mathematics
Article
Deterministic Chaos Detection and Simplicial Local Predictions
Applied to Strawberry Production Time Series
Juan D. Borrero *
,†
and Jesus Mariscal
†
Citation: Borrero, J.D.; Mariscal, J.
Deterministic Chaos Detection and
Simplicial Local Predictions Applied
to Strawberry Production Time Series.
Mathematics 2021, 9, 3034. https://
doi.org/10.3390/math9233034
Academic Editor: Manuel Alberto M.
Ferreira
Received: 3 October 2021
Accepted: 23 November 2021
Published: 26 November 2021
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Agricultural Economics Research Group, Department of Management and Marketing, University of Huelva,
Pza. de la Merced s/n, 21071 Huelva, Spain; jesus.mariscal@dem.uhu.es
* Correspondence: jdiego@uhu.es
† These authors contributed equally to this work.
Abstract: In this work, we attempted to find a non-linear dependency in the time series of strawberry
production in Huelva (Spain) using a procedure based on metric tests measuring chaos. This study
aims to develop a novel method for yield prediction. To do this, we study the system’s sensitivity
to initial conditions (exponential growth of the errors) using the maximal Lyapunov exponent. To
check the soundness of its computation on non-stationary and not excessively long time series, we
employed the method of over-embedding, apart from repeating the computation with parts of the
transformed time series. We determine the existence of deterministic chaos, and we conclude that
non-linear techniques from chaos theory are better suited to describe the data than linear techniques
such as the ARIMA (autoregressive integrated moving average) or SARIMA (seasonal autoregressive
moving average) models. We proceed to predict short-term strawberry production using Lorenz’s
Analog Method.
Keywords: time series; nonlinear forecasting; yield production; chaos theory; Lyapunov exponents
JEL Classification: Q11; C15; C22; C53; C65
1. Introduction
The strawberry of Huelva (strawberry from Spain) belongs to the select group of
agricultural activities in which Spain is the absolute leader in the European Union [1].
Huelva accounts for 9% of world strawberry production and 25% of that of the European
Union; it is the second-largest area of production, technology, and research in the world
in this sector behind California [2] and contributes more than 400 million euros to the
province in direct total agricultural production value [3].
On the other hand, the evolution of strawberry production is sensitive to price fluc-
tuations [4,5]. Strawberry is a free-market crop with no entry or exit barriers, without
intervention prices or production controls. The price of strawberries is determined strictly
by the free interaction of supply and demand. Knowing the future productions of these
time series could mean a considerable increase in profitability for the strawberry-producing
sector [1], since a large distribution usually results in sales programs with heavy penalties
for non-compliance.
Yield forecast approaches are basically divided into single-factor time series models
and multi-factor models. The former considers time as an independent variable and builds
up mathematical models based on the yield time series to produce future predictions;
the latter also considers the main influential factors in the system under study. As a first
approach to the study of strawberry yield predictions, we considered only single-factor
models. Multi-factor models are generally more time consuming and require extensive
user intervention. In addition, external factors such as prices, costs, crop characteristics,
consumer behavior, or climatic conditions often require data that may be unavailable or
difficult to obtain. Finally, to use the forecasting model in the future, predictions for such
Mathematics 2021, 9, 3034. https://doi.org/10.3390/math9233034 https://www.mdpi.com/journal/mathematics