A Benchmark of Classical and Deep Learning Models for Agricultural Commodity Price Forecasting on A Novel Bangladeshi Market Price Dataset

Accurate short-term forecasting of agricultural commodity prices is critical for food security planning and smallholder income stabilisation in developing economies, yet machine-learning-ready datasets for this purpose remain scarce in South Asia. This paper makes two contributions. First, we introduce AgriPriceBD, a benchmark dataset of 1,779 daily retail mid-prices for five Bangladeshi commodities - garlic, chickpea, green chilli, cucumber, and sweet pumpkin - spanning July 2020 to June 2025, extracted from government reports via an LLM-assisted digitisation pipeline. Second, we evaluate seven forecasting approaches spanning classical models - na\"{i}ve persistence, SARIMA, and Prophet - and deep learning architectures - BiLSTM, Transformer, Time2Vec-enhanced Transformer, and Informer - with Diebold-Mariano statistical significance tests. Commodity price forecastability is fundamentally heterogeneous: na\"{i}ve persistence dominates on near-random-walk commodities. Time2Vec temporal encoding provides no statistically significant advantage over fixed sinusoidal encoding and causes catastrophic degradation on green chilli (+146.1% MAE, p