RESUMO

Forecast the price of agricultural goods is a beneficial action for farmers, marketing agents, consumers, and policymakers. Today, managing this product security requires price forecasting models that are both efficient and reliable for a country's import and export. In the last few decades, the Autoregressive Integrated Moving Average (ARIMA) model has been widely used in economics time series forecasting. Recently, many of the time series observations presented in economics have been clearly shown to be nonlinear, Machine learning (ML) modelling, conversely, offers a potential price forecasting technique that is more flexible given the limited data available in most countries' economies. In this research, a hybrid price forecasting model has been used, through a novel clustering technique, a new cluster selection algorithm and a multilayer perceptron neural network (MLPNN), which had many advantages and using monthly time series of Thai rice FOB price form November 1987 to October 2017. The empirical results of this study showed that the value of root mean square error (RMSE) equals 14.37 and the Mean absolute percentage error (MAPE) equals 4.09% for the hybrid model. The evaluation results of proposed method and comparison its performance with four benchmark models, by monthly time series of Thailand rice FOB price from November 1987 to October 2017 showed the outperform of proposed method.

Prever o preço dos produtos agrícolas é uma ação benéfica para agricultores, agentes de marketing, consumidores e legisladores. Hoje, o gerenciamento da segurança desse produto requer modelos de previsão de preços eficientes e confiáveis para a importação e exportação de um país. Nas últimas décadas, o modelo Autoregressive Integrated Moving Average (ARIMA) tem sido amplamente utilizado na previsão de séries temporais da economia. Recentemente, muitas das observações de séries temporais apresentadas em economia têm se mostrado claramente não lineares. A modelagem de aprendizado de máquina (ML), por outro lado, oferece uma técnica de previsão de preços potencial que é mais flexível, apresentados os dados limitados disponíveis na maioria dos países. Nesta pesquisa, um modelo híbrido de previsão de preços foi usado, por meio de uma nova técnica de agrupamento, um novo algoritmo de seleção de agrupamento e uma rede neural perceptron multicamadas (MLPNN), que teve muitas vantagens, e usando séries temporais mensais de preços FOB do arroz tailandês de novembro 1987 a outubro de 2017. Os resultados empíricos deste estudo mostraram que o valor da raiz do erro quadrático médio (RMSE) é igual a 14,37 e o erro percentual absoluto médio (MAPE) é igual a 4,09% para o modelo híbrido. Os resultados da avaliação do método proposto e a comparação de seu desempenho com quatro modelos de benchmark, por séries temporais mensais de preço FOB do arroz tailandês de novembro de 1987 a outubro de 2017, mostram o desempenho superior do método proposto.

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RESUMO

Consumption of globally traded agricultural commodities like soy and palm oil is one of the primary causes of deforestation and biodiversity loss in some of the world's most species-rich ecosystems. However, the complexity of global supply chains has confounded efforts to reduce impacts. Companies and governments with sustainability commitments struggle to understand their own sourcing patterns, while the activities of more unscrupulous actors are conveniently masked by the opacity of global trade. We combine state-of-the-art material flow, economic trade, and biodiversity impact models to produce an innovative approach for understanding the impacts of trade on biodiversity loss and the roles of remote markets and actors. We do this for the production of soy in the Brazilian Cerrado, home to more than 5% of the world´s species. Distinct sourcing patterns of consumer countries and trading companies result in substantially different impacts on endemic species. Connections between individual buyers and specific hot spots explain the disproportionate impacts of some actors on endemic species and individual threatened species, such as the particular impact of European Union consumers on the recent habitat losses for the iconic giant anteater (Myrmecophaga tridactyla). In making these linkages explicit, our approach enables commodity buyers and investors to target their efforts much more closely to improve the sustainability of their supply chains in their sourcing regions while also transforming our ability to monitor the impact of such commitments over time.

Assuntos