Forecasting the prices of hogs has always been a popular field of research. Such information has played an essential role in decision-making for farmers, consumers, corporations, and governments. It is hard to predict hog prices because too many factors can influence them. Some of the factors are easy to quantify, but some are not. Capturing the characteristics behind the price data is also tricky considering their non-linear and non-stationary nature. To address these difficulties, we propose Heterogeneous Graph-enhanced LSTM (HGLTSM), which is a method that predicts weekly hog price. In this paper, we first extract the historical prices of necessary agricultural products in recent years. Then, we utilize discussions from the online professional community to build heterogeneous graphs. These graphs have rich information of both discussions and the engaged users. Finally, we construct HGLSTM to make the prediction. The experimental results demonstrate that forum discussions are beneficial to hog price prediction. Moreover, our method exhibits a better performance than existing methods.
Stationary GE-Process and its Application in Analyzing Gold Price Data
