| |
|
|
|
Registro Completo |
|
Biblioteca(s): |
Embrapa Agricultura Digital. |
|
Data corrente: |
02/01/2019 |
|
Data da última atualização: |
21/01/2020 |
|
Tipo da produção científica: |
Artigo em Anais de Congresso |
|
Autoria: |
RODRIGUES, L. S.; REZENDE, S. O.; MOURA, M. F.; MARCACINI, R. M. |
|
Afiliação: |
LUCAS S. RODRIGUES, UFMS; SOLANGE O. REZENDE, UFSCar; MARIA FERNANDA MOURA, CNPTIA; RICARDO M. MARCACINI, UFMS. |
|
Título: |
Agribusiness time series forecasting using perceptually important events. |
|
Ano de publicação: |
2018 |
|
Fonte/Imprenta: |
In: LATIN AMERICAN COMPUTING CONFERENCE, 44., 2018, São Paulo. Anais... São Paulo: Mackenzie, 2018. |
|
Páginas: |
10 p. |
|
Idioma: |
Inglês |
|
Notas: |
CLEI 2018. |
|
Conteúdo: |
Resumo- Modern agribusiness management incorporates instruments for risk management with the objective of mitigating uncertainties to the producer. In this context, the producer (riskaverse) transfer the risk of price oscillation to companies or individuals that operate in the futures market and who expect to receive a payment (risk premium) for assuming such risk. Defining the adequate strategies for risk management depends on the knowledge about the problem to determine prices ranges in the future. Recent studies demonstrate that time series forecasting can be significantly improved by considering additional inforation about the problem. In particular, besides the historical time series, textual knowledge extracted from the news portals, social networking and other public data sources available in the web may also be used. This paper presents an approach for agribusiness time series forecasting that allows incorporating external knowledge in the form of events extracted from news about agribusiness, without the need to previously label textual information. In this case, periods of significant uptrends and downtrends of time series are automatically identified - known in the literature as perceptually important points (PIP). We extend the concept of PIP to news events, where similar events published with a certain regularity in periods of uptrends and owntrends are selected as perceptually important events to improve time series forecasting models. An experimental evaluation based on price prediction on ten corn futures contracts (derivatives) provides evidence that the proposed approach is promising. MenosResumo- Modern agribusiness management incorporates instruments for risk management with the objective of mitigating uncertainties to the producer. In this context, the producer (riskaverse) transfer the risk of price oscillation to companies or individuals that operate in the futures market and who expect to receive a payment (risk premium) for assuming such risk. Defining the adequate strategies for risk management depends on the knowledge about the problem to determine prices ranges in the future. Recent studies demonstrate that time series forecasting can be significantly improved by considering additional inforation about the problem. In particular, besides the historical time series, textual knowledge extracted from the news portals, social networking and other public data sources available in the web may also be used. This paper presents an approach for agribusiness time series forecasting that allows incorporating external knowledge in the form of events extracted from news about agribusiness, without the need to previously label textual information. In this case, periods of significant uptrends and downtrends of time series are automatically identified - known in the literature as perceptually important points (PIP). We extend the concept of PIP to news events, where similar events published with a certain regularity in periods of uptrends and owntrends are selected as perceptually important events to improve time series forecasting models. An experimental evaluatio... Mostrar Tudo |
|
Palavras-Chave: |
Séries temporais. |
|
Thesagro: |
Agronegócio. |
|
Thesaurus Nal: |
Agribusiness; Risk management. |
|
Categoria do assunto: |
X Pesquisa, Tecnologia e Engenharia |
|
URL: |
https://ainfo.cnptia.embrapa.br/digital/bitstream/item/189590/1/agribusiness-time.pdf
|
|
Marc: |
LEADER 02297nam a2200217 a 4500
001 2102768
005 2020-01-21
008 2018 bl uuuu u00u1 u #d
100 1 $aRODRIGUES, L. S.
245 $aAgribusiness time series forecasting using perceptually important events.$h[electronic resource]
260 $aIn: LATIN AMERICAN COMPUTING CONFERENCE, 44., 2018, São Paulo. Anais... São Paulo: Mackenzie$c2018
300 $a10 p.
500 $aCLEI 2018.
520 $aResumo- Modern agribusiness management incorporates instruments for risk management with the objective of mitigating uncertainties to the producer. In this context, the producer (riskaverse) transfer the risk of price oscillation to companies or individuals that operate in the futures market and who expect to receive a payment (risk premium) for assuming such risk. Defining the adequate strategies for risk management depends on the knowledge about the problem to determine prices ranges in the future. Recent studies demonstrate that time series forecasting can be significantly improved by considering additional inforation about the problem. In particular, besides the historical time series, textual knowledge extracted from the news portals, social networking and other public data sources available in the web may also be used. This paper presents an approach for agribusiness time series forecasting that allows incorporating external knowledge in the form of events extracted from news about agribusiness, without the need to previously label textual information. In this case, periods of significant uptrends and downtrends of time series are automatically identified - known in the literature as perceptually important points (PIP). We extend the concept of PIP to news events, where similar events published with a certain regularity in periods of uptrends and owntrends are selected as perceptually important events to improve time series forecasting models. An experimental evaluation based on price prediction on ten corn futures contracts (derivatives) provides evidence that the proposed approach is promising.
650 $aAgribusiness
650 $aRisk management
650 $aAgronegócio
653 $aSéries temporais
700 1 $aREZENDE, S. O.
700 1 $aMOURA, M. F.
700 1 $aMARCACINI, R. M.
Download
Esconder MarcMostrar Marc Completo |
|
Registro original: |
Embrapa Agricultura Digital (CNPTIA) |
|
|
Biblioteca |
ID |
Origem |
Tipo/Formato |
Classificação |
Cutter |
Registro |
Volume |
Status |
URL |
Voltar
|
|
|
| Registros recuperados : 31 | |
| 9. |  | RODRIGUES, L. S.; BALDANI, V. L. D.; REIS, V. M.; BALDANI, J. I. Diversidade de bactérias diazotróficas endofíticas dos gêneros Herbaspirillum e Burkholderia na cultura do arroz inundado. Pesquisa Agropecuária Brasileira, Brasília, DF, v. 41, n. 2, p. 275-284, fev. 2006 Título em inglês: Diversity of endophytic diazotrophic bacteria of the genus Herbaspirillum and Burkholderia in wetland rice.| Biblioteca(s): Embrapa Unidades Centrais. |
|    |
| 10. | | RODRIGUES, L. S.; ANTUNES, I. F.; TEIXEIRA, M. G.; SILVA, J. B. Divergência genética entre cultivares locais e cultivares melhoradas de feijão. Pesquisa Agropecuária Brasileira, Brasília, DF, v. 37, n. 9, p. 1275-1284, set. 2002 Título em inglês: Genetic divergence in bean land races and research-developed cultivars.| Biblioteca(s): Embrapa Unidades Centrais. |
| |
| 11. | | RODRIGUES, L. S.; ANTUNES, I. F.; TEIXEIRA, M. G.; SILVA, J. B. Divergência genética entre cultivares locais e cultivares melhoradas de feijão. Pesquisa Agropecuária Brasileira, Brasília, DF, v. 37, n. 9, p. 1275-1284, set. 2002. Genetic divergence in bean land races and research-developed cultivars.| Biblioteca(s): Embrapa Agrobiologia. |
| |
| 12. | | RODRIGUES, L. S.; SINOARA, R. A.; REZENDE, S. O.; MARCACINI, R. M.; MOURA, M. F. Identificação de Pontos Perceptualmente Importantes (PIP) em séries temporais de tópicos extraídos de dados textuais. In: MOSTRA DE ESTAGIÁRIOS E BOLSISTAS DA EMBRAPA INFORMÁTICA AGROPECUÁRIA, 11., 2015, Campinas. Resumos expandidos... Brasília, DF: Embrapa, 2015. p. 38-44.| Tipo: Artigo em Anais de Congresso |
| Biblioteca(s): Embrapa Agricultura Digital. |
| |
| 13. | | RODRIGUES, L. S.; SILVA, I. J.; MARRIEL, I. E.; NEVES, A. O.; MATIAS, C. F. Q.; CRISOSTOMO, C. M. Análise da população de arqueas metanogenicas no lodo de reator UASB alimentado com dejetos de suínos utilizando a eletroforese em gel com gradiente desnaturante (DGGE). In: SIMPÓSIO INTERNACIONAL SOBRE GERENCIAMENTO DE RESÍDUOS DE ANIMAIS, 1., 2009, Florianópolis. Anais [das] palestras. Concórdia: Embrapa Suínos e Aves, 2009. p. 512-516. v.2| Tipo: Artigo em Anais de Congresso / Nota Técnica |
| Biblioteca(s): Embrapa Milho e Sorgo. |
| |
| 15. | | RIBEIRO, P. E. de A.; BARROS, L. C. de; RODRIGUES, L. S.; MINGOTE, D. A.; MARMO, C. R. Disseminação de tecnologias sociais e percepção da população rural sobre a implantação de fossas sépticas biodigestoras: estudo de caso. In: LANDAU, E. C.; MOURA, L. (Ed.). Variação geográfica do saneamento básico no Brasil em 2010: domicílios urbanos e rurais. Brasília, DF: Embrapa, 2016. cap. 10, p. 273-288.| Tipo: Capítulo em Livro Técnico-Científico |
| Biblioteca(s): Embrapa Instrumentação; Embrapa Milho e Sorgo. |
| |
| 19. | | BRASIL, M. S.; RODRIGUES, L. S.; SALLES, J. F.; BALDANI, V. L. D.; REIS, V. M.; BALDANI, J. I. Uso de "primers" espécie-específicos para identificação e detecção no ambiente de bactérias fixadoras de N2 do gênero Burkholderia spp. In: CONGRESSO BRASILEIRO DE MICROBIOLOGIA, 22., 2003, Florianópolis. Resumos... Florianópolis: SBM, 2003. 1 p.| Biblioteca(s): Embrapa Agrobiologia. |
| |
| Registros recuperados : 31 | |
|
| Nenhum registro encontrado para a expressão de busca informada. |
|
|
