A Hybrid Deep Learning Model for Wheat Price Prediction: LSTM–Autoencoder Ensemble Approach with SHAP-Based Interpretability

Accurate prediction of wheat prices is crucial for market participants and policymakers because volatility in agricultural markets affects food security and economic planning. This study proposes a hybrid deep-learning-based framework for daily wheat price prediction in Türkiye. The approach first applies an autoencoder to detect and remove anomalous price–quality records from a dataset of 38,019 market transactions collected between June 2022 and May 2023. A weighted ensemble combining Linear Regression, Random Forest, Support Vector Regression and an attention-based Long Short-Term Memory network is then trained on quality parameters and market attributes, with data split into training, validation and test sets. On the independent test set the ensemble achieved a coefficient of determination R 2 = 0.9942 and a mean absolute error of 0.1646 TL, outperforming the constituent models. SHAP analysis identifies the price–quality ratio as the most influential feature, while the ablation analysis shows that some of the high accuracy derives from price-derived variables’ strong correlation with the target. Cross-validation confirms robustness and generalization. Overall, the framework provides an effective and interpretable tool for wheat price forecasting, though the short data collection period and single-product focus limit generalizability.