New players are entering the new and important digital data market for agriculture, increasing power asymmetries and reinforcing their competitive advantages. Although the farmer remains at the heart of agricultural data collection, to date, only a few farmers participate in data platforms. Despite this, more and more decision support systems (DSSs) tools are used in agriculture, and digital platforms as data aggregators could be useful technologies for helping farmers make better decisions. However, as these systems develop, the efficiency of these platforms becomes more challenging (sharing, ownership, governance, and transparency). In this paper, we conduct a case study for an accessible and scalable digital data platform that is focused on adding value to smallholders. The case study research is based on meta-governance theory and multidimensional multilayered digital platform architecture, to determine platform governance and a data development model for the Andalusian (Spain) fruit and vegetable sector. With the information obtained from the agents of this sector, a digital platform called farmdata was designed, which connects to several regional and national, and public and private databases, aggregating data and providing tools for decision making. Results from the interviews reflect the farmer’s interests in participating in a centralized cloud data platform, preferably one that is managed by a university, but also with attention being paid toward security and transparency, as well as providing added value. As for future directions, we propose further research on how the benefits should be distributed among end users, as well as for the study of a distributed model through blockchain.

Time series forecasting is one of the main venues followed by researchers in all areas. For this reason, we develop a new Kalman filter approach, which we call the alternative Kalman filter. The search conditions associated with the standard deviation of the time series determined by the alternative Kalman filter were suggested as a generalization that is supposed to improve the classical Kalman filter. We studied three different time series and found that in all three cases, the alternative Kalman filter is more accurate than the classical Kalman filter. The algorithm could be generalized to time series of a different length and nature. Therefore, the developed approach can be used to predict any time series of data with large variance in the model error that causes convergence problems in the prediction.

Accurate time series prediction techniques are becoming fundamental to modern decision support systems. As massive data processing develops in its practicality, machine learning (ML) techniques applied to time series can automate and improve prediction models. The radical novelty of this paper is the development of a hybrid model that combines a new approach to the classical Kalman filter with machine learning techniques, i.e., support vector regression (SVR) and nonlinear autoregressive (NAR) neural networks, to improve the performance of existing predictive models. The proposed hybrid model uses, on the one hand, an improved Kalman filter method that eliminates the convergence problems of time series data with large error variance and, on the other hand, an ML algorithm as a correction factor to predict the model error. The results reveal that our hybrid models obtain accurate predictions, substantially reducing the root mean square and absolute mean errors compared to the classical and alternative Kalman filter models and achieving a goodness of fit greater than 0.95. Furthermore, the generalization of this algorithm was confirmed by its validation in two different scenarios.

In this work, we attempted to find a non-linear dependency in the time series of strawberry production in Huelva (Spain) using a procedure based on metric tests measuring chaos. This study aims to develop a novel method for yield prediction. To do this, we study the system’s sensitivity to initial conditions (exponential growth of the errors) using the maximal Lyapunov exponent. To check the soundness of its computation on non-stationary and not excessively long time series, we employed the method of over-embedding, apart from repeating the computation with parts of the transformed time series. We determine the existence of deterministic chaos, and we conclude that non-linear techniques from chaos theory are better suited to describe the data than linear techniques such as the ARIMA (autoregressive integrated moving average) or SARIMA (seasonal autoregressive moving average) models. We proceed to predict short-term strawberry production using Lorenz’s Analog Method.