基于产业链传导机制的锡金属价格组合预测研究

    Study on the combined forecasting of tin metal price based on the industry chain transmission mechanism

    • 摘要: 锡是用途广泛的关键矿产资源,为维护锡产业的国际竞争力,需要关注产业链的发展,同时,近年来锡金属价格呈现剧烈波动,采用合理的方式预测锡金属价格对保障经济发展和资源安全具有重要意义。本文根据锡产品的生产过程将锡产业链细化,将产业链价格波动传导机制作为一个整体与深度学习组合预测模型结合,并构建时间卷积双向门控循环单元融合注意力机制模型,即TCN-BiGRU-Attention组合模型来预测锡金属价格,得出以下结论:①锡产业链上下游其他产品价格波动及锡制造过程的产品价格波动,会通过锡产业链的传导效应引起锡锭价格变化,国际锡锭价格也会对国内锡锭价格产生影响,应该将产业链因素融入锡金属价格预测过程,以提高价格预测准确性,进而提高产业链效率和响应能力。②深度学习组合模型与单一的深度学习模型相比,组合模型能够有效降低误差,提高锡金属价格的预测精度,与真实值更加贴近,加入Attention机制后模型的预测性能有所提高。③考虑产业链因素后的价格预测结果误差比不考虑产业链因素的价格预测结果误差有所降低,在图形的拟合性,尤其是高值与低值的拟合方面表现出更优效果。为维护锡市场稳定,应重视产业链传导机制对价格预测的影响,关注国际锡金属价格和其他大宗商品价格,合理预测和及时调控锡金属价格,保障经济高质量发展和国家战略资源安全。

       

      Abstract: Tin is a key mineral resource with a wide range of uses, and in order to maintain the international competitiveness of the tin industry, it is necessary to pay attention to the development of the industry chain; at the same time, in recent years, the price of tin metal has shown dramatic fluctuations, and the adoption of a reasonable approach to predict the price of tin metal is of great significance in safeguarding the development of the economy and the security of resources. This paper refines the tin industry chain according to the production process of tin products, combines the industry chain price fluctuation conduction mechanism as a whole with the deep learning combination prediction model, and at the same time, constructs the time convolution bi-directional gated recurrent unit fusion attention mechanism model, i.e., the TCN-BiGRU-Attention combination model, to predict the price of tin metal, and draw the following conclusions: ① Price fluctuations of other products in the upstream and downstream of the tin industry chain as well as product price fluctuations in the tin manufacturing process will cause changes in the price of tin ingots through the conduction effect of the tin industry chain, and the international price of tin ingots will also have an impact on the domestic price of tin ingots, and the industry chain factors should be integrated into the process of forecasting the price of tin metal in order to improve the accuracy of price forecasts as well as the industry chain’s efficiency and responsiveness. ② The deep learning combination model can effectively reduce the error and improve the prediction accuracy of tin metal prices compared to a single deep learning model, which is closer to the real value, and the addition of Attention mechanism can improve the prediction performance of the model. ③ The error of the price prediction results after considering the industry chain factor is reduced than that of the price prediction results without considering the industry chain factor, and shows better results in the fit of the graph, especially the fit between the high value and the low value. In order to maintain the stability of the tin market, attention should be paid to the impact of the industry chain transmission mechanism on price forecasts, to international tin metal prices and other commodity prices, to reasonably forecast and timely regulate tin metal prices, and to safeguard the high-quality development of the economy and the security of the country’s strategic resources.

       

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