Online multiple one way non-preemptive time series search with interrelated prices

Jinghan Zhao (), Yongxi Cheng, Jan Eube and Haodong Liu
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Jinghan Zhao: Xi’an Jiaotong University
Yongxi Cheng: Xi’an Jiaotong University
Jan Eube: University of Bonn
Haodong Liu: Xi’an Jiaotong University

Journal of Combinatorial Optimization, 2025, vol. 49, issue 1, No 12, 21 pages

Abstract: Abstract This paper studies the online multiple time series search problem with interrelated prices (MTSS-ip). This perspective narrows the distance between the problem and the reality of market prices with limited variation. In MTSS-ip, the products arrive periodically, and the decision maker has a limited storage size without knowing future prices. The prices of two adjacent periods are interrelated. This study proposes an online zero-inventory algorithm (ZIA) and proves an upper bound of $$K+1-\frac{K}{\theta _2}$$ K + 1 - K θ 2 on the competitive ratio of ZIA. In addition, a lower bound on the competitive ratio of problem MTSS-ip for any deterministic online algorithm is established. For the case with a large storage size K, a lower bound of $$\frac{K}{48\log _{\theta _2} K}$$ K 48 log θ 2 K on the competitive ratio for MTSS-ip is proved.

Keywords: Multiple time series search; Online algorithms; Competitive ratio; Interrelated prices; Lower bounds (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/s10878-024-01247-2

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