{"title":"Spectral temporal graph neural network for multivariate agricultural price forecasting","authors":"Cevher Özden, Mutlu Bulut","doi":"10.1590/0103-8478cr20220677","DOIUrl":null,"url":null,"abstract":"ABSTRACT: Multivariate time series forecasting has an important role in many real-world domains. Especially, price prediction has always been on the focus of researchers. Yet, it is a challenging task that requires the capturing of intra-series and inter-series correlations. Most of the models in literature focus only on the correlation in temporal domain. In this paper, we have curated a new dataset from the official website of Turkish Ministry of Commerce. The dataset consists of daily prices and trade volume of vegetables and covers 1791 days between January 1, 2018 and November 26, 2022. A Spectral Temporal Graph Neural Network (StemGNN) is employed on the curated dataset and the results are given in comparison to Convolutional neural networks (CNN), Long short-term memory (LSTM) and Random Forest models. GNN architecture achieved a state-of-the-art result such as mean absolute error (MAE): 1,37 and root mean squared error (RMSE): 1.94). To our knowledge, this is one of the few studies that investigates GNN for time series analysis and the first study in architecture field.","PeriodicalId":10308,"journal":{"name":"Ciencia Rural","volume":null,"pages":null},"PeriodicalIF":0.8000,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Ciencia Rural","FirstCategoryId":"97","ListUrlMain":"https://doi.org/10.1590/0103-8478cr20220677","RegionNum":4,"RegionCategory":"农林科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"AGRONOMY","Score":null,"Total":0}
引用次数: 1
Abstract
ABSTRACT: Multivariate time series forecasting has an important role in many real-world domains. Especially, price prediction has always been on the focus of researchers. Yet, it is a challenging task that requires the capturing of intra-series and inter-series correlations. Most of the models in literature focus only on the correlation in temporal domain. In this paper, we have curated a new dataset from the official website of Turkish Ministry of Commerce. The dataset consists of daily prices and trade volume of vegetables and covers 1791 days between January 1, 2018 and November 26, 2022. A Spectral Temporal Graph Neural Network (StemGNN) is employed on the curated dataset and the results are given in comparison to Convolutional neural networks (CNN), Long short-term memory (LSTM) and Random Forest models. GNN architecture achieved a state-of-the-art result such as mean absolute error (MAE): 1,37 and root mean squared error (RMSE): 1.94). To our knowledge, this is one of the few studies that investigates GNN for time series analysis and the first study in architecture field.
期刊介绍:
The purpose of Ciência Rural is to publish the results of original research, note and reviews which contribute significantly to knowledge in Agricultural Sciences. Preference will be given to original articles that develop news concepts or experimental approaches and are not merely repositories of scientific data. The decison of acceptance for publication lies with the Editors and is based on the recommendations of Editorial Comission, Area Committee and/ or ad hoc reviewers. The editors and reviewers are external to the institution.