Analyzing the behavior dynamics of grain price indexes using Tucker tensor decomposition and spatio-temporal trajectories

We perform a model to study multidimensional and temporal data.Described a methodology for spatio-temporal trajectories analysis.Application using Tucker decomposition and tucker3 model.Analysis applied in agrieconomics time series databases.We explore analyses in real databases of grain prices indexes. Agribusiness is an activity that generates huge amounts of temporal data. There are research centers that collect, store and create indexes of agricultural activities, providing multidimensional time series composed by years of data. In this paper, we are interested in studying the behavior of these time series, especially in what regards the evolution of agricultural price indexes over the years. We explore data mining techniques tailored to analyze temporal data, aiming to generate spatio-temporal trajectories of grains price indexes for six years of data. We propose the use of Tucker decomposition to both analyze the temporal patterns of these price indexes and map trajectories that represent their behavior over time in a concise and representative low-dimensional subspace. The case study presents an application of this methodology to real databases of price indexes of corn and soybeans in Brazil and the United States.

[1]  Michael Boehlje,et al.  Agribusiness Economics and Management , 2010 .

[2]  Dhaval Patel,et al.  On Discovery of Spatiotemporal Influence-Based Moving Clusters , 2015, ACM Trans. Intell. Syst. Technol..

[3]  João Gama,et al.  A framework to monitor clusters evolution applied to economy and finance problems , 2012, Intell. Data Anal..

[4]  Isabela Ferreira Rosa,et al.  Integration of the soybean production chain and biodiesel: an international parallel to the Brazilian biofuel , 2014 .

[5]  Edzer Pebesma,et al.  spacetime: Spatio-Temporal Data in R , 2012 .

[6]  Ron Wehrens,et al.  Meta-Statistics for Variable Selection: The R Package BioMark , 2012 .

[7]  I. Mechelen,et al.  Three-way component analysis: principles and illustrative application. , 2001, Psychological methods.

[8]  Sándor Kovács,et al.  Applying parallel factor analysis and Tucker-3 methods on sensory and instrumental data to establish preference maps: case study on sweet corn varieties. , 2014, Journal of the science of food and agriculture.

[9]  Vipin Kumar UNDERSTANDING COMPLEX DATASETS: DATA MINING WITH MATRIX DECOMPOSITIONS , 2006 .

[10]  Tamara G. Kolda,et al.  Tensor Decompositions and Applications , 2009, SIAM Rev..

[11]  L. Tucker,et al.  Some mathematical notes on three-mode factor analysis , 1966, Psychometrika.

[12]  David Skillicorn,et al.  Using Matrix Decompositions for Data Mining (Chapman & Hall/Crc Data Mining and Knowledge Discovery Series) , 2007 .

[13]  Piotr Indyk,et al.  Maintaining Stream Statistics over Sliding Windows , 2002, SIAM J. Comput..

[14]  João Gama,et al.  Visualization of evolving social networks using actor‐level and community‐level trajectories , 2012, Expert Syst. J. Knowl. Eng..

[15]  M. Benoît,et al.  Modeling the spatial distribution of crop sequences at a large regional scale using land-cover survey data: A case from France , 2014 .

[16]  Kentaka Aruga An intervention analysis on the Tokyo Grain Exchange non-genetically modified and conventional soybean futures markets , 2011 .

[17]  Leonard J. Kazmier Schaum's outline of theory and problems of business statistics , 1976 .

[18]  Richard E. Plant,et al.  Spatial Data Analysis in Ecology and Agriculture Using R , 2012 .