Statistical modelling and forecasting of wheat and meslin export from Ukraine using the singular spectral analysis

Q4 Mathematics Statistics in Transition Pub Date : 2023-02-24 DOI:10.59170/stattrans-2023-010

Tetyana Chala, O. Korepanov, I. Lazebnyk, D. Chernenko, G. Korepanov

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引用次数: 1

Abstract

The article addresses the problems related to the functioning of the worldwide market of wheat and meslin. The authors identify the countries that over the past 17 years have been among the top 10 world leaders in terms of the value of export and import of wheat and meslin. The structure of wheat export by Ukrainian regions is analysed in comparison with the total export. The localisation coefficient is applied to measure the regional unevenness of the distribution of wheat export volumes and the total export by regions of the country. The modelling and forecasting of the volumes and prices of export of wheat and meslin from Ukraine are based on Singular Spectrum Analysis. The study particularly focuses on the individual components of time series, such as trend, annual, semi-annual, four-month, three-month seasonal components. The reliability of the forecast is confirmed by the calculation of the MAPE forecast error and Henry Theil’s inequality coefficient. The article proposes an algorithm for calculating the relative indicators of the structure for the individual components of the reconstructed time series, identified through the singular spectral analysis.

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利用奇异谱分析对乌克兰小麦和meslin出口的统计建模和预测

本文论述了世界小麦和meslin市场运作的相关问题。作者确定了在过去17年中，就小麦和meslin的进出口价值而言，跻身世界前十的国家。将乌克兰各地区的小麦出口结构与出口总额进行比较分析。本地化系数用于衡量小麦出口量分布的区域不均衡性和全国各地区的出口总额。乌克兰小麦和meslin出口量和价格的建模和预测基于奇异谱分析。该研究特别关注时间序列的各个组成部分，如趋势、年度、半年、四个月、三个月的季节性组成部分。通过MAPE预测误差和Henry Theil不等式系数的计算，验证了预测的可靠性。本文提出了一种算法，用于计算通过奇异谱分析识别的重构时间序列的各个分量的结构的相对指标。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Statistics in Transition Decision Sciences-Statistics, Probability and Uncertainty

CiteScore

1.00

自引率

0.00%

发文量

审稿时长

9 weeks

期刊介绍： Statistics in Transition (SiT) is an international journal published jointly by the Polish Statistical Association (PTS) and the Central Statistical Office of Poland (CSO/GUS), which sponsors this publication. Launched in 1993, it was issued twice a year until 2006; since then it appears - under a slightly changed title, Statistics in Transition new series - three times a year; and after 2013 as a regular quarterly journal." The journal provides a forum for exchange of ideas and experience amongst members of international community of statisticians, data producers and users, including researchers, teachers, policy makers and the general public. Its initially dominating focus on statistical issues pertinent to transition from centrally planned to a market-oriented economy has gradually been extended to embracing statistical problems related to development and modernization of the system of public (official) statistics, in general.