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### 基于多时间尺度组合策略的我国猪肉价格预测研究

1. 1.华南农业大学数学与信息学院, 广州 510642; 2.暨南大学信息 科学技术学院,  广州 51144
• 出版日期:2021-10-25 发布日期:2021-12-24

LING Liwen, CHEN Shixin, ZHANG Dabin, ZHANG Boting. A Multi-Time Scales Combination Strategy for Pork Price Forecasting[J]. Journal of Systems Science and Mathematical Sciences, 2021, 41(10): 2829-2842.

### A Multi-Time Scales Combination Strategy for Pork Price Forecasting

LING Liwen1 ,CHEN Shixin2 ,ZHANG Dabin1 ,ZHANG Boting1

1. 1. College of Mathematics and Informatics, South China Agricultural University, Guangzhou 510642; 2. College of Information Science and Technology, Jinan University, Guangzhou 511443
• Online:2021-10-25 Published:2021-12-24

Aiming to improve the multi-steps forecast accuracy of pork price, a forecast combination model which involves multi-time scales is proposed. Based on daily price data, weekly and monthly forecasts are converted into daily frequency. The forecasts with multi-time scales reflect the data generation process of the time series multi-dimensionally. Regarding the short-, middle- and long-term forecast tasks, day+week'' and day+week+month'' combination schemes are constructed with 6 weighting methods, to investigate the matching relationship between forecast horizon and time-scale. Using the average pork price from wholesale market as an example, experimental results show that, weighting method based on least square is the optimal one which yields superior forecast than the single model. Although multi-time scales combination strategy cannot improve short-term forecast performance, it can effectively enhance the accuracy of middle- and long-term forecast. The selection of time-scales should correspond to the time span within forecast horizon, to fully cover the price volatility during that specific period.
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