Bin Wu

Xiao He, Ye Li, Jian Tan et al.

Seasonal-trend decomposition is one of the most fundamental concepts in time series analysis that supports various downstream tasks, including time series anomaly detection and forecasting. However, existing decomposition methods rely on batch processing with a time complexity of O(W), where W is the number of data points within a time window. Therefore, they cannot always efficiently support real-time analysis that demands low processing delay. To address this challenge, we propose OneShotSTL, an efficient and accurate algorithm that can decompose time series online with an update time complexity of O(1). OneShotSTL is more than $1,000$ times faster than the batch methods, with accuracy comparable to the best counterparts. Extensive experiments on real-world benchmark datasets for downstream time series anomaly detection and forecasting tasks demonstrate that OneShotSTL is from 10 to over 1,000 times faster than the state-of-the-art methods, while still providing comparable or even better accuracy.

Jingying Ma, Yuanshi Zheng, Bin Wu et al.

It is typical to assume that there is no conflict of interest among leaders. Under such assumption, it is known that, for a multi-agent system with two leaders, if the followers' interaction subgraph is undirected and connected, then followers will converge to a convex combination of two leaders' states with linear consensus protocol. In this paper, we introduce the conflict between leaders: by choosing k followers to connect with, every leader attempts all followers converge to himself closer than that of the other. By using graph theory and matrix theory, we formulate this conflict as a standard two-player zero-sum game and give some properties about it. It is noteworthy that the interaction graph here is generated from the conflict between leaders. Interestingly, we find that to find the optimal topology of the system is equivalent to solve a Nash equilibrium. Especially for the case of choosing one connected follower, the necessary and sufficient condition for an interaction graph to be the optimal one is given. Moreover, if followers' interaction graph is a circulant graph or a graph with a center node, then the system's optimal topology is obtained. Simulation examples are provided to validate the effectiveness of the theoretical results.