DocumentCode :
2873675
Title :
Developing neural networks to forecast agricultural commodity prices
Author :
Snyder, John ; Sweat, Jason ; Richardson, Michelle ; Pattie, Doug
Volume :
iv
fYear :
1992
fDate :
7-10 Jan 1992
Firstpage :
516
Abstract :
The paper evaluates neural networks as a univariate forecasting tool for two agricultural price series: weekly closing prices for live cattle and daily settlement prices for corn. Performance was evaluated using root mean squared error and mean absolute percentage error. Neural networks outperformed the best traditional method for cattle price forecasts made four, eight, and twelve weeks into the future, and for corn made ten trading days into the future
Keywords :
Agriculture; Artificial neural networks; Cows; Economic forecasting; Fluctuations; History; Neural networks; Smoothing methods; Software packages; Testing;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
System Sciences, 1992. Proceedings of the Twenty-Fifth Hawaii International Conference on
Conference_Location :
Kauai, HI
Print_ISBN :
0-8186-2420-5
Type :
conf
DOI :
10.1109/HICSS.1992.183442
Filename :
183442
Link To Document :
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