Forecasting of pig price fluctuation based on SSA and LSTM-ARIMA combination model
Aiming at the problem that the fluctuation of pig price is too violent and difficult to predict,a LSTM-ARIMA combination model based on singular spectrum decomposition is proposed to predict pig price.Taking the monthly price data from January 2000 to December 2021 as a sample,the pig price data is decomposed by singular spectrum analysis to obtain the trend term and fluctuation term.The trend term with the cumulative contribution rate of the first 70％is selected to construct the trend term,and the remaining 30％is used to construct the fluctuation term.The trend item is non-stationary and has long memory,and the LSTM model is established.The fluctuation term is stable,and the ARIMA model is established.Finally,the prediction results of the two parts are recombined as the prediction value of pig price,and the LSTM-ARIMA combined prediction model is constructed.The results show that the RMSE between the predicted value and the real value is 2.75,MAPE is 10.81％,MAE is 2.27 and DS is 81.81.This combined model can well predict the price trend of newborn pigs,and has higher applicability and reference value for the prediction of pig prices in China.
forecast of pig pricesingular spectrum analysiscombination modelLSTMARIMA
万方数据
维普
