Multi-fractal analysis of highway traffic data  

作　　者：商朋见 申金升 

机构地区：[1]Department of Mathematics, School of Science, Beijing Jiaotong University, Beijing 100044, China [2]School of Traffic and Transportation, Beijing Jiaotong University, Beifing 100044, China

出　　处：《Chinese Physics B》2007年第2期365-373,共9页中国物理B（英文版）

摘　　要：The purpose of the present study is to investigate the presence of multi-fractal behaviours in the traffic time series not only by statistical approaches but also by geometrical approaches. The pointwisc Hǒlder exponent of a function is calculated by developing an algorithm for the numerical evaluation of HSlder exponent of time series. The traffic time series observed on the Beijing Yuquanying highway are analysed. The results from all these methods indicate that the traffic data exhibit the multi-fractal behaviour.The purpose of the present study is to investigate the presence of multi-fractal behaviours in the traffic time series not only by statistical approaches but also by geometrical approaches. The pointwisc Hǒlder exponent of a function is calculated by developing an algorithm for the numerical evaluation of HSlder exponent of time series. The traffic time series observed on the Beijing Yuquanying highway are analysed. The results from all these methods indicate that the traffic data exhibit the multi-fractal behaviour.

关 键 词：fractals probability theory stochastic processes and statistics 

分 类 号：U491.115[交通运输工程—交通运输规划与管理]