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ARXIV:2605.30720 · FORECASTING · SUBMITTED 01 JUN · 20:24 UTC · FRESHNESS STALE
ARXIV:2605.30720FORECASTINGSUBMITTED 01 JUN · 20:24 UTCFRESHNESS STALESahaj Raj Malla · arXiv
A Momentum-Corrected Online Stacking Ensemble provides a reliable and practical tool for forecasting agricultural commodity prices in emerging economies, improving food security.
Opportunity summary
Pain A Momentum-Corrected Online Stacking Ensemble provides a reliable and practical tool for forecasting agricultural commodity prices in emerging economies, improving food security.
Evidence 0 refs | 3 sources | 50% coverage
Blocker Evidence unverified
A Momentum-Corrected Online Stacking Ensemble provides a reliable and practical tool for forecasting agricultural commodity prices in emerging economies, improving food security. This study introduces the Kalimati Vegetable Price Index (KVPI), a new inverse-volatility…
Forecasting agricultural commodity prices in emerging economies is difficult due to high volatility, frequent supply disruptions, and strong cultural influences on demand. This study introduces the Kalimati Vegetable Price Index (KVPI), a new inverse-volatility…
ScienceToStartup currently rates this 7.0/10 on the public viability pass. This open-source pipeline provides policymakers and supply chain actors in Nepal and similar markets with a practical, reliable tool for anticipating price movements and…
Forecasting moved forward this cycle; last verified June 2026. Public score 7.0/10. Production flags indicate code availability.
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A Momentum-Corrected Online Stacking Ensemble provides a reliable and practical tool for forecasting agricultural commodity prices in emerging economies, improving food security.
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10.48550/arXiv.2605.30720A Momentum-Corrected Online Stacking Ensemble provides a reliable and practical tool for forecasting agricultural commodity prices in emerging economies, improving food security.
Abstract
Forecasting agricultural commodity prices in emerging economies is difficult due to high volatility, frequent supply disruptions, and strong cultural influences on demand. This study introduces the Kalimati Vegetable Price Index (KVPI), a new inverse-volatility weighted composite index that aggregates 135 daily wholesale commodities from Kathmandu over ten years (2013-2023). By creating a stable macro-level signal, the KVPI reduces the noise inherent in modelling individual crops. A rich set of 64 causally valid features was developed, including festival lead-lag effects, rolling statistics, and calendar variables. Fourteen forecasting models spanning statistical, tree-based, deep learning, hybrid, and transformer architectures were rigorously evaluated across short (7-day), medium (14- and 30-day), and long-term (90-day) horizons. Tree-based ensembles proved notably robust, while classical statistical models and complex transformers struggled with the noisy dataset. The proposed Momentum-Corrected Online Stacking Ensemble achieved the strongest performance, yielding a Root Mean Square Error (RMSE) of 1.771, an exceptionally low Mean Absolute Percentage Error (MAPE) of 0.68%, and explaining 84.5% of the variance (R-squared = 0.845) at the 90-day horizon. This open-source pipeline provides policymakers and supply chain actors in Nepal and similar markets with a practical, reliable tool for anticipating price movements and strengthening food security.
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Proof status
unverified0 refs; 3 sources; 50% coverage.
What was readable
Derived fallback: Estimated from adjacent evidence; not verified from source.
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Dimensions overall score 7.0
PROBLEM
A Momentum-Corrected Online Stacking Ensemble provides a reliable and practical tool for forecasting agricultural commodity prices in emerging economies, improving food security. This study introduces the Kalimati Vegetable Price Index (KVPI), a new inverse-volatility weighted c...
METHOD
Forecasting agricultural commodity prices in emerging economies is difficult due to high volatility, frequent supply disruptions, and strong cultural influences on demand. This study introduces the Kalimati Vegetable Price Index (KVPI), a new inverse-volatility weighted composit...
RESULT
ScienceToStartup currently rates this 7.0/10 on the public viability pass. This open-source pipeline provides policymakers and supply chain actors in Nepal and similar markets with a practical, reliable tool for anticipating price movements and strengthening food security. Code...
WHY NOW
Forecasting moved forward this cycle; last verified June 2026. Public score 7.0/10. Production flags indicate code availability.
{"file name": "input.pdf", "number of pages": 21, "author": "Sahaj Raj Malla", "title": "Kalimati Vegetable Price Index Forecasting with a Momentum Corrected Online Stacking Ensemble", "creation date": null
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Concepts
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A Momentum-Corrected Online Stacking Ensemble provides a reliable and practical tool for forecasting agricultural commodity prices in emerging economies, improving food security.
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proof status
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Buyer clarity
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