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通过深度学习改进农业商品价格预测.
R L Manogna1, Vijay Dharmaji2, S Sarang2
1Department of Economics and Finance, Birla Institute of Technology and Science, Pilani, K K Birla Goa Campus, Zuari nagar, Sancoale, 403726, Goa, India. manognar@goa.bits-pilani.ac.in.
Scientific reports
|July 2, 2025
概括
深度学习模型,如长期短期记忆 (LSTM) 和门式循环单位 (GRU),显著提高农业大宗商品价格预测的准确性. 这些先进的方法在预测价格波动方面优于传统模型,有助于市场规划.
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
- 时间序列预测时间序列预测
背景情况:
- 准确的农业商品价格预测对于农业依赖经济体的市场规划和政策至关重要.
- 受天气和市场需求影响的价格波动给传统预测方法带来了重大挑战.
- 为了应对这些挑战,需要对各种预测模型进行全面评估.
研究的目的:
- 评估和比较传统的随机,机器学习和深度学习模型的性能,用于农业商品价格预测.
- 确定最有效的模型来捕捉复杂的时间模式和大宗商品价格波动.
- 为改善市场干预,作物规划和风险管理策略提供见解.
主要方法:
- 从2010年1月到2024年6月,利用了23种商品的每日批发价格数据.
- 评估了传统模型 (ARIMA),机器学习 (SVR,XGBoost) 和深度学习方法 (MLP,RNN,LSTM,GRU,ESN).
- 使用错误指标比较模型性能,例如根平均平方错误 (RMSE) 和平均绝对百分比错误 (MAPE).
主要成果:
- 深度学习模型,特别是长期短期记忆 (LSTM) 和门式循环单元 (GRU),表现出卓越的预测准确性.
- 与ARIMA模型相比,GRU在洋和西红等商品中实现了显著较低的RMSE和MAPE.
- 深度学习模型有效地捕获了农业商品价格固有的复杂时间模式和非线性动态.
结论:
- 深度学习技术,特别是LSTM和GRU,为预测农业大宗商品价格波动提供了更可靠的方法.
- 这些发现支持加强市场干预,更好地规划作物,并为利益相关者提供更有效的风险管理.
- 未来的研究应该探索混合模型,并纳入外部数据,如天气信息,以进一步提高预测的准确性.
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