2025
1.
Ozmen Erkin Kokten; Raviv Raich
Maximum Likelihood Estimation of Stable ARX Models using Randomized Coordinate Descent Proceedings Article
In: ICASSP 2025 - 2025 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), pp. 1–5, 2025, (ISSN: 2379-190X).
Abstract | Links | BibTeX | Tags: autoregressive model with exogenous variables, Convergence, coordinate descent, Data models, Finance, Numerical models, Numerical stability, optimization, parameter estimation, Signal processing, Soil Water Content, Speech processing, stability, Stability criteria
@inproceedings{kokten_maximum_2025,
title = {Maximum Likelihood Estimation of Stable ARX Models using Randomized Coordinate Descent},
author = {Ozmen Erkin Kokten and Raviv Raich},
url = {https://ieeexplore.ieee.org/abstract/document/10888613/authors},
doi = {10.1109/ICASSP49660.2025.10888613},
year = {2025},
date = {2025-04-01},
urldate = {2025-04-01},
booktitle = {ICASSP 2025 - 2025 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)},
pages = {1\textendash5},
abstract = {Autoregressive models play an important role in a variety of applications including finance, engineering, sciences, and agriculture. While for some models (e.g., physics-based models) parameters are known, in other domains the parameters may not be available. This paper deals with the estimation of the parameters of an autoregressive model with exogenous variables. A significant body of literature has explored autoregressive model estimation across different estimation criteria, data availability, and parameterization; however, limited attention has been given to the estimation problem under stability constraints. The incorporation of stability constraints often results in increased computational complexity. As an efficient alternative, we propose to estimate stable ARX parameters using randomized coordinate descent. To demonstrate the efficiency of the proposed approach, we present an empirical convergence study and compare our approach to a state-of-the-art alternative.},
note = {ISSN: 2379-190X},
keywords = {autoregressive model with exogenous variables, Convergence, coordinate descent, Data models, Finance, Numerical models, Numerical stability, optimization, parameter estimation, Signal processing, Soil Water Content, Speech processing, stability, Stability criteria},
pubstate = {published},
tppubtype = {inproceedings}
}
Autoregressive models play an important role in a variety of applications including finance, engineering, sciences, and agriculture. While for some models (e.g., physics-based models) parameters are known, in other domains the parameters may not be available. This paper deals with the estimation of the parameters of an autoregressive model with exogenous variables. A significant body of literature has explored autoregressive model estimation across different estimation criteria, data availability, and parameterization; however, limited attention has been given to the estimation problem under stability constraints. The incorporation of stability constraints often results in increased computational complexity. As an efficient alternative, we propose to estimate stable ARX parameters using randomized coordinate descent. To demonstrate the efficiency of the proposed approach, we present an empirical convergence study and compare our approach to a state-of-the-art alternative.
2024
2.
Ozmen Erkin Kokten; Raviv Raich; James Holmes; Alan Fern
Learning Extended Forecasts of Soil Water Content via Physically-Inspired Autoregressive Models Proceedings Article
In: 2024 International Conference on Machine Learning and Applications (ICMLA), pp. 400–407, 2024, (ISSN: 1946-0759).
Abstract | Links | BibTeX | Tags: autoregressive training, non-linear state-space models, Pipelines, Predictive models, Soil measurements, Soil Water Content, State-space methods, Stress, teacher-forcing, time-series, Training, Training data, Weather forecasting
@inproceedings{kokten_learning_2024,
title = {Learning Extended Forecasts of Soil Water Content via Physically-Inspired Autoregressive Models},
author = {Ozmen Erkin Kokten and Raviv Raich and James Holmes and Alan Fern},
url = {https://ieeexplore.ieee.org/abstract/document/10903312},
doi = {10.1109/ICMLA61862.2024.00060},
year = {2024},
date = {2024-12-01},
urldate = {2024-12-01},
booktitle = {2024 International Conference on Machine Learning and Applications (ICMLA)},
pages = {400\textendash407},
abstract = {Vine stress resulting from soil water content (SWC) restrictions allows growers to improve grape and subsequent wine quality. In this work, we consider learning models that can forecast SWC to assist growers' irrigation decisions. In particular, we investigate training auto-regressive recurrent neural networks to make multi-day hourly forecasts of SWC based on historical data from soil-moisture sensors, irrigation sched-ules, and evapotranspiration estimates. Our work addresses two practical challenges in training such models. First, trained auto-regressive models are prone to error propagation, which quickly degrades longer-term forecasts. Second, it is difficult to learn the underlying causal relationship between irrigation and soil moisture due to the training data having limited coverage of the primary control input, irrigation. We propose a training strategy that combines one-step teacher forcing loss with a loss over multi-step autoregressive predictions and novel regularization terms to ensure SWC forecasts align with scientific models, effectively addressing the key challenges. We present results from five irrigation blocks with two cultivars, using datasets ranging from 2947 to 4784 hourly measurements of SWC, irrigation, and weather. Our methodology achieves precise SWC predictions and generates realistic forecasts for untrained irrigation scenarios.},
note = {ISSN: 1946-0759},
keywords = {autoregressive training, non-linear state-space models, Pipelines, Predictive models, Soil measurements, Soil Water Content, State-space methods, Stress, teacher-forcing, time-series, Training, Training data, Weather forecasting},
pubstate = {published},
tppubtype = {inproceedings}
}
Vine stress resulting from soil water content (SWC) restrictions allows growers to improve grape and subsequent wine quality. In this work, we consider learning models that can forecast SWC to assist growers' irrigation decisions. In particular, we investigate training auto-regressive recurrent neural networks to make multi-day hourly forecasts of SWC based on historical data from soil-moisture sensors, irrigation sched-ules, and evapotranspiration estimates. Our work addresses two practical challenges in training such models. First, trained auto-regressive models are prone to error propagation, which quickly degrades longer-term forecasts. Second, it is difficult to learn the underlying causal relationship between irrigation and soil moisture due to the training data having limited coverage of the primary control input, irrigation. We propose a training strategy that combines one-step teacher forcing loss with a loss over multi-step autoregressive predictions and novel regularization terms to ensure SWC forecasts align with scientific models, effectively addressing the key challenges. We present results from five irrigation blocks with two cultivars, using datasets ranging from 2947 to 4784 hourly measurements of SWC, irrigation, and weather. Our methodology achieves precise SWC predictions and generates realistic forecasts for untrained irrigation scenarios.
