@article{ART002934622},
author={Jonghyun Park and LimYeongWoo and Do Hyun Lim and Yunsung Choi and Ahn, Hyunchul},
title={A Multi-step Time Series Forecasting Model for Mid-to-Long Term Agricultural Price Prediction},
journal={Journal of The Korea Society of Computer and Information},
issn={1598-849X},
year={2023},
volume={28},
number={2},
pages={201-207},
doi={10.9708/jksci.2023.28.02.201}
TY - JOUR
AU - Jonghyun Park
AU - LimYeongWoo
AU - Do Hyun Lim
AU - Yunsung Choi
AU - Ahn, Hyunchul
TI - A Multi-step Time Series Forecasting Model for Mid-to-Long Term Agricultural Price Prediction
JO - Journal of The Korea Society of Computer and Information
PY - 2023
VL - 28
IS - 2
PB - The Korean Society Of Computer And Information
SP - 201
EP - 207
SN - 1598-849X
AB - In this paper, we propose an optimal model for mid to long-term price prediction of agricultural products using LGBM, MLP, LSTM, and GRU to compare and analyze the three strategies of the Multi-Step Time Series. The proposed model is designed to find the optimal combination between the models by selecting methods from various angles. Prior agricultural product price prediction studies have mainly adopted traditional econometric models such as ARIMA and LSTM-type models. In contrast, agricultural product price prediction studies related to Multi-Step Time Series were minimal. In this study, the experiment was conducted by dividing it into two periods according to the degree of volatility of agricultural product prices. As a result of the mid-to-long-term price prediction of three strategies, namely direct, hybrid, and multiple outputs, the hybrid approach showed relatively superior performance. This study academically and practically contributes to mid-to-long term daily price prediction by proposing an effective alternative.
KW - Multi-Step Time Series Forecasting;Agricultural Product Price;Mid-to-long-term Prediction;Daily Price Prediction;Hybrid Strategy
DO - 10.9708/jksci.2023.28.02.201
ER -
Jonghyun Park, LimYeongWoo, Do Hyun Lim, Yunsung Choi and Ahn, Hyunchul. (2023). A Multi-step Time Series Forecasting Model for Mid-to-Long Term Agricultural Price Prediction. Journal of The Korea Society of Computer and Information, 28(2), 201-207.
Jonghyun Park, LimYeongWoo, Do Hyun Lim, Yunsung Choi and Ahn, Hyunchul. 2023, "A Multi-step Time Series Forecasting Model for Mid-to-Long Term Agricultural Price Prediction", Journal of The Korea Society of Computer and Information, vol.28, no.2 pp.201-207. Available from: doi:10.9708/jksci.2023.28.02.201
Jonghyun Park, LimYeongWoo, Do Hyun Lim, Yunsung Choi, Ahn, Hyunchul "A Multi-step Time Series Forecasting Model for Mid-to-Long Term Agricultural Price Prediction" Journal of The Korea Society of Computer and Information 28.2 pp.201-207 (2023) : 201.
Jonghyun Park, LimYeongWoo, Do Hyun Lim, Yunsung Choi, Ahn, Hyunchul. A Multi-step Time Series Forecasting Model for Mid-to-Long Term Agricultural Price Prediction. 2023; 28(2), 201-207. Available from: doi:10.9708/jksci.2023.28.02.201
Jonghyun Park, LimYeongWoo, Do Hyun Lim, Yunsung Choi and Ahn, Hyunchul. "A Multi-step Time Series Forecasting Model for Mid-to-Long Term Agricultural Price Prediction" Journal of The Korea Society of Computer and Information 28, no.2 (2023) : 201-207.doi: 10.9708/jksci.2023.28.02.201
Jonghyun Park; LimYeongWoo; Do Hyun Lim; Yunsung Choi; Ahn, Hyunchul. A Multi-step Time Series Forecasting Model for Mid-to-Long Term Agricultural Price Prediction. Journal of The Korea Society of Computer and Information, 28(2), 201-207. doi: 10.9708/jksci.2023.28.02.201
Jonghyun Park; LimYeongWoo; Do Hyun Lim; Yunsung Choi; Ahn, Hyunchul. A Multi-step Time Series Forecasting Model for Mid-to-Long Term Agricultural Price Prediction. Journal of The Korea Society of Computer and Information. 2023; 28(2) 201-207. doi: 10.9708/jksci.2023.28.02.201
Jonghyun Park, LimYeongWoo, Do Hyun Lim, Yunsung Choi, Ahn, Hyunchul. A Multi-step Time Series Forecasting Model for Mid-to-Long Term Agricultural Price Prediction. 2023; 28(2), 201-207. Available from: doi:10.9708/jksci.2023.28.02.201
Jonghyun Park, LimYeongWoo, Do Hyun Lim, Yunsung Choi and Ahn, Hyunchul. "A Multi-step Time Series Forecasting Model for Mid-to-Long Term Agricultural Price Prediction" Journal of The Korea Society of Computer and Information 28, no.2 (2023) : 201-207.doi: 10.9708/jksci.2023.28.02.201
