运用EMD方法对“猪周期”规律研究

Analysis on the Law of "Hog Cycle" based on EMD

阐明猪肉价格的变化规律,对于促进生猪行业发展具有重要意义。本文在分析经验模态分解(EMD)优势的基础上,使用EMD方法分解猪肉价格、生猪供给(生猪存栏量/出栏量)等数据,从而对生猪行业变化规律进行分析。研究发现:猪肉价格在短期内存在周期性波动,但长期呈现相对平稳的波动性上涨趋势;生猪供给对价格的影响显著,而价格对供给的影响较弱,这种规律在EMD分解后更为显著;猪肉价格在短期内与出栏量相关性较高,在长期趋势上主要受存栏量的影响;生猪出栏量与存栏量变动趋势一致,但出栏量月度波动幅度比存栏量大。基于此,要加强生猪规模化养殖,强化猪肉价格调控和预期引导,聚焦“稳定”生猪生产,以保障市场供应。

Clarifying the law of pork price is of great significance in promoting the development of hog industry. Based on the analysis of the advantages of empirical mode decomposition(EMD), this paper uses the EMD to decompose the pork price, number of hog supply(pig stocks/slaughtered) and other data, so as to analyze the law of the hog industry. It found that the pork price fluctuates periodically in short term, but in the long term, there is a relatively stable upward trend of volatility;The influence of hog supply on price is significant, but the influence of price on supply is relatively weak, which is more significant after the EMD decomposition;Pork price has a high correlation with the number of stocks in the short term, and is mainly affected by the number of pig stocks in the long term;The fluctuating trend of pig sales is consistent with that of stock, but the monthly fluctuation range of pig sales is greater than that of pig stock. Based on this, it is necessary to strengthen large-scale pig breeding, strengthen pork price regulation and expectation guidance, and focus on the "stability" of hog production to ensure market supply.