Use este identificador para citar ou linkar para este item: http://www.alice.cnptia.embrapa.br/alice/handle/doc/1102768
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dc.contributor.authorRODRIGUES, L. S.
dc.contributor.authorREZENDE, S. O.
dc.contributor.authorMOURA, M. F.
dc.contributor.authorMARCACINI, R. M.
dc.date.accessioned2019-01-02T23:38:36Z-
dc.date.available2019-01-02T23:38:36Z-
dc.date.created2019-01-02
dc.date.issued2018
dc.identifier.citationIn: LATIN AMERICAN COMPUTING CONFERENCE, 44., 2018, São Paulo. Anais... São Paulo: Mackenzie, 2018.
dc.identifier.urihttp://www.alice.cnptia.embrapa.br/alice/handle/doc/1102768-
dc.descriptionResumo- 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.
dc.language.isoengpt_BR
dc.rightsopenAccesseng
dc.subjectSéries temporais
dc.titleAgribusiness time series forecasting using perceptually important events.
dc.typeArtigo em anais e proceedings
dc.date.updated2020-01-21T11:11:11Zpt_BR
dc.subject.thesagroAgronegócio
dc.subject.nalthesaurusAgribusiness
dc.subject.nalthesaurusRisk management
dc.description.notesCLEI 2018.
dc.format.extent210 p.
riaa.ainfo.id1102768
riaa.ainfo.lastupdate2020-01-21 -02:00:00
dc.contributor.institutionLUCAS S. RODRIGUES, UFMS; SOLANGE O. REZENDE, UFSCar; MARIA FERNANDA MOURA, CNPTIA; RICARDO M. MARCACINI, UFMS.
Aparece nas coleções:Artigo em anais de congresso (CNPTIA)

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