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A Heterogeneous Graph Enhanced LSTM Network for Hog Price Prediction Using Online Discussion

Kai Ye, Yangheran Piao, Kun Zhao and Xiaohui Cui
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Kai Ye: Key Laboratory of Aerospace Information Security and Trusted Computing, Ministry of Education, School of Cyber Science and Engineering, Wuhan University, Wuhan 430072, China
Yangheran Piao: Key Laboratory of Aerospace Information Security and Trusted Computing, Ministry of Education, School of Cyber Science and Engineering, Wuhan University, Wuhan 430072, China
Kun Zhao: Key Laboratory of Aerospace Information Security and Trusted Computing, Ministry of Education, School of Cyber Science and Engineering, Wuhan University, Wuhan 430072, China
Xiaohui Cui: Key Laboratory of Aerospace Information Security and Trusted Computing, Ministry of Education, School of Cyber Science and Engineering, Wuhan University, Wuhan 430072, China

Agriculture, 2021, vol. 11, issue 4, 1-14

Abstract: Forecasting the prices of hogs has always been a popular field of research. Such information has played an essential role in decision-making for farmers, consumers, corporations, and governments. It is hard to predict hog prices because too many factors can influence them. Some of the factors are easy to quantify, but some are not. Capturing the characteristics behind the price data is also tricky considering their non-linear and non-stationary nature. To address these difficulties, we propose Heterogeneous Graph-enhanced LSTM (HGLTSM), which is a method that predicts weekly hog price. In this paper, we first extract the historical prices of necessary agricultural products in recent years. Then, we utilize discussions from the online professional community to build heterogeneous graphs. These graphs have rich information of both discussions and the engaged users. Finally, we construct HGLSTM to make the prediction. The experimental results demonstrate that forum discussions are beneficial to hog price prediction. Moreover, our method exhibits a better performance than existing methods.

Keywords: agricultural price; price forecast; hog price; heterogeneous graph (search for similar items in EconPapers)
JEL-codes: Q1 Q10 Q11 Q12 Q13 Q14 Q15 Q16 Q17 Q18 (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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