Supervisor

Dr. Kashif Qureshi

Programme

MSc in Data Analytics

Subject

Computer Science

Abstract

Agricultural price volatility represents a central challenge for the Irish agri-food sector, affecting the stability of producers, cooperatives, and policymakers. This study aimed to compare three predictive approaches applied to strategic commodities such as milk, beef, and potatoes: a traditional statistical time series model (SARIMA) and two deep learning architectures (RNN and LSTM). Using historical price series collected over a decade, the models were developed and evaluated following a rigorous methodological process that included data preparation, algorithm training, and validation of results using performance metrics widely used in time series research. The findings show that the SARIMA model was most effective in series with marked seasonality, such as milk and potatoes, while the LSTM architecture performed better in commodities with more complex fluctuations, such as beef. The RNN model, in contrast, presented limitations in all scenarios analyzed.

As a practical contribution, an interactive tool was developed that integrates the three models and facilitates the visualization of historical prices and future projections, supporting strategic decision-making. Overall, the research demonstrates that model selection depends on the characteristics of each product and that integrating complementary approaches can improve the agricultural sector's resilience to market uncertainty.

Date of Award

2025

Full Publication Date

2025

Access Rights

open access

Document Type

Capstone Project

Resource Type

thesis

Included in

Data Science Commons

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