参数季节趋势自回归神经网络用于长期作物价格预测
Woojin Hong1, Seong Cheon Choi2, Seungwon Oh3
1Resource Management Department, Jeonnam Agricultural Research & Extention Services, Naju-si, Jeollanam-do, South Korea.
PloS one
|September 26, 2024
概括
由于供应不弹性,预测作物价格具有挑战性. 一个新的混合型号,PaSTANet,提高了长期价格预测准确性作物,如洋和中国卷心菜,有助于市场稳定.
科学领域:
- 农业经济学 农业经济学
- 数据科学数据科学数据科学
- 机器学习 机器学习
背景情况:
- 农作物价格预测是复杂的,因为与需求相比,供应不弹性.
- 稳定农业市场需要准确的长期价格预测和积极的反应.
研究的目的:
- 引入一种新的混合模型,PaSTANet,用于增强农作物价格预测.
- 通过使用现实市场数据,对 PaSTANet 的性能与现有模型进行评估.
主要方法:
- 开发了PaSTANet,这是一个混合模型,结合了多核剩余卷积神经网络和高斯季节性趋势模型.
- 利用每日加拉克市场数据对洋,卜,中国白菜和绿洋进行一年的预测期 (2023年).
- 与使用平均绝对误差 (MAE) 的传统统计和深度学习模型进行了PaSTANet的比较.
主要成果:
- 与传统方法相比,PaSTANet在所有四种测试作物中都表现出卓越的性能.
- 对于洋价格预测,PaSTANet获得了107的MAE,明显超过Prophet (152) 的29.6%.
- 中国白菜,卜和绿洋的MAE值分别为2008年,3703年和557年,这表明预测准确度很高.
- 该模型的信心区间有效地将价格预测分为概率,谨慎和警告级别,准确地检测出显著的价格波动.
结论:
- 巴斯坦网为长期作物价格预测提供了强大而准确的解决方案.
- 该模型预测价格波动的能力提高了其对市场稳定策略的有用性.
- 在将混合深度学习模型应用于农业经济学方面,PaSTANet代表了重大进展.
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