ارزیابی عملکرد مدل هیبرید شبکه عصبی مصنوعی-ﺧﻮد ﺗﻮﺿﻴﺢ ﺟﻤﻌﻲ ﻣﻴﺎﻧﮕﻴﻦ ﻣﺘﺤﺮک (ARIMA-ANN) در پیش‌بینی صادرات زعفران ایران

نوع مقاله: مقاله علمی پژوهشی

نویسندگان

1 استاد، گروه اقتصاد کشاورزی، دانشکده کشاورزی، دانشگاه فردوسی مشهد.

2 دانشجوی دکتری اقتصاد کشاورزی، دانشکده کشاورزی، دانشگاه فردوسی مشهد.

چکیده

زعفران ایران از لحاظ کمی و کیفی از جایگاه نمایانی در سطح بین­المللی برخوردار است و با بهره­گیری از ظرفیت موجود می­توان درآمدهای صادراتی حاصل از آن را به­طور قابل ‌ملاحظه‌ای افزایش داد. از سوی دیگر، پیش­بینی فروش بر اساس تجزیه ‌وتحلیل سری زمانی یک عنصر بسیار مهم در طراحی و اجرای استراتژی­های بازاریابی در عرصه­ی بین­المللی است. اما رویکرد­های متداول پیش­بینی با نادیده گرفتن ساختار خطی یا غیرخطی داده­ها نتایج دقیقی را ارائه نمی­دهند. لذا، هدف اصلی این مطالعه طراحی یک مدل هیبرید متشکل از دو روش شبکه عصبی مصنوعی (ANN) و ﺧـﻮد ﺗﻮﺿـﻴﺢ ﺟﻤﻌـﻲ ﻣﻴـﺎﻧﮕﻴﻦ ﻣﺘﺤـﺮک (ARIMA) به‌منظور رفع نواقص و استفاده از ویژگی­های منحصر به‌فرد هر یک از این مدل­ها است. با استفاده از داده­های مربوط به صادرات زعفران ایران طی دوره­ی 1392-1283، نتایج مطالعه نشان داد که مدل هیبرید ARIMA-ANN در مقایسه با مدل­های ARIMA و ANN از عملکرد بهتری در پیش­بینی صادرات زعفران ایران برخوردار است. لذا، با توجه به کارایی شایان توجه مدل هیبرید ARIMA-ANN، استفاده از این مدل در تنظیم استراتژی­های مربوط به صادرات در بازارهای جهانی زعفران و همچنین در پیش­بینی متغیرهای سری ­زمانی توصیه می­گردد.

کلیدواژه‌ها

موضوعات


عنوان مقاله [English]

Performance evaluation of artificial neural network-autoregressive integrated moving average (ARIMA) hybrid model in forecasting of Iranian saffron export

نویسندگان [English]

  • mohammad reza kohansal 1
  • Amirhossein Tohidi 2
1 Professor of Agricultural Economics, Faculty of Agriculture, Ferdowsi University of Mashhad
2 Ph.D Student of Agricultural Economics, Ferdowsi University of Mashhad
چکیده [English]

In terms of quality and quantity, Iranian saffron has a considerable position at the international level and by taking advantage of the existing capacity; we can significantly increase the export earnings from it. On the other hand, sales forecasting based on time series analysis is s a very important element for the designing and implementing of marketing strategies in the international arena. However, the conventional approaches to forecasting, by ignoring the linear (or nonlinear) structure of data, do not provide accurate results. Therefore, the main objective of this study is to design a hybrid model consisting of two methods, artificial neural networks (ANN) and autoregressive integrated moving average (ARIMA), in order to overcome the deficiencies and the use of the unique features of the each of these methods. Using the data related to the export of Iranian saffron during the period 1904-2013, the results of the study showed that the ARIMA–ANN hybrid model is stronger and better performance than ARIMA and ANN individual models in order to forecasting of Iranian saffron export. Therefore, given the considerable performance ARIMA–ANN hybrid model, the use of this model is recommended in setting strategies related to the export and also in the forecasting of the forecasting of time series variables.

کلیدواژه‌ها [English]

  • Forecasting
  • Marketing
  • Export
  • Saffron
  • time series

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