AI-Powered Trade Forecasting: A Data-Driven Approach to Saudi Arabia’s Non-Oil Exports

This paper investigates the application of artificial intelligence (AI) in forecasting Saudi Arabia’s non-oil export trajectories, contributing to the Kingdom’s Vision 2030 objectives for economic diversification. A suite of machine learning models, including LSTM, Transformer variants, Ensemble Sta...

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Main Authors: Musab Aloudah, Mahdi Alajmi, Alaa Sagheer, Abdulelah Algosaibi, Badr Almarri, Eid Albelwi
Format: Article
Language:English
Published: MDPI AG 2025-04-01
Series:Big Data and Cognitive Computing
Subjects:
Online Access:https://www.mdpi.com/2504-2289/9/4/94
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author Musab Aloudah
Mahdi Alajmi
Alaa Sagheer
Abdulelah Algosaibi
Badr Almarri
Eid Albelwi
author_facet Musab Aloudah
Mahdi Alajmi
Alaa Sagheer
Abdulelah Algosaibi
Badr Almarri
Eid Albelwi
author_sort Musab Aloudah
collection DOAJ
description This paper investigates the application of artificial intelligence (AI) in forecasting Saudi Arabia’s non-oil export trajectories, contributing to the Kingdom’s Vision 2030 objectives for economic diversification. A suite of machine learning models, including LSTM, Transformer variants, Ensemble Stacking, XGBRegressor, and Random Forest, was applied to historical export and GDP data. Among them, the Advanced Transformer model, configured with an increased attention head size, achieved the highest accuracy (MAPE: 0.73%), effectively capturing complex temporal dependencies. The Non-Linear Blending Ensemble, integrating Random Forest, XGBRegressor, and AdaBoost, also performed robustly (MAPE: 1.23%), demonstrating the benefit of leveraging heterogeneous learners. While the Temporal Fusion Transformer (TFT) provided a useful macroeconomic context through GDP integration, its relatively higher error (MAPE: 5.48%) highlighted the challenges of incorporating aggregate indicators into forecasting pipelines. Explainable AI tools, including SHAP analysis and Partial Dependence Plots (PDPs), revealed that recent export lags (lag1, lag2, lag3, and lag10) were the most influential features, offering critical transparency into model behavior. These findings reinforce the promise of interpretable AI-powered forecasting frameworks in delivering actionable, data-informed insights to support strategic economic planning.
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spelling doaj-art-cd8bf85af29d4d3e8c649543b65165cd2025-08-20T02:17:24ZengMDPI AGBig Data and Cognitive Computing2504-22892025-04-01949410.3390/bdcc9040094AI-Powered Trade Forecasting: A Data-Driven Approach to Saudi Arabia’s Non-Oil ExportsMusab Aloudah0Mahdi Alajmi1Alaa Sagheer2Abdulelah Algosaibi3Badr Almarri4Eid Albelwi5College of Computer Science and Information Technology, King Faisal University, P.O. Box 380, Al-Ahsa 31982, Saudi ArabiaCollege of Computer Science and Information Technology, King Faisal University, P.O. Box 380, Al-Ahsa 31982, Saudi ArabiaCollege of Computer Science and Information Technology, King Faisal University, P.O. Box 380, Al-Ahsa 31982, Saudi ArabiaCollege of Computer Science and Information Technology, King Faisal University, P.O. Box 380, Al-Ahsa 31982, Saudi ArabiaCollege of Computer Science and Information Technology, King Faisal University, P.O. Box 380, Al-Ahsa 31982, Saudi ArabiaCollege of Computer Science and Information Technology, King Faisal University, P.O. Box 380, Al-Ahsa 31982, Saudi ArabiaThis paper investigates the application of artificial intelligence (AI) in forecasting Saudi Arabia’s non-oil export trajectories, contributing to the Kingdom’s Vision 2030 objectives for economic diversification. A suite of machine learning models, including LSTM, Transformer variants, Ensemble Stacking, XGBRegressor, and Random Forest, was applied to historical export and GDP data. Among them, the Advanced Transformer model, configured with an increased attention head size, achieved the highest accuracy (MAPE: 0.73%), effectively capturing complex temporal dependencies. The Non-Linear Blending Ensemble, integrating Random Forest, XGBRegressor, and AdaBoost, also performed robustly (MAPE: 1.23%), demonstrating the benefit of leveraging heterogeneous learners. While the Temporal Fusion Transformer (TFT) provided a useful macroeconomic context through GDP integration, its relatively higher error (MAPE: 5.48%) highlighted the challenges of incorporating aggregate indicators into forecasting pipelines. Explainable AI tools, including SHAP analysis and Partial Dependence Plots (PDPs), revealed that recent export lags (lag1, lag2, lag3, and lag10) were the most influential features, offering critical transparency into model behavior. These findings reinforce the promise of interpretable AI-powered forecasting frameworks in delivering actionable, data-informed insights to support strategic economic planning.https://www.mdpi.com/2504-2289/9/4/94artificial intelligencemachine learningeconomic forecastingnon-oil exportstime-series forecastingTransformer models
spellingShingle Musab Aloudah
Mahdi Alajmi
Alaa Sagheer
Abdulelah Algosaibi
Badr Almarri
Eid Albelwi
AI-Powered Trade Forecasting: A Data-Driven Approach to Saudi Arabia’s Non-Oil Exports
Big Data and Cognitive Computing
artificial intelligence
machine learning
economic forecasting
non-oil exports
time-series forecasting
Transformer models
title AI-Powered Trade Forecasting: A Data-Driven Approach to Saudi Arabia’s Non-Oil Exports
title_full AI-Powered Trade Forecasting: A Data-Driven Approach to Saudi Arabia’s Non-Oil Exports
title_fullStr AI-Powered Trade Forecasting: A Data-Driven Approach to Saudi Arabia’s Non-Oil Exports
title_full_unstemmed AI-Powered Trade Forecasting: A Data-Driven Approach to Saudi Arabia’s Non-Oil Exports
title_short AI-Powered Trade Forecasting: A Data-Driven Approach to Saudi Arabia’s Non-Oil Exports
title_sort ai powered trade forecasting a data driven approach to saudi arabia s non oil exports
topic artificial intelligence
machine learning
economic forecasting
non-oil exports
time-series forecasting
Transformer models
url https://www.mdpi.com/2504-2289/9/4/94
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