基于信号分解和深度学习的农产品价格预测
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国家自然科学基金(41877527);陕西省重点产业创新链(群)-工业领域项目(2022ZDLGY06-04);陕西省教育厅重点科学研究计划项目(20JT033)


Agricultural product price prediction based on signal decomposition and deep learning
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    摘要:

    农产品价格的稳定对社会经济与农业发展有重要意义,但农产品价格的波动具有非平稳、非线性、波动性大的特性,较难精确预测。该研究基于信号分解和深度学习,提出一种分解-重构-提取-关联-输出的农产品价格预测模型(CT-BiSeq2seq),并且加入平均气温、养殖成本(大猪配合饲料与尿素价格)、群众关注度等多维度数据来提高模型的预测精度。首先,采用互补集合经验模态分解(Complementary Ensemble Empirical Mode Decomposition,CEEMD)方法把复杂的原始价格序列分解为简单序列。其次,分析皮尔逊相关系数及分解后的子序列,把原始价格序列重构为高频项、低频项、残差项。再经过时间卷积网络(Temporal Convolutional Network,TCN)提取重构序列的数据特征。随后,构建Biseq2seq模型,解码器引入双向长短期记忆网络(Bi-directional Long Short-Term Memory,Bi-LSTM)加强序列数据间的全局关联。最后,通过解码器的LSTM网络输出预测值。以北京丰台区批发市场的白条猪肉价格进行实证分析,该研究提出的CT-BiSeq2seq模型的预测性能显著优于其他价格预测基准模型,在滞后天数为11 d达到最优效果。在其他数据集也有精确和稳定的预测效果,菠菜、苹果,鸡蛋的均方误差分别为0.627 7、0.463 2、0.552 6元2/kg2,平均绝对误差分别为0.543 1、0.442 5、0.533 9元/kg,平均绝对百分比误差分别为3.204 7%、2.236 1%、2.231 4%。同时根据不同数据集的结果发现,价格波动大的农产品适合采用较大的滞后天数,价格波动小的农产品适合采用较小的滞后天数。该模型可以为预测农产品的价格波动提供参考。

    Abstract:

    Abstract: A stable price of agricultural products is of great significance to the social economy and agricultural development in recent years. But, it is difficult to accurately predict the agricultural product prices, due to the non-stationary, non-linear, and high volatility. In this study, a novel prediction model of the decomposition-reconstruction-extraction-associated-output agricultural product price (CT-BiSeq2seq) was proposed using signal decomposition and deep learning. The multi-dimensional data was added to improve the model prediction accuracy, such as the average temperature, and fertilizer cost (price of pig formula feed and urea). Firstly, the original price series were divided into simple ones using the complementary ensemble empirical mode decomposition (CEEMD). Secondly, the original price series was reconstructed into the high-frequency, low-frequency, and residual items, according to the Pearson correlation coefficients and the decomposed subsequence. Thirdly, the data features of the reconstructed sequence were extracted via a temporal convolutional network (TCN). The 7-dimensional data was input to extract the influencing factors on the price of agricultural products. The output steps were similar to the input ones. Fourthly, a Biseq2seq model was constructed with an encoder and a decoder. A bi-directional Long Short-Term Memory network (Bi-LSTM) was introduced into the encoder to strengthen the global correlation between sequence data. Finally, the LSTM network was introduced into the decoder to output the predictive value of the number of steps. Taking the pork price of the Fengtai District wholesale market in Beijing of China for empirical analysis, the prediction performance of the CT-BiSeq2seq model was remarkably better than the rest benchmark models, indicating the number of lags reached the optimal in 11 days. The mean square error (MSE), the mean absolute error (MAE), and the mean absolute percentage error (MAPE) were 0.657 4 rmb2/kg2、0.504 6 rmb/kg、2.116 7%, respectively. Furthermore, the few-day lag cannot fully reflect the overall characteristics of agricultural product prices, where there was easy access to fall into the local optimum. Once the lag days were too long, overfitting was easy to occur, leading to low prediction accuracy. An accurate and stable prediction was also achieved in other datasets. The MSEs of spinach, apple, and egg were 0.627 7 RMB2/kg2, 0.463 2 RMB2/kg2, and 0.552 6 RMB2/kg2, respectively, while the MAEs were 0.543 1 rmb/kg, 0.442 5 rmb/kg, and 0.533 9 rmb/kg, respectively, and the MAPEs were 3.204 7%, 2.236 1% and 2.231 4%, respectively. Therefore, the agricultural products with large price fluctuations were suitable for the large lag steps, whereas, the small price fluctuations were suitable for the small lag steps. A large number of lag days were completely learned from the trend in large price changes. The short lag days were used to fit the time sequence in the smaller price changes, due to the relatively stable trend of price change. Specifically, the prices of spinach and eggs fluctuated greatly in the data range, where the loss error reached the minimum over the 11 lag days, respectively. By contrast, the price of Apples fluctuated less over the 7 lag days. This model can provide a strong reference to forecast the price fluctuation of agricultural products.

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王润周,张新生,王明虎.基于信号分解和深度学习的农产品价格预测[J].农业工程学报,2022,38(24):256-267. DOI:10.11975/j. issn.1002-6819.2022.24.028

Wang Runzhou, Zhang Xinsheng, Wang Minghu. Agricultural product price prediction based on signal decomposition and deep learning[J]. Transactions of the Chinese Society of Agricultural Engineering (Transactions of the CSAE),2022,38(24):256-267. DOI:10.11975/j. issn.1002-6819.2022.24.028

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  • 收稿日期:2022-08-26
  • 最后修改日期:2022-10-26
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  • 在线发布日期: 2023-01-20
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