Forecast And Early-warning On Animal Products Prices In China

Based on the theory of price, economic forecasting and early-warning, the paper analyzed the cycles and features of the main animal products prices and build time series forecasting models, black and yellow early-warning models with the methods and models of the time series decomposition, auto-regressive conditional heteroskedasticity, auto-regressive and moving average, grey prediction, combined forecasting, back propogation artificial neural network model, black and yellow early-warning, etc.The significance, purpose ,methods and procedure of this research was stated firstly. The second chapter of this paper is literature review on related research so as far as I know. The chapter generalized the main aspects on the prices of agricultural products and the quantitative study methods about animal products prices forecasting with summarizing the related research and results of Chinese animal products prices early-warning.The theory and methods of price, economic forcasting and early-warning used in the paper were described in the third chapter. The markets with floor price and yield intervention and the cobweb model were stated. The theoretical basis, the general principles and classification of economic forcasting were shown. The logical process, methodology and rules of dividing alert intervals and classification about economic early-warning were generalized.The historical tracks were described about Chinese pork, beef, mutton, chicken and eggs market prices which volatility time series was analyzed with getting the cycle components and the features of volatility clustering, asymmetric and risk-return in the chapter 4. Animal products prices forecasting models of auto-regressive and moving average, grey prediction and combined forecasting were constructed and the monthly results of the combined forecasting based on IOWA operator were calculated in 2011.Production situation of Chinese animal products was shown with analysis of features about cost-benefit, the trend of the demands, and the circumstances of nature and economy and policy in the chapter 5. Influence factors about animal products prices fluctuation was analyzed from four aspects of supply, demand, policy and economic conditions and nature. The chart of influence factors analysis was drawn in the ending of the chapter 5.The early-warning index systems about animal products prices fluctuation was built on the basis of the fundamental principles of early-warning index systems with conception and the methods of classification on foregoing, synchronous and lag premonition indexes and the empirical analysis on pork prices in the chapter 6.Black early-warning models of animal products prices fluctuation were built based on the time series forecasting models in the chapter 7, and the monthly results of black early-warning were calculated in 2011. Yellow early-warning models on animal products prices fluctuation were built after features and theory and algorithm of BP artificial neural network model were illustrated. Input of the yellow early-warning models is foregoing premonition indexes and output is the results of the early-warning of the prices fluctuation.Chapter nine put forward some suggestions on how to establish and perfect Chinese animal products prices fluctuation forecasting and early-warning systems. The suggestions included refining information systems about animal products prices fluctuation forecasting and early-warning, standardizing the releasing and query ways of information, rational use of the results of animal products prices fluctuation forecasting and early-warning and improving the research level about animal products prices fluctuation forecasting and early-warning.Finally, the paper summarized the main findings. At the same time, the problems and defects existing in this study were discussed and a way of improving was pointed out.