成果推介‖常春媛:《Forest Policy and Economics》,Wood-based panel futures price prediction incorporating supply chain features,2025

来源:    发布人:   发布时间:2026-04-10   浏览次数:

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作者:常春媛等

题名:Wood-based panel futures price prediction incorporating supply chain features

期刊:Forest Policy and Economics(SSCI、JCR-Q1、影响因子3.8、学院标志性期刊

摘要:This paper proposes a wood-based panel futures price prediction method incorporating supply chain features, aiming to improve prediction accuracy and explore price formation mechanisms. The model constructs a multi-dimensional feature system by integrating upstream material price indices including timber, chemical raw materials, and energy, as well as downstream indicators such as the construction industry prosperity index. To resolve the heterogeneity between daily price data and monthly supply chain features, we design an innovative dual-frequency fusion network (DM-FusionNet). This network processes time-series dependencies in daily data through a bidirectional LSTM branch, extracts long-term patterns from monthly features through a lightweight Transformer branch, and organically combines both types of information through a dynamic fusion mechanism. Experimental results demonstrate that compared to traditional methods, the proposed model achieves significant improvements across multiple evaluation metrics, with a 16.8% reduction in MSE and an improved R² value of 0.870. The model exhibits robust performance across different time scales and market conditions, particularly achieving a trend prediction accuracy of 96.1% over a 60-day prediction period. Feature importance analysis reveals a "dual-dominant" influence mechanism constituted by downstream demand indicators (NHPI) and upstream chemical raw material prices. This research not only enriches the methodological framework for commodity futures price prediction but also provides a practical decision-support tool for participants in the wood-based panel futures market.

作者简介:



常春媛,东北林业大学经济管理学院,工商管理专业教师。研究方向为供应链管理与运筹优化,以机器学习、深度学习等方法为工具开展量化分析与智能决策研究,已在相关领域发表学术论文多篇,主持及参与科研课题多项,并获发明专利授权1项。



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