基于时间序列GA-SVR的水产品价格预测模型及验证

水产品价格的准确预测有助于合理规划水产养殖,正确引导水产行业的发展。根据水产品价格序列的非线性、非平稳和周期性特点,提出了一种基于时间序列遗传优化(genetic algorithm,GA)支持向量回归(support vector regression,SVR)的水产品价格预测模型。该模型首先通过时间序列分析方法对价格序列进行平稳性检验和确定相关阶数,得到训练数据集;再利用遗传算法对支持向量回归模型的参数组合进行寻优,使用优化后的参数建立支持向量回归模型,然后使用模型进行预测。分别选取桂鱼、基围虾、梭子蟹的价格数据对模型进行验证,选取2011-2014年的数据作为训练集,对2015年价格进行预测,结果表明:桂鱼、基围虾、梭子蟹的平均绝对误差分别为6.70%、7.82%、14.76%,均方根误差分别为5.853 1、23.701 1、13.858 0,且优于基于时间序列的SVR模型及BPANN模型的预测结果,可以为水产品价格的预测提供依据。     

橡胶产业现状与展望——2012年中国橡胶年会综述

对2012年橡胶年会上专家发表的观点进行综合,主要观点有：下游产业对橡胶的需求较为稳定;国内合成橡胶行业集中度高,产能过剩;影响天然橡胶供应的因素主要有种植面积、气候变化、地力、劳动力、政府政策、市场价格,未来几年增产空间小;国内天然橡胶产业由于基础设施投入少、科技转化率较低、政策扶持力度小等原因,未来发展困难多;投机行为对天然橡胶价格波动有重要的作用,轮胎企业应当加强价格风险的防范措施等。     

关于完善渔业油价补助政策的探讨

从对国内外渔业油价补助政策的实践来看,该政策对于稳定渔业生产发展有着重要作用。通过会议座谈、重点调查和问卷调查等方法对我国现行渔业油价补助政策进行了调研分析,认为我国渔业油价补助方法不够科学合理,不仅与现行渔业政策不协调,还暴露出实际操作比较困难、支撑渔业油价补助发放的配套制度不够健全等问题。结合我国渔业产业实际,建议应调整完善海洋捕捞业和水产养殖业的油价补贴办法、统一细化全国渔业柴油补贴扣减政策、完善渔船管理和渔政执法管理相关制度等,提高渔业油价补助决策的科学性和民主性。     

DEMAND FOR AQUACULTURE PRODUCTS IN TAIWAN: AN APPLICATION OF THE GENERALIZED MODEL

ABSTRACT

Policy decisions on what aquaculture products to develop require information on consumer demand for cultured species. However, information on the structure of demand for aquaculture products is limited and what few studies there are in Taiwan, where aquaculture is a major industry, suffer from methodological problems. To clear up some of these problems, we used modified nonnested testing techniques and performance forecasting to determine which generalized models could best estimate the demand for Taiwanese aquaculture products. The results of modified nonnested testing of the aquaculture demand system showed that prices predetermined and quantities predetermined could be used to estimate demand. The generalized ordinary demand model was able to better forecast performance than the generalized inverse demand model. We used the likelihood ratio test to discriminate among the four competing models for the generalized ordinary model; the AIDS model could be more suitably applied to the data. A more general model that is able to incorporate different dynamic structures (partial adjustment, first autoregressive, and static). This general framework is applied to the AIDS model. The first autoregressive AIDS model we used to calculate the own and cross-price elasticities for milkfish, tilapia, shrimp, shellfish, and carps found that price elasticities varied across fish type, that some products had high long-run own price elasticities, and that the demand for aquaculture products was largely determined by inertia.     

Price cointegration in spatial markets: An application to milkfish markets in Taiwan

Abstract

The objectives of this study are to analyze the interdependent behavior of lead‐lag milkfish price adjustments between vertically‐related markets (from production to consumption) as well as between five major horizontally‐related wholesale markets. Empirical results show that there is a two‐way lead‐lag cointegrating price relationship between milkfish wholesale and retail markets. Since the fish wholesale market cannot completely and quickly assimilate the retail market information, the speed of response of wholesale prices to retail price changes is relatively slow, inducing low pricing efficiency. The Taipei wholesale market appears to cause the greatest leadership impact on the milkfish price formation compared to other wholesale markets in both the long‐run and short‐run. The results also reveal that there is a high degree of integration relationship between the horizontally integrated wholesale markets (Chiayi, Changhwa and Taichung) for milkfish in the southwestern region within a short distance.     

济源市农业水价分析及其调整策略

科学合理的农业水价能起到价格杠杆作用,促使农业节约用水。以济源市为例,分析区域农业用水概况、农业水价现状及其存在问题,以全成本水价理论和能值价值理论为基础估算得到区域内主要灌区的农业成本水价;以亩均产值和亩均净效益为基础测算得到农民水价承受能力为0.11元/m3;参考计算结果,明确了农业水价的调整范围,针对济源实际,提出了农业水价调整策略。为济源市农业水价调整提供了参考依据,也可供其他地区农业水价调整借鉴。     

调水工程两部制水价风险分析

两部制水价能有效降低调水工程的经营风险,但也存在不安全因素。本文阐述了两部制水价实施过程中的风险来源;根据两部制水价的结构特征,提出利用总亏损率、短期亏损率、水价超额率以及总风险度来度量不同基本水量方案的风险程度。在核算供水成本的基础上,计算了在实际供水量不足的情况下,三种水价方案的风险程度,得出胶东调水工程的基本水量不宜超过设计供水量的20%的结论,并通过灵敏度分析证明该方案具有一定的抗风险能力。     

农村饮用水工程电价政策执行现状分析

农村饮用水工程供水效益差,运行管理难以维持。浙江省各级政府曾出台针对农村饮水安全工程电价优惠的政策,调查显示大部分工程没有得到执行,原因是政策的非强制性和部分农村饮用水工程的营利性。通过不同电价方案的分析比较,表明实现优惠电价能很大程度上降低制水成本。建议国家制定农村饮水工程用电优惠的相关法规,以促进农村饮水安全工程的长效运行。     

一种提高农产品市场价格预测精度的改进算法

为进一步提高农产品市场价格预测精度,及时发现价格异常的农产品,研究以山西晋城绿欣农产品批发市场胡萝卜等13种农产品月均价格数据为依据,对比分析了加权算术平均法、二次指数平滑法等9种时间序列非季节指数预测法,提出了一种改进的二次指数平滑预测法。应用改进后的二次指数平滑预测法计算的误差平方和均小于或等于改进之前,以3月份预测数据为例,其改进算法后误差平方比改进前降低了3007%。综合分析预测值与实际值的误差平方和,以及该种农产品历史预测误差的平方和,可以确定该批发市场某月价格异常的农产品。     

中国生猪价格波动的经济学解释

生猪养殖业在中国具有举足轻重的地位。近年来生猪市场价格波动频繁,对国民经济平稳运行和产业良性发展具有一定影响。对相关文献进行梳理可知,生猪价格波动具有内生性因素和外生性因素,进而文章提出以经济学理论研究生猪价格波动的成因。蛛网模型是解释农产品价格波动的主要工具。以2000年1月至2012年7月的数据为分析对象,发现中国生猪价格波动呈现出整体发散,但局部封闭、收敛的“蛛网紊乱”状态,认为这与中国宏观经济环境的变化,尤其是以利率为代表的货币政策的变化有密切关联。通过仔猪和饲料价格变化分析养殖户的行为,以及根据宏观劳动需求与产量供给分析真实工资与生猪养殖行业之间的关系,是2种探索性的解释,有助于弥补蛛网模型的不足。