Forecasting value of agricultural imports using a novel two-stage hybrid model

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@Article{Lee:2014:CEA,
  author =       "Yi-Shian Lee and Wan-Yu Liu",
  title =        "Forecasting value of agricultural imports using a
                 novel two-stage hybrid model",
  journal =      "Computers and Electronics in Agriculture",
  volume =       "104",
  pages =        "71--83",
  year =         "2014",
  ISSN =         "0168-1699",
  DOI =          "doi:10.1016/j.compag.2014.03.011",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0168169914000817",
  keywords =     "genetic algorithms, genetic programming, Value of
                 agricultural imports, GM(1,1), Residual signs, Residual
                 series",
  abstract =     "Agricultural imports are becoming increasingly
                 important in terms of their impact on economic
                 development. An accurate model must be developed for
                 forecasting the value of agricultural imports since
                 rapid changes in industry and economic policy affect
                 the value of agricultural imports. Conventionally, the
                 ARIMA model has been used to forecast the value of
                 agricultural imports, but it generally requires a large
                 sample size and several statistical assumptions. Some
                 studies have applied nonlinear methods such as the
                 GM(1,1) and improved GM(1,1) models, yet neglected the
                 importance of enhancing the accuracy of residual signs
                 and residual series. Therefore, this study develops a
                 novel two-stage forecasting model that combines the
                 GM(1,1) model with genetic programming to accurately
                 forecast the value of agricultural imports. Moreover,
                 accuracy of the proposed model is demonstrated based on
                 two agricultural imports data sets from the Taiwan and
                 USA.",
}

Genetic Programming entries for Yi-Shian Lee Wan-Yu Liu

Citations