Forecasting pseudo‐periodic seasonal patterns in agricultural prices
提出一个季节性模型，用于预测具有伪周期季节性模式的农产品价格，其中季节周期长度随时间变化，并通过演化样条捕捉季节模式的动态变化，以德国市场番茄周度价格为例验证模型有效性。
Abstract A seasonal model is proposed to forecast agricultural prices with pseudo‐periodic seasonal patterns, in which the length of the seasonal period does not remain the same over time. The seasonal effect at a season is defined as a function of the proportion of the seasonal period length elapsed up to that season, and the seasonal pattern is modeled by means of evolving splines to capture any dynamic process of change. Such a model is a useful tool to forecast seasonal behaviors. To illustrate the relevance of this modeling framework, the methodology is applied to weekly prices of tomatoes exported to German markets.