Suppr超能文献

生猪价格预测的分解-重构-优化框架:融合STL、主成分分析和布谷鸟搜索算法优化的双向长短期记忆网络

Decomposition-reconstruction-optimization framework for hog price forecasting: Integrating STL, PCA, and BWO-optimized BiLSTM.

作者信息

Liu Xiangjuan, Li Yunlong, Wang Fengtong, Qin Yujie, Lyu Zhongyu

机构信息

College of Computer and Control Engineering, Qiqihar University, Qiqihar, China.

Heilongjiang Key Laboratory of Big Data Network Security Detection and Analysis, Qiqihar University, Qiqihar, China.

出版信息

PLoS One. 2025 Jun 27;20(6):e0324646. doi: 10.1371/journal.pone.0324646. eCollection 2025.

Abstract

This study constructs a multi-stage hybrid forecasting model using hog price time series data and its influencing factors to improve prediction accuracy. First, seven benchmark models including Prophet, ARIMA, and LSTM were applied to raw price series, where results demonstrated that deep learning models significantly outperformed traditional methods. Subsequently, STL decomposition decoupled the series into trend, seasonal, and residual components for component-specific modeling, achieving a 22.6% reduction in average MAE compared to raw data modeling. Further integration of Spearman correlation analysis and PCA dimensionality reduction created multidimensional feature sets, revealing substantial accuracy improvements: The BiLSTM model achieved an 83.6% cumulative MAE reduction from 1.65 (raw data) to 0.27 (STL-PCA), while traditional models like Prophet showed an 82.2% MAE decrease after feature engineering optimization. Finally, the Beluga Whale Optimization (BWO)-tuned STL-PCA-BWO-BiLSTM hybrid model delivered optimal performance on test sets (RMSE = 0.22, MAE = 0.16, MAPE = 0.99%, [Formula: see text]), exhibiting 40.7% higher accuracy than unoptimized BiLSTM (MAE = 0.27). The research demonstrates that the synergy of temporal decomposition, feature dimensionality reduction, and intelligent optimization reduces hog price prediction errors by over 80%, with STL-PCA feature engineering contributing 67.4% of the improvement. This work establishes an innovative "decomposition-reconstruction-optimization" framework for agricultural economic time series forecasting.

摘要

本研究利用生猪价格时间序列数据及其影响因素构建了一个多阶段混合预测模型,以提高预测准确性。首先,将包括Prophet、ARIMA和LSTM在内的七个基准模型应用于原始价格序列,结果表明深度学习模型显著优于传统方法。随后,STL分解将序列解耦为趋势、季节性和残差成分,用于特定成分建模,与原始数据建模相比,平均平均绝对误差(MAE)降低了22.6%。进一步将Spearman相关分析和主成分分析(PCA)降维相结合,创建了多维特征集,显示出准确性的大幅提高:双向长短期记忆(BiLSTM)模型的累积MAE从1.65(原始数据)降至0.27(STL-PCA),降低了83.6%,而Prophet等传统模型在特征工程优化后MAE降低了82.2%。最后,经白鲸优化(BWO)调整的STL-PCA-BWO-BiLSTM混合模型在测试集上表现出最优性能(均方根误差(RMSE)=0.22,MAE=0.16,平均绝对百分比误差(MAPE)=0.99%,[公式:见原文]),比未优化的BiLSTM(MAE=0.27)的准确率高40.7%。该研究表明,时间分解、特征降维和智能优化的协同作用使生猪价格预测误差降低了80%以上,其中STL-PCA特征工程贡献了67.4%的改进。这项工作为农业经济时间序列预测建立了一个创新的“分解-重构-优化”框架。

https://cdn.ncbi.nlm.nih.gov/pmc/blobs/8c88/12204532/8a1f587c5d43/pone.0324646.g001.jpg

文献AI研究员

20分钟写一篇综述,助力文献阅读效率提升50倍。

立即体验

用中文搜PubMed

大模型驱动的PubMed中文搜索引擎

马上搜索

文档翻译

学术文献翻译模型,支持多种主流文档格式。

立即体验