Deterministic Chaos Detection and Simplicial Local Predictions Applied to Strawberry Production Time Series

Juan D. Borrero and Jesus Mariscal
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Juan D. Borrero: Agricultural Economics Research Group, Department of Management and Marketing, University of Huelva, Pza. de la Merced s/n, 21071 Huelva, Spain
Jesus Mariscal: Agricultural Economics Research Group, Department of Management and Marketing, University of Huelva, Pza. de la Merced s/n, 21071 Huelva, Spain

Mathematics, 2021, vol. 9, issue 23, 1-18

Abstract: In this work, we attempted to find a non-linear dependency in the time series of strawberry production in Huelva (Spain) using a procedure based on metric tests measuring chaos. This study aims to develop a novel method for yield prediction. To do this, we study the system’s sensitivity to initial conditions (exponential growth of the errors) using the maximal Lyapunov exponent. To check the soundness of its computation on non-stationary and not excessively long time series, we employed the method of over-embedding, apart from repeating the computation with parts of the transformed time series. We determine the existence of deterministic chaos, and we conclude that non-linear techniques from chaos theory are better suited to describe the data than linear techniques such as the ARIMA (autoregressive integrated moving average) or SARIMA (seasonal autoregressive moving average) models. We proceed to predict short-term strawberry production using Lorenz’s Analog Method.

Keywords: time series; nonlinear forecasting; yield production; chaos theory; Lyapunov exponents (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2021
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