling hydrologic time series
53. 47
(Salas, 1993). For the series yi , i = 1, ..., N, the demand level d may be defined
as 10, <<⋅ αα y (for example, for yd == ,1α ). A deficit occurs when yi < d consecutively
during one or more years until yi > d again. Such a deficit can be defined by its duration L, by its
magnitude M, and by its intensity I = M/L. Assume that m deficits occur in a given hydrologic
sample, then the maximum deficit duration (longest drought or maximum run-length) is given by
),,max( 1
*
mn LLL K= (3.21)
and the maximum deficit magnitude (maximum run-sum) is defined by
),,max( 1
*
mn MMM K= (3.22)
In SAMS, the longest drought duration and the maximum deficit magnitude are estimated for
both annual and seasonal series.
3.2.3 Surplus Related Statistics
For our purpose here, surplus related statistics are simply the opposite of drought related
statistics. Considering the same threshold level d, a surplus occurs when yi > d consecutively
until yi < d again. Then, assuming that m surpluses occur during a given time period N, the
maximum surplus period L*
and maximum surplus magnitude M*
may be determined also from
Eqs. (3.21) and (3.22).
54. 48
4. MATHEMATICAL MODELS
The various univariate and multivariate models are available in SAMS for modeling of
annual and seasonal data with parametric and nonparametric approaches as shown in Table 2.1.
Parametric approaches
1. For Annual Modeling:
• Univariate ARMA(p,q) model.
• Univariate GAR(1) model.
• SM (shifting mean) model.
• Multivariate AR(p) model (MAR).
• Contemporaneous ARMA(p,q) model (CARMA(p,q)).
• Mixture of contemporaneous shifting mean and ARMA(p,q) models (CSM –
CARMA(p,q)).
2. For Seasonal Modeling:
• Univariate PARMA(p,q) model.
• Univariate Periodic Markov Chain - PARMA(p,q) model (PMC-PARMA).
• Multivariate PAR(p) model (MPAR).
3. Disaggregation Models
• Spatial Valencia and Schaake.
• Spatial Mejia and Rousselle.
• Temporal Lane.
• Temporal Grygier and Stedinger.
All models, except the GAR(1), assume that the underlying data is normally
distributed. The GAR(1) model assumes that the process being modeled follows
a gamma distribution. Thus for all other models than the GAR(1) it is necessary
to transform the data into normal.
Nonparametric approaches
1. For Annual Modeling:
• Univariate Index Sequential Method (ISM).
• Univariate Block Bootstrapping (BB).
• Univariate K-Nearest Neighbors (KNN).
55. 49
• Univariate KNN with Gamma Kernel Density Estimate (KGK).
• Multivariate ISM (MISM).
• Multivariate BB with KNN and Genetic Algorithm (MBKG).
2. For Seasonal Modeling:
• Univariate Seasonal ISM (SISM).
• Univariate Seasonal BB (SBB).
• Univariate Seasonal KNN (SKNN).
• Univariate Seasonal KGK (SKGK)
• Univariate Seasonal KGK with Yearly Dependence (SKGKI).
• Univariate Seasonal KGK with pilot variable (SKGKP).
• Multivariate Seasonal BB with KNN and Genetic Algorithm (MBKG).
• Multivariate Seasonal ISM.
3. Disaggregation Models
• Nonparametric Disaggregation with Genetic Algorithm
4.1 Parametric Approaches
4.1.1 Data Transformations and Scaling
In cases where the normality tests in SAMS indicate that the observed series are not
normally distributed, the data has to be transformed into normal before applying the models. To
normalize the data, the following transformations Y = f(X) are available in SAMS:
Logarithmic
)ln( aXY += (4.1)
Gamma
)(XGammaY = (4.2)
Power
b
aXY )( += (4.3)
56. 50
Box-Cox
0,
1)(
≠
−+
= b
b
aX
Y
b
(4.4)
where Y is the normalized series, X is the original observed series, and a and b are transformation
coefficients. The variables Y and X represent either annual or seasonal data, where for seasonal
data a and b vary with the season. Note that the logarithmic transformation is simply the limiting
form of the Box-Cox transform as the coefficient b approaches zero. Also, the power
transformation is a shifted and scaled form of the Box-Cox transform.
Scaling and Standardization
Scaling of normally distributed data is an option in SAMS. This option is intended for
use for multivariate disaggregation models only with parametric approaches when normalized
data for different stations or different seasons have values that differ from each other by couple
of orders of magnitude which can cause problems in parameter estimation of multivariate
models. This can happen when some of the historical time series are normally distributed and do
not need to be transformed to normal while others do. To use this option select “Scale Normal
Transformations” from the SAMS menu as is illustrated in Figure. 4.1. If this option is selected
than all time series that have not been transformed by any of the transformations in Eqs. (4.1)-
(4.4) are scaled by dividing by the standard deviation.
Figure 4.1 Scaling of normally distributed data.
In addition, for most of the univariate and multivariate models (except disaggregation
models and the CSM-CARMA) the normalized data can then be standardized by subtracting the
mean and dividing by the standard deviation. This option is usually offered in the model
estimation dialogs in SAMS. For example, for seasonal series, the standardization may be
expressed as:
57. 51
)(
,
,
XS
XX
Y
τ
ττν
τν
−
= (4.5)
where τν ,Y is the scaled normally distributed variable with standard
deviation one and mean zero for year ν of the seasonal series for season τ.
)(XSτ and τX are the mean and the standard deviation of the transformed
series for month τ.
The transformation bar
The transformation bar in SAMS is shown in Figure. 4.2. Data can
be transformed one station or one season at a time, or one station and all
seasons for that station, or all stations and all seasons at the same time to fit
a parametric approach. There are two plotting position formulas that are
available for plotting of the empirical frequency curve: (1) the Cunnane
plotting position, and (2) the Weibull plotting position. The Cunnane
plotting position is approximately quantile-unbiased while the Weibull
plotting position has unbiased exceedance probabilities for all distributions
(Stedinger et al., 1993). In general the Cunnane plotting position should be
preferred.
The parameters of the transformation can be entered manually if
working with a single station or a single season. In that case, the final
transformation must be accepted by pressing on the “Accept Transf” button.
And also the check box (“Exclude Zeros : Only for intm modeling”) at the
bottom should be checked only for intermittent parametric modeling (e.g.
PMC-PARMA). The functionality of the buttons on the transformation bar
are as follows:
Display Displays the currently defined transformation.
Accept Transf Accepts the currently displayed transformation.
Auto Log/Power Searches for the best Log or Power transformation for multiple stations
and/or seasons.
Best Transf Searches for the best overall transformation for multiple stations and/or
seasons
Figure 4.2 The transf. bar
where a number of transf.
options are shown
58. 52
Refer to Appendix A for further information on how SAMS selects between different
transformations. There are various tests for normality available in the literature. In SAMS two
normality tests are available, namely the skewness test of normality (Salas et al., 1980; Snedecor
and Cochran, 1980) and Filliben probability plot correlation test (Filliben, 1975). These two test
are described in Appendix A.
Generation
During generation, synthetic time series are generated in the transformed domains, and
then brought into the original domain using an inverse transformation X = f-1
(Y).
4.1.2 Univariate Models
Various univariate models are available in SAMS. The annual models are the traditional
ARMA(p,q) for modeling of autoregressive moving average processes, the GAR(1) for
modeling of gamma distributed process, the SM for modeling of processes having a shifting
pattern in the mean, and the PARMA(p,q) for modeling of seasonal processes.
Univariate ARMA(p,q)
The ARMA(p,q) model of autoregressive order p and moving average order q is
expressed as:
∑∑
=
−
=
− −+=
q
j
jtjt
p
i
itit YY
11
εθεφ (4.6)
where Yt represents the streamflow process for year t, it is normally distributed with mean zero
and variance σ2
(Y) , εt is the uncorrelated normally distributed noise term with mean zero and
variance σ2
(ε), {φ1,…,φp} are the autoregressive parameters and {θ1,…, θq} are the moving
average parameters. The characteristics of the autocorrelation function (ACF) and the partial
autocorrelation function (PACF) of the ARMA(p,q) model for different p and q are given in
Table 4.1.
Table 4.1 Properties of the ACF and PACF of ARMA(p,q) processes.
AR(1) AR(p) MA(q) ARMA(p,q)
ACF Decays
geometrically
Tails off Zero at
lag > q
Tails off
PACF Zero at
lag > 1
Zero at
lag > p
Tails off Tails off
59. 53
Two methods are available for estimation of the model parameters, namely the method of
moments (MOM) and the least squares method (LS). These two estimation methods are
described in Appendix A.
Univariate GAR(1)
The gamma-autoregressive model GAR(1) is similar to the well known AR(1) model
except that the underlying process being modeled is assumed to follow the gamma distribution
instead of the normal distribution. Thus if the intent is to use the GAR(1) model, then the
underlying data should not be transformed to normal by SAMS. The GAR(1) model can be
expressed as (Lawrence and Lewis, 1981)
ttt XX εφ += −1 (4.7)
where Xt is a gamma variable defined at time t, φ is the autoregression coefficient, and εt is the
independent noise term. Xt is a three-parameter gamma distributed variable with marginal density
function given by:
[ ]
)(
)(exp)(
)(
1
β
λαλα ββ
Γ
−−−
=
−
xx
xfX (4.8)
where λ, α, and β are the location, scale, and shape parameters, respectively. Lawrence (1982)
found that the independent noise term, εt, can be obtained by the following scheme:
0
00
,)1(
1
>
=
⎪⎩
⎪
⎨
⎧
=
=
+−=
∑ =
M
M
if
if
Y
where jUM
j j φη
η
ηφλε (4.9)
where M is an integer random variable distributed as Poisson with mean [- β ln(φ)], Uj , j =1,2,....
are independent identically distributed (iid) random variables with uniform (0,1) distribution,
and, Yj ,j =1,2, ....are iid random variables distributed as exponential with mean (1/α). The
stationary GAR(1) process of Eq. (4.7) has four parameters, namely {φ, λ, α, β}. The model
parameters are estimated based on a procedure suggested by Fernandez and Salas (1990), as
illustrated in Appendix A.
Univariate SM
The shifting mean (SM) model is characterized by sudden shifts or jumps in the mean.
More precisely, the underlying process is assumed to be characterized by multiple stationary
states, which only differ from each other by having different means that vary around the long
term mean of the process. The process is autocorrelated, where the autocorrelation arises only
60. 54
from the sudden shifting pattern in the mean. A general definition of the SM model is given by
(Sveinsson et al., 2003 and 2005)
ttt ZYX += (4.10)
where {Xt} is a sequence of random variables representing the hydrologic process of interest;
{Yt} is a sequence of iid random variables normally distributed with mean Yμ and variance 2
Yσ ;
and {Zt} is a sequence with mean zero and variance 2
Zσ . The sequences {Yt} and {Zt} are
assumed to be mutually independent of each other. The Xt process is characterized by multiple
“stationary” states each of random length Ni, i = 1,2,... as shown in Figure. 4.3. The Zt process
represents the shifting pattern from one state to another, and the different states are referred to as
noise levels. The noise level process { }tZ can be written as
( ]∑
=
−
=
t
i
SSit tIMZ ii
1
, )(1
(4.11)
Where { } ( )22
1 ,0N~ ZMii iidM σσ =∞
= , ii NNNS +++= L21 with 00 =S , and )(),( tI ba is the
indicator function equal to one if ),( bat ∈ and zero otherwise. The { }∞
=1itN is a discrete,
stationary, delayed-renewal sequence on the positive integers, with
{ } )(GeometricPositive~1 piidN it
∞
= (Sveinsson et al., 2003 and 2005). Thus the average length
of each state of the process is the inverse of the parameter of the positive Geometric distribution
or 1/p. The estimation of model parameters is described in Appendix A.
Univariate Seasonal PARMA(p,q)
Stationary ARMA models have been widely applied in stochastic hydrology for modeling
of annual time series where the mean, variance, and the correlation structure do not depend on
time. For seasonal hydrologic time series, such as monthly series, seasonal statistics such as the
mean and standard deviation may be reproduced by a stationary ARMA model by means of
standardizing the underlying seasonal series. However, this procedure assumes that season-to-
season correlations are the same for a given lag. Hydrologic time series, such as monthly
streamflows, are usually characterized by different dependence structure (month-to-month
correlations) depending on the season (e.g. spring or fall). Periodic ARMA (PARMA) models
have been suggested in the literature for modeling such periodic dependence structure. A
PARMA(p,q) model may be expressed as (Salas, 1993):
61. 55
∑∑
=
−
=
− −+=
q
j
jj
p
i
ii YY
1
,,,
1
,,, τνττντνττν εθεφ (4.12)
where τν ,Y represents the streamflow process for year ν and season τ. For each season,τ, this
process is normally distributed with mean zero and variance 2
τσ (Y). The εν,τ is the uncorrelated
noise term which for each season is normally distributed with mean zero and variance 2
τσ ( ε).
The {φ1,τ,…,φp,τ} are the periodic autoregressive parameters and the {θ1,τ,…, θq,τ} are the
periodic moving average parameters. If the number of seasons or the period is ω, then a
PARMA(p,q) model consists of ω number of individual ARMA(p,q) models, where the
dependence is across seasons instead of years. Parameters are estimated using MOM or LS as
illustrated in Appendix A. The MOM method can only be used in SAMS for q = 0 or 1.
Figure 4.3 The processes in the SM model.
Univariate Seasonal PMC(Periodic Markov Chain) -PARMA(p,q)
Arid or semi-arid zone drains no streamflow during dry months. It is called intermittent
streamflow in that there are no flows between some amounts of flows. A model should preserve
=
+
62. 56
this intermittency in generation. To do this, product modeling is used assuming that τν ,Y denotes
the intermittent monthly streamflow process defined for year ν and month τ and the intermittent
variable τν ,Y is represented as the product of
τντντν ,,, ZXY ⋅=
where τν ,X is a binary (0, 1) process and τν ,Z is the amount process. The variable τν ,X defines the
occurrence of the streamflow process, i.e. 0, >τνY if 1, =τνX and 0, =τνY if 0, =τνX . Periodic
Markov Chain (PMC) model is applied for the binary process τν ,X while PARMA model is used
to model the amount process τν ,Z . The PARMA modeling is already explained in previous
chapter. Here, the PMC is described. In Markov chain modeling, it only requires the transition
matrix such that
where, 1,0,];|[),( 1,, ==== − jiiXjXPjip τντντ . The elements of the transition matrix can be
estimated with the number of data with the same states meaning that
where ),( jinτ is the number of times that the variable τν ,X being in state i at time τ-1 passes to
state j in the period τ, and )1,()0,()( ininin τττ += is the number times that τν ,X is in state i at time
τ. This PMC process is equivalent to Periodic Descrete AR(1) (PDAR(1)) model. The parameters
for PMC also are reformatted for PDRAR(1) model.
4.1.3 Multivariate Models
Analysis and modeling of multiple time series is often needed in Hydrology. In SAMS
full multivariate model are available for modeling complex dependence structure in space and
time at multiple lags. Also in SAMS, contemporaneous models are available for preserving
complex dependence structure within each site but simpler structure in space across sites.
Typical property of contemporaneous models is diagonal parameter matrixes which simplify the
parameters estimation by allowing the model to be decoupled into univariate models. The
⎥
⎦
⎤
⎢
⎣
⎡
=
)1,1()0,1(
)1,0()0,0(
ττ
ττ
pp
pp
p
)(
),(
),(ˆ
in
jin
jip
τ
τ
τ =
63. 57
multivariate models available in SAMS are the multivariate autoregressive model MAR(p), the
contemporaneous ARMA(p,q) model dubbed as CARMA(p,q), the mixed contemporaneous
shifting mean and CARMA(p,q) model dubbed as CSM-CARMA(p,q), and the seasonal
multivariate periodic autoregressive model MPAR(p).
Multivariate MAR(p)
The multivariate MAR(p) model for n sites can be expressed as:
t
p
i
itit εYY +Φ= ∑
=
−
1
(4.13)
where Yt is a n ×1 column vector of normally distributed zero mean elements )(k
tY , nk ,,2,1 K= ,
representing the different sites. pΦΦΦ ,,, 21 K are the n × n autoregressive parameter matrixes,
and ( )G0ε ,MVN~}{ iidt is the n ×1 vector of normally distributed noise terms with mean zero
and variance-covariance matrix G. The noise vector is independent in time and correlated in
space at lag zero. In SAMS the following notation is used to simplify the generation process:
tt zBε = (4.14)
where ( )I0z ,MVN~}{ iidt , that is a n ×1 vector of independent standard normally distributed
variables uncorrelated in both time and space. The n × n matrix B is a lower triangular matrix
such that G = BBT
, where B is the Cholesky decomposition of G. The lag 0 spatial correlation
across all sites is preserved through the matrix B. In the MAR(p) model the correlation in time
and space across all sites is preserved up to lag p. Fur further information on parameter
estimation and generation refer to Appendix A.
Multivariate CARMA(p,q)
When modeling multivariate hydrologic processes based on the full multivariate ARMA
model, often problems arise in parameter estimation. The CARMA (Contemporaneous
Autoregressive Moving Average) model was suggested as a simpler alternative to the full
multivariate ARMA model (Salas, et al., 1980). In the CARMA(p,q) model, both autoregressive
and moving average parameter matrixes are assumed to be diagonal such that a multivariate
model can be decoupled into univariate ARMA models. Thus, instead of estimating the model
parameters jointly, they can be estimated independently for each single site by regular univariate
ARMA model estimation procedures. This allows for identification of the best univariate ARMA
model for each single station. Thus different dependence structure in time can be modeled for
64. 58
each site, instead of having to assume a similar dependence structure in time for all sites if a full
multivariate ARMA model was used.
The CARMA(p,q) model for n sites can be expressed as:
∑∑
=
−
=
− Θ−+Φ=
q
j
jtjt
p
i
jtjt
11
εεYY (4.15)
where Yt is a n ×1 column vector of normally distributed zero mean elements )(k
tY , nk ,,2,1 K= ,
representing the different sites. pΦΦΦ ,,, 21 K are the diagonal n × n autoregressive parameter
matrixes and qΘΘΘ ,,, 21 K are diagonal n × n moving average matrixes. ( )G0ε ,MVN~}{ iidt
is the n ×1 vector of normally distributed noise terms with mean zero and variance-covariance
matrix G. For information on parameter estimation and generation refer to Appendix A.
The CARMA model is capable of preserving the lag zero cross correlation in space
between different sites, in addition to the time dependence structure for each site as defined by
the parameters p and q.
Multivariate CSM – CARMA(p,q)
Analyzes of multiple time series of different hydrologic variables may require mixing of
models. For example shifts in time series of one hydrologic variable may not be present in a
time series of another hydrologic variable. Or, if different geographic locations are used for
analysis of a single hydrologic variable, then characteristics of the corresponding times series
may be dependent on their geographic location. In such cases mixing of multiple SM models and
other time series models, such as ARMA(p,q), may be desirable. Such mixed model is available
in SAMS representing a mixture of one contemporaneous shifting mean model (CSM) with one
CARMA(p,q) model, where the lag zero cross correlation function (CCF) in space is preserved
between the CARMA(p,q) model and the CSM model. In the CSM part of the model is assumed
that all sites exhibit shifts at the same time as is further discussed in Appendix A.
Lets assume that there are total of n sites, of which n1 sites follow a CSM model and the
remaining n2 sites follow a CARMA(p,q) model. The model of the n sites can be presented by a
vector version of Eq (4.10) for the SM model, where the first n1 elements of Xt represent the
CSM model and the remaining n2 elements of Xt represent the CARMA(p,q) model (Sveinsson
and Salas, 2006):
65. 59
⎥
⎥
⎥
⎥
⎥
⎥
⎥
⎥
⎦
⎤
⎢
⎢
⎢
⎢
⎢
⎢
⎢
⎢
⎣
⎡
+
⎥
⎥
⎥
⎥
⎥
⎥
⎥
⎥
⎦
⎤
⎢
⎢
⎢
⎢
⎢
⎢
⎢
⎢
⎣
⎡
=
⎥
⎥
⎥
⎥
⎥
⎥
⎥
⎥
⎦
⎤
⎢
⎢
⎢
⎢
⎢
⎢
⎢
⎢
⎣
⎡
++
0
0
)(
)1(
)(
)1(
)(
)1(
)(
)1(
)(
)1(
1
1
1
1
1
M
M
M
M
M
M
n
t
t
n
t
n
t
n
t
t
n
t
n
t
n
t
t
Z
Z
Y
Y
Y
Y
X
X
X
X
(4.16)
where the whole n ×1 vector Yt can be looked at as being modeled by a CARMA(p, q) model as
in Eq (4.15). Each of the first n1 elements of Yt is an ARMA(0,0) process, and each of the
remaining n2 elements of Yt follows some ARMA(p,q) process. That is, )(k
tY is an ARMA(pk,qk)
process, nk ,,2,1 K= , where the pk s can be different and the qk s can be different. The p and the
q of the CARMA(p,q) model are ),,,max( 21 npppp K= and ),,,max( 21 nqqqq K= . The
parameter matrixes of the CARMA(p,q) are diagonal, thus estimation of parameters of the CSM-
CARMA model is done by uncoupling the model into univariate SM and ARMA(p,q) models.
The estimation of parameters and generation of synthetic time series is described in Appendix A.
The estimation module in SAMS for the CSM-CARMA model can also be used for estimation of
a pure CSM model and a pure CARMA model only.
The CSM-CARMA model is capable of preserving the lag zero cross correlation in space
between different sites, in addition to the time dependence structure for each site as defined by
the parameters p and q. In addition, the CSM portion of the model is capable of preserving a
certain dependence structure both in time and space through the noise level process Zt.
Multivariate Seasonal MPAR (p)
The MPAR(p) model for n sites can be expressed as:
τντνττν ,
1
,,, εYY ∑
=
− +Φ=
p
i
ii (4.17)
Where τν ,Y is a n ×1 column vector of normally distributed zero mean elements representing the
process for year ν and season τ. The τττ ,,2,1 ,,, pΦΦΦ K are the n × n autoregressive periodic
parameter matrixes, and ( )ττν G0ε ,MVN~}{ , iid is the n ×1 vector of normally distributed
noise terms with mean zero and periodic n × n variance-covariance matrix Gτ. The noise vector
is independent in time and correlated in space at lag zero. For estimation of parameters and
generation of synthetic time series refer to Appendix A.
66. 60
4.1.4 Disaggregation Models
Valencia and Schaake (1973) and later extension by Mejia and Rousselle (1976)
introduced the basic disaggregation model for temporal disaggregation of annual flows into
seasonal flows. However, the same model can also be used for spatial disaggregation. For
example, the sum of flows of several stations can be disaggregated into flows at each of these
stations or the total flows at key stations can be disaggregated into flows at substations which
usually, but not necessarily, sum to form the flows of the key stations. The Valencia and
Schaake and the Mejia and Rousselle models require many parameters to be estimated in the
case of temporal disaggregation. For example, Valencia and Schaake model requires 156
parameters for the case of disaggregating annual flows into 12 seasons for one station. Mejia
and Rouselle model require 168 parameters. For 3 sites, the above models require 1,404 and
1,512 for both models, respectively. Lane (1979) introduced the condensed model for temporal
disaggregation which reduces the number of parameters required drastically. For example, for
the cases mentioned above, Lane's model requires 36 parameters for the one site case and 324
parameters for the 3 site case. Later Grygier and Stedinger (1990) introduced a
contemporaneous temporal disaggregation model which requires 48 parameters for the above
one site case and 216 parameters for the above 3 site case.
In SAMS, Lane’s model and Grygier and Stedinger model are used for temporal
(seasonal) disaggregation, and the Valencia and Schaake model and Mejia and Rousselle model
are used for spatial disaggregation of annual and seasonal data.
In using disaggregation models for data generation, adjustments may be needed to ensure
additivity constraints. For instance, in spatial disaggregation, to ensure that the generated flows
at substations (or at subsequent stations) add to the total or a fraction (depending on the
particular case at hand) of the corresponding generated flow at a key station (or subkey station)
or, in temporal disaggregation, to ensure that the generated seasonal values add exactly to the
generated annual value, three methods of adjustment based on Lane and Frevert (1990) are
provided in SAMS. These methods will be described in the following sections.
Spatial Disaggregation of Annual Data
For spatial disaggregation of annual data from N key stations to M sub stations there are
two models available, namely the Valencia and Schaake (VS) model (Valencia and Schaake,
1973)
ννν εBXAY += (4.18)
67. 61
and the Mejia and Rousselle (MR) model (Mejia and Rousselle, 1976)
1−++= νννν YCεBXAY (4.19)
where νX is the N × 1 column vector of observations in year ν at the N key sites, νY is the
corresponding M × 1 column vector at the sub sites, νε is the M × 1 column noise vector
uncorrelated in space and time with each element distributed as standard normal, and A, B, and
C are full M × N, M × M, and M × M parameter matrixes, respectively. The differences between
the VS and MR models is that the VS model is designed to preserve the lag 0 correlation
coefficient in space between all sub stations through the matrix B, and the lag 0 correlation in
space between all sub and key stations through the matrix A. The MR model additionally
preserves the lag 1 correlation coefficient in space between all sub stations through the matrix C,
i.e. the correlations between current year values with past year values. For estimation of
parameters refer to Appendix A.
Spatial Disaggregation of Seasonal Data
For spatial disaggregation of seasonal data from N key stations to M sub stations only the
MR model is made available in SAMS although the simpler VS model could also be used. The
reason for this is that almost all hydrological data do shown seasonal dependence structure.
Although not available in SAMS the VS model for spatial disaggregation of seasonal data
becomes
τνττνττν ,,, εBXAY += (4.20)
and the MR model becomes
1,,,, −++= τνττνττνττν YCεBXAY (4.21)
where the data vector and parameter matrixes are seasonal withτ representing the current
season. I.e. τν ,X is the N × 1 column vector of observations in year ν season τ at the N key
sites, τν ,Y is the corresponding M × 1 column vector at the sub sites, 1, −τνY is the previous
season M × 1 column vector at the sub sites, τν ,ε is the iid standard normal M × 1 column noise
vector for year ν season τ , and τA , τB , and τC are the seasonal parameter matrixes of the
same dimensions as in the models for spatial disaggregation of annual data. The VS model
preserves for each season the lag 0 correlation coefficient in space between all sub stations
through the matrix B, and lag 0 correlations in space between all sub and key stations through the
matrix A. The MR model additionally preserves the lag 1 correlation coefficient in space
68. 62
between all sub stations through the matrix C, i.e. the correlations between current season values
with the previous season values. For estimation of parameters refer to Appendix A.
Temporal Disaggregation
For temporal disaggregation of annual data from N stations to seasonal data at the same N
stations the available models are the temporal Lane model (Lane and Frevert, 1990) and the
temporal Grygier and Stedinger model (Grygier and Stedinger, 1990). The temporal Lane
model can be summarized by
1,,, −++= τνττντνττν YCεBYAY (4.22)
where τA , τB , and τC are full N × N parameter matrixes, νY is the N × 1 column vector of
observations in year ν at the N sites, τν ,Y is the corresponding N × 1 column vector of
observations in the same year ν season τ , and 1, −τνY is the previous season N × 1 column
vector. τν ,ε is the iid standard normal N × 1 column noise vector for year ν season τ
The Grygier and Stedinger model (Grygier and Stedinger, 1990) is a contemporaneous
model
τνττνττντνττν ,1,,, ΛDYCεBYAY +++= − (4.23)
where τA , τC , and τD are diagonal N × N parameter matrixes (i.e. contemporaneous), τB is a
full N × N parameter matrix, and νY , τν ,Y , 1, −τνY and τν ,ε are the same as in the Lane model.
1,, −= τνττν YWΛ are weighted seasonal flows, where the weights τW (a diagonal N × N matrix)
depend on the type of transformations used to transform the historical seasonal data to normal
and the seasonal historical data themselves.. This term τν ,Λ ensures that additivity of the model
is approximately preserved, i.e. the seasonal flows summing to the annual flows. For the first
season 1C and 1D are null matrixes, and for the second season 2C is a null matrix. Fur further
technical description of the model the reader is referred to Grygier and Stedinger (1990).
Both models preserve the correlations of the annual data with same year season data
through the matrix τA for each season, and the lag 1 season to season correlations trough the
matrix τC for each season. Since the parameter matrixes in the Lane model are full these
correlations are preserved across all sites, while in the Grygier and Stedinger model they are
preserved only within each site (diagonal parameter matrixes). In addition the Grygier and
Stedinger model does not preserve the lag 1 correlation between the first season of a given year