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Forecasting Commodity Prices in Brazil Through Hybrid SSA-Complex Seasonality Models

EasyChair Preprint no. 6652

13 pagesDate: September 23, 2021

Abstract

Forecasting agricultural prices is of paramount importance to assist producers, farmers, and the industry in the decision-making process. We propose a hybrid forecasting approach combining Singular Spectrum Analysis (SSA) with complex seasonality methods, machine learning, and auto-regressive models to predict monthly corn, soybean, and sugar spot prices in Brazil.

Keyphrases: Commodities, Forecasting, Singular Spectrum Analysi

BibTeX entry
BibTeX does not have the right entry for preprints. This is a hack for producing the correct reference:
@Booklet{EasyChair:6652,
  author = {Rafael Baptista Palazzi and Paula Maçaira and Erick Meira and Marcelo Klotzle},
  title = {Forecasting Commodity Prices in Brazil Through Hybrid SSA-Complex Seasonality Models},
  howpublished = {EasyChair Preprint no. 6652},

  year = {EasyChair, 2021}}
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