Can Machine Learning Forecast Rice Yields in Data-Constrained Settings? Satellite Climate Data, National Crop Statistics, and Lessons from Sierra Leone

Crop yield prediction is one of the most important challenge, which is crucial to world food security and policy-making decisions. The conventional forecasting techniques are limited in their accuracy with reference to the fact that they utilize static data sources that do not reflect the dynamic and intricate relationships that exist between the variables of the environment over time [5,13]. This paper presents Attention-Based Multi-Modal Deep Learning Framework (ABMMDLF), which is suggested to be used in high-accuracy spatio-temporal crop yield prediction. The model we use combines multi-year satellite imagery, high-resolution time-series of meteorological data and initial soil properties as opposed to the traditional models which use only one of the aforementioned factors [12, 21]. The main architecture involves the use of Convolutional Neural Networks (CNN) to extract spatial features and a Temporal Attention Mechanism to adaptively weight important phenological periods targeted by the algorithm to change over time and condition on spatial features of images and video sequences. As can be experimentally seen, the proposed research work provides an R^2 score of 0.89, which is far better than the baseline models do.

Accurate predictions of smallholder maize yields across national boundaries are critical for food security planning in sub-Saharan Africa, yet most published benchmarks report within-country performance that overstates true generalisability. This paper evaluates whether geospatial foundation model embeddings, specifically Prithvi-EO-1.0-100M and ViT-Base, outperform traditional Sentinel-2 spectral features under a Leave-One-Country-Out cross-validation scheme on 6,404 maize field observations from five African countries. The results show a clear generalisability gap: within-country random cross-validation yields moderate R^2 values, but all feature sets perform poorly under cross-country testing, with universally negative R^2. Frozen Prithvi-EO embeddings provide no meaningful advantage over engineered spectral features for cross-country prediction in this setting. The paper argues that the main limitation is a shift in yield distribution between countries rather than representation quality and releases a reproducible negative benchmark for future work.

Vegetable prices in Sri Lanka are highly volatile because the market is largely import-isolated, so supply disruptions quickly drive prices up. This study develops a machine learning framework to forecast such volatility by incorporating supply-chain-aware features and explicitly modelling the country's two cultivation seasons, Maha (October-April) and Yala (May-September). An integrated dataset was constructed by combining retail and farmer-gate prices with origin-aligned weather variables, diesel costs, and exchange rates across 12 vegetable varieties and 14 market centres from 2013 to 2019. A gradient-boosted ensemble model (XGBoost and LightGBM) was trained and optimised using Optuna, and unified and season-specific configurations were compared. Results show that season-specific models improve within-season fit, with the Yala-specific model achieving the highest R2 of 0.9420 (95% CI [0.690, 1.000]), while the unified model delivers the best overall predictive accuracy of 90.84% (95% CI [88.34%, 91.52%]) and an R2 of 0.9281 (95% CI [0.760, 1.000]). Notably, the unified model maintains 85.96% accuracy on a completely unseen 2024 hyperinflationary period without retraining, successfully tracking major price surges. These findings suggest that agricultural price movements in import-constrained markets are meaningfully predictable when models capture supply-chain dynamics, offering practical value for early warning and decision making by farmers, traders, and policymakers. Existing studies on Sri Lankan vegetable prices are confined to Autoregressive Integrated Moving Average (ARIMA) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) applied to single markets, with no supply-chain features, seasonal segmentation, or cross-regime validation.