Accurate forecasting of pork prices is important yet challenging because pork price series are highly volatile and non-stationary. Existing hybrid forecasting models often rely on fixed-weight integration, which may limit their ability to adapt to multi-scale temporal variation and complex temporal dependencies. To address these issues, this study proposes VMD–EMSA–HCTM–Informer, a hybrid forecasting framework that combines signal decomposition with an enhanced encoder–decoder architecture. Variational Mode Decomposition (VMD) is first used to reduce signal non-stationarity by extracting intrinsic mode functions. Within the Informer backbone, an Enhanced Multi-Scale Attention (EMSA) encoder is introduced to capture local fluctuations at different temporal scales, while a Hybrid Convolutional–Temporal Module (HCTM) decoder is used to strengthen temporal feature extraction and channel interaction modeling. Empirical evaluation was conducted on daily pork price data from the China Pig Industry Network and a large-scale intensive breeding enterprise in southern China over the period 2013–2025. Under the current experimental setting, the proposed framework achieved the lowest average errors among the compared baselines across five independent runs, with an average MAE of 0.4875 and an average MAPE of 3.0540%. These results suggest that the proposed framework provides a useful and relatively stable univariate forecasting approach for volatile pork prices. However, the findings should be interpreted within the scope of the present dataset and experimental design, and future work will extend the framework to multivariate forecasting with exogenous drivers and uncertainty quantification.
Lin et al. (2026) studied this question.