Accurate forecasting of agricultural product prices is crucial for informed decision-making in agricultural markets; however, such time series are inherently characterized by non-stationarity, multi-scale dynamics, and substantial noise, posing significant challenges to conventional methods. To overcome these limitations, this study proposes a novel hybrid framework, termed TOC-CNN-BiLSTM-SA, built upon a “quadratic decomposition–clustering–optimization” paradigm. Specifically, a composite CEEMDAN–K-means++–VMD approach is first employed to hierarchically decompose the raw price series via coarse decomposition, feature clustering, and refined decomposition, enabling effective noise suppression and multi-scale feature extraction. Subsequently, a deep learning architecture integrating Convolutional Neural Networks (CNNs), Bidirectional Long Short-Term Memory networks (BiLSTM), and a self-attention mechanism is developed, where CNN captures local patterns, BiLSTM models bidirectional temporal dependencies, and the attention mechanism enhances global feature representation. Furthermore, the Tornado Optimizer with Coriolis force (TOC) is introduced to adaptively tune key hyperparameters, thereby improving model robustness and generalization capability. Empirical results based on wheat price data from Henan Province, China, demonstrate that the proposed model achieves outstanding predictive performance, with RMSE, MAE, MAPE, and R2 values of 4.425, 3.9372, 0.16%, and 99.97%, respectively, significantly outperforming existing benchmark models. These research indicate that the proposed framework effectively captures complex price dynamics and offers a reliable and practical solution for agricultural price forecasting.
Ye et al. (Sun,) studied this question.