Multifractal and singularity analysis of highway volume data

Meifeng Dai, Cheng Zhang and Danping Zhang

Physica A: Statistical Mechanics and its Applications, 2014, vol. 407, issue C, 332-340

Abstract: Recent work has shown that the mathematics of multifractal can be used to provide a quantitative signature in many fields. In this paper, we investigate the traffic time series for volume data observed on Guangshen highway. Firstly, we find there exists a multifractal behavior in the traffic data, and the data on both work days and rest days have similar multifractality. Then, we study the singularity of these data. A singularity exponent method based on multifractal theory is proposed to extract or classify singular data, which is more precise and clear than the Hölder exponent method.

Keywords: Multifractal; Hölder exponent; Singularity exponent; Legendre spectrum; Traffic data (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:407:y:2014:i:c:p:332-340

DOI: 10.1016/j.physa.2014.04.005

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