Detecting intrinsic dynamics of traffic flow with recurrence analysis and empirical mode decomposition

Hui Xiong, Pengjian Shang and Songhan Bian

Physica A: Statistical Mechanics and its Applications, 2017, vol. 474, issue C, 70-84

Abstract: In this paper, we apply the empirical mode decomposition (EMD) method to the recurrence plot (RP) and recurrence quantification analysis (RQA), to evaluate the frequency- and time-evolving dynamics of the traffic flow. Based on the cumulative intrinsic mode functions extracted by the EMD, the frequency-evolving RP regarding different oscillation of modes suggests that apparent dynamics of the data considered are mainly dominated by its components of medium- and low-frequencies while severely affected by fast oscillated noises contained in the signal. Noises are then eliminated to analyze the intrinsic dynamics and consequently, the denoised time-evolving RQA diversely characterizes the properties of the signal and marks crucial points more accurately where white bands in the RP occur, whereas a strongly qualitative agreement exists between all the non-denoised RQA measures. Generally, the EMD combining with the recurrence analysis sheds more reliable, abundant and inherent lights into the traffic flow, which is meaningful to the empirical analysis of complex systems.

Keywords: Recurrence plot; Recurrence quantification analysis; Empirical mode decomposition; Traffic flow; Frequency- and time-evolution; Noise (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378437117300705
Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

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:phsmap:v:474:y:2017:i:c:p:70-84

DOI: 10.1016/j.physa.2017.01.060

Access Statistics for this article

Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

More articles in Physica A: Statistical Mechanics and its Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().