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<p>Accurate prediction of agricultural product futures prices is crucial for the sustainable and healthy development of the agricultural industry. Existing neural network models for predicting agricultural product futures prices have not fully considered the nonlinear correlation and structural relationship of input data, which may limit the model's capability to capture and predict price dynamics. Therefore, this paper proposes a combined prediction model that integrates graph convolutional network (GCN) with bidirectional gated recurrent unit (BiGRU) and integrates them through tree-structured parzen estimator (TPE). The GCN–BiGRU–TPE model offers more comprehensive and in-depth data analysis capabilities. From the spatial dimension, the GCN captures the complex topological structure of the data; from the temporal dimension, the BiGRU processes the time dependency of price sequences. The TPE optimizes the weights of the spatiotemporal features outputted, which are then passed through a fully connected layer for final prediction. Empirical research on corn futures price data shows that the proposed GCN–BiGRU–TPE model outperforms traditional prediction models. In various error metrics used, the root mean square error (RMSE) was 20.214, the mean absolute error (MAE) was 14.870, the mean absolute percentage error (MAPE) was 0.547, and the r-squared (<InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10614_2024_10832_Article_IEq1.gif" Format="GIF" Height="17" Rendition="HTML" Resolution="72" Type="Linedraw" Width="19" /> </InlineMediaObject> <EquationSource Format="TEX">\({\text{R}}^{2}\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mtext>R</mtext> </mrow> <mn>2</mn> </msup> </math></EquationSource> </InlineEquation>) was 0.969. These results highlight the effectiveness of applying graph-structured data and graph neural networks in predicting agricultural product prices.</p>

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Integrated GCN–BiGRU–TPE Agricultural Product Futures Prices Prediction Based on Multi-graph Construction

  • 期刊论文

  • 发表日期：

    2025年1月8日

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  • Dabin Zhang,
  • Xiaoming Li,
  • Liwen Ling,
  • Huanling Hu,
  • Ruibin Lin

摘要

Accurate prediction of agricultural product futures prices is crucial for the sustainable and healthy development of the agricultural industry. Existing neural network models for predicting agricultural product futures prices have not fully considered the nonlinear correlation and structural relationship of input data, which may limit the model's capability to capture and predict price dynamics. Therefore, this paper proposes a combined prediction model that integrates graph convolutional network (GCN) with bidirectional gated recurrent unit (BiGRU) and integrates them through tree-structured parzen estimator (TPE). The GCN–BiGRU–TPE model offers more comprehensive and in-depth data analysis capabilities. From the spatial dimension, the GCN captures the complex topological structure of the data; from the temporal dimension, the BiGRU processes the time dependency of price sequences. The TPE optimizes the weights of the spatiotemporal features outputted, which are then passed through a fully connected layer for final prediction. Empirical research on corn futures price data shows that the proposed GCN–BiGRU–TPE model outperforms traditional prediction models. In various error metrics used, the root mean square error (RMSE) was 20.214, the mean absolute error (MAE) was 14.870, the mean absolute percentage error (MAPE) was 0.547, and the r-squared ( \({\text{R}}^{2}\) R 2 ) was 0.969. These results highlight the effectiveness of applying graph-structured data and graph neural networks in predicting agricultural product prices.