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