Forecasting cashew production in India using a hybrid machine learning framework with STL decomposition, ensemble methods, and global trade network analysis
摘要
This study presents a comprehensive analytical framework to examine and forecast the dynamics of India’s cashew production and cashew nut shell liquid (CNSL) exports. The analysis comprises two integrated components: a machine learning-based production forecasting system and a network topology analysis of India’s global CNSL trade relationships. For production forecasting, we develop a hybrid pipeline that integrates rolling Seasonal-Trend Decomposition using Loess (STL) with ensemble machine learning methods, specifically Random Forest and Gradient Boosting Machines, benchmarked against regularized linear models (Ridge and ElasticNet). To prevent data leakage, we implement a novel rolling STL decomposition approach that performs signal decomposition iteratively using only historical data available at each forecast origin. The methodology incorporates robust data preprocessing steps such as missing value imputation and normalization, along with temporal feature engineering involving lagged values, moving averages, rolling statistics, and year-on-year growth rates. To ensure reliable performance evaluation, we adopt an expanding window cross-validation strategy tailored for time series data across three temporal folds spanning 1999–2020. Among the models evaluated, Gradient Boosting demonstrates superior performance with an