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A Novel Agricultural Commodity Price Forecasting Model Based on Fuzzy Information Granulation and MEA-SVM Model

机译:基于模糊信息粒度和MEA-SVM模型的新型农产品价格预测模型

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摘要

Accurately predicting the price of agricultural commodity is very important for evading market risk, increasing agricultural income, and accomplishing government macroeconomic regulation. With the price index predictions of 6 commodities of Food and Agriculture Organization of the United Nations (FAO) as examples, this paper proposed a novel agricultural commodity price forecasting model which combined the fuzzy information granulation, mind evolutionary algorithm (MEA), and support vector machine (SVM). Firstly, the time series data of agricultural commodity price index was transformed into fuzzy information granulation particles made up of Low, R, and Up, which represented the trend and magnitude of price movement. Secondly, MEA algorithm was employed to seek the optimal parameters c and g for SVM to establish the MEA-SVM model. Finally, FOA price index fluctuation range and change trend in the future were predicted by the MEA-SVM model. The empirical analysis showed that the MEA-SVM model was effective and had higher prediction accuracy and faster calculation speed in the forecasting of agricultural commodity price.
机译:准确预测农产品价格对规避市场风险,增加农业收入和完成政府宏观调控至关重要。以联合国粮食及农业组织(FAO)的6种商品的价格指数预测为例,提出了一种结合模糊信息粒化,思维进化算法和支持向量的新型农产品价格预测模型。机器(SVM)。首先,将农产品价格指数的时间序列数据转换为由Low,R和Up组成的模糊信息粒化粒子,代表了价格变动的趋势和幅度。其次,采用MEA算法寻找支持向量机的最优参数c和g,建立MEA-SVM模型。最后,通过MEA-SVM模型预测了FOA价格指数的波动范围和未来的变化趋势。实证分析表明,MEA-SVM模型在农产品价格预测中是有效的,具有较高的预测精度和较快的计算速度。

著录项

  • 来源
    《Mathematical Problems in Engineering》 |2018年第15期|2540681.1-2540681.10|共10页
  • 作者

    Zhang Yongli; Na Sanggyun;

  • 作者单位

    Hebei GEO Univ Sch Management Sci & Engn Shijiazhuang Hebei Peoples R China;

    Wonkwang Univ Coll Business Adm Iksan Jeonbuk South Korea;

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  • 原文格式 PDF
  • 正文语种 eng
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