The Spillover Effect of Agricultural Product Market Price Fluctuation Based on Fourier Analysis

IF 0.9 Q4 MANAGEMENT
Canyu Zhang, Guixian Tian, Y. Tao
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引用次数: 0

Abstract

The stability of the original spillover effect model of agricultural product market price volatility is poor, resulting in the low degree of fitting between the results and the actual situation. In order to further clarify the spillover effect of agricultural product market price volatility, a research method of spillover effect of agricultural product market price volatility based on Fourier analysis is proposed. The authors collect sample data, eliminate missing data, and complete data storage. Wavelet transform is used to reduce the noise of the sample data, Fourier analysis is used to reconstruct the sample data, and the data with high degree of discretization is aggregated to output the data preprocessing results. The experimental results show that the method has strong anti-interference ability, good stability, high fitting degree between the results and the actual, and has reliability.
基于傅立叶分析的农产品市场价格波动的溢出效应
原有的农产品市场价格波动溢出效应模型稳定性较差,结果与实际情况拟合程度较低。为了进一步厘清农产品市场价格波动的溢出效应,提出了一种基于傅立叶分析的农产品市场价格波动溢出效应研究方法。收集样本数据,剔除缺失数据,完成数据存储。利用小波变换对样本数据进行降噪处理,利用傅立叶分析对样本数据进行重构,并对离散程度较高的数据进行聚合输出数据预处理结果。实验结果表明,该方法抗干扰能力强,稳定性好,结果与实际拟合程度高,具有一定的可靠性。
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来源期刊
CiteScore
1.90
自引率
43.80%
发文量
59
期刊介绍: The International Journal of Information Systems and Supply Chain Management (IJISSCM) provides a practical and comprehensive forum for exchanging novel research ideas or down-to-earth practices which bridge the latest information technology and supply chain management. IJISSCM encourages submissions on how various information systems improve supply chain management, as well as how the advancement of supply chain management tools affects the information systems growth. The aim of this journal is to bring together the expertise of people who have worked with supply chain management across the world for people in the field of information systems.
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