Detecting long-range correlations of traffic time series with multifractal detrended fluctuation analysis

Pengjian Shang, Yongbo Lu and Santi Kamae

Chaos, Solitons & Fractals, 2008, vol. 36, issue 1, 82-90

Abstract: Multifractal behavior in traffic time series usually connected with different long-range (time-) correlations of the small and large fluctuations or (and) a broad probability density function for the values of the time series. Multifractal detrended fluctuation analysis (MFDFA) is used to study the traffic speed fluctuations. It is demonstrated that the speed time series, observed on the Beijing Yuquanying highway over a period of about 40 months, has a crossover time scale sx, where the signal has different correlation exponents in time scales s>sx and sDate: 2008
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (47)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0960077906005832
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:36:y:2008:i:1:p:82-90

DOI: 10.1016/j.chaos.2006.06.019

Access Statistics for this article

Chaos, Solitons & Fractals is currently edited by Stefano Boccaletti and Stelios Bekiros

More articles in Chaos, Solitons & Fractals from Elsevier
Bibliographic data for series maintained by Thayer, Thomas R. ().