基于多尺度分析的我国生猪市场价格驱动机制与预测模型研究

项目名称： 基于多尺度分析的我国生猪市场价格驱动机制与预测模型研究

项目编号： No.71501079

项目类型： 青年科学基金项目

立项/批准年度： 2016

项目学科： 管理科学

项目作者： 熊涛

作者单位： 华中农业大学

项目金额： 17.4万元

中文摘要： 近年来，我国生猪市场价格的超常波动给人民生活与相关产业发展带来不利影响。因此，深入分析我国生猪市场价格驱动机制并建立有效的预测模型，具有重要现实意义。本项目针对生猪市场价格呈现出的非线性、非平稳和多尺度等复杂特征，利用多尺度分析在处理此类时序数据上具有的良好时间和频率辨析度的优势，从复杂系统和数据驱动的视角研究我国生猪价格波动特征与规律，分析生猪市场供求等内部驱动因素与生猪价格的交互效应、政府调控政策等外部驱动因素对生猪价格的事件冲击效应，以明晰生猪价格驱动机制，并生成驱动因素备选池；进一步，根据生猪价格在各尺度上的波动特征，结合驱动因素备选池，通过对输入选择、多步预测策略和预测建模技术进行研究，从多尺度视角构建基于计算智能技术的多元驱动预测模型，实现对生猪价格未来运行态势的准确预测。研究成果有助于生猪产业管理部门与从业者把握我国生猪市场价格运行规律，进而提升相关决策制定的前瞻性与科学性。

中文关键词： 生猪价格；预测模型；多尺度分析；多步预测；经验模态分解

英文摘要： In recent years, the extraordinary fluctuations of hog price in China exert adverse effects on people’s livelihood and the development of related industries. Thus, exploring the driving mechanism of hog market prices and the establishment of an effective hog price prediction model are of great practical significance. According to the complex features of hog price, including nonlinear, non-stationary, and multi-scale, and considering the remarkable time and frequency discrimination capability of multi-scale analysis in dealing with hog price problems, this study will figure out the fluctuation characteristics and rule of the hog price in China from the perspective of complex systems and data-driven, and also analyze the interaction effect between internal driving factors (e.g., hog market supply and demand) and hog price, then the shock effect of external driving factors (e.g., regulatory policies) on hog price, for understanding the driving mechanism of hog price and generate alternative pool of driving factors. After that, based on the characteristics and rules of the various sub-items of hog price, and the obtained alternative pool, a computational intelligence techniques-based hog price prediction model would be constructed, by focusing on input selection, multi-step prediction strategy, and prediction modeling techniques. All above works would benefit the governor and practitioner in hog industry, to help them get the rule of the hog market price, and to improve the foreseeability and scientificity of all related decision-making.

英文关键词： Hog Price;Prediction Model;Multi-Scale Analysis;Multi-step-ahead Prediction;Empirical Mode Decomposition