Online algorithms for the multiple time series search problem

  • Authors:

  • Wenming Zhang;Yinfeng Xu;Feifeng Zheng;Yucheng Dong

  • Affiliations:

  • School of Management, Xi'an JiaoTong University, Xi'an 710049, China and School of Economics and Management, Northwest University, Xi'an 710069, China;School of Management, Xi'an JiaoTong University, Xi'an 710049, China and State Key Lab for Manufacturing Systems Engineering, Xi'an 710049, China and Ministry of Education Key Lab for Process Cont ...;School of Management, Xi'an JiaoTong University, Xi'an 710049, China and State Key Lab for Manufacturing Systems Engineering, Xi'an 710049, China and Ministry of Education Key Lab for Process Cont ...;School of Management, Xi'an JiaoTong University, Xi'an 710049, China and State Key Lab for Manufacturing Systems Engineering, Xi'an 710049, China and Ministry of Education Key Lab for Process Cont ...

  • Venue:
  • Computers and Operations Research
  • Year:
  • 2012

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Abstract

This work investigates the online multiple time series search problem. Given a storage with finite capability, a player receives one product for sale and observes a selling price as well at each period. With the knowledge that prices in all periods vary within [m,M](0