Shift-Aware Hierarchical Attention Network for Ammonia Price Prediction

View at publisher
Authors: Kwangeun Cho, Sunhyeok Hwang, Jinwoo Lee, Junbeom Lee, Gohoon Choi, Jiwon Bang, Seoung Bum Kim
Cited by: 0
References: 30

Abstract

Forecasting ammonia prices is essential for strategic planning in agriculture, chemical production, and energy-related industries. However, ammonia prices exhibit substantial fluctuations and repeated shifts in statistical properties, challenging conventional forecasting models. To address this, we propose SHARP (Shift-aware Hierarchical Attention for Robust Prediction), which decomposes multivariate time series into variable-specific streams through a channel-independent mechanism and captures inter-variable and temporal dependencies through hierarchical attention. The model incorporates the DILATE loss function to mitigate temporal distortion and RevIN normalization to enhance robustness against distributional shifts. Empirical evaluations on real-world ammonia price data demonstrate SHARP reduces mean absolute error by up to 31% over leading baselines for 8- and 12-week forecasts. Additionally, analysis of attention weights identifies major contributing variables, highlighting the model’s explanatory capability. SHARP thus achieves accurate and interpretable forecasting for dynamically changing time series.

Fields of Study & Subjects

Time Series Analysis and Forecasting Forecasting Techniques and Applications Stock Market Forecasting Methods

Publication details

Journal / source
Journal of Korean Institute of Industrial Engineers
Volume
52
Issue
1
Pages
13–26
Publication date
15 February 2026
Language
EN