中国物理B ›› 2007, Vol. 16 ›› Issue (2): 365-373.doi: 10.1088/1009-1963/16/2/016

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Multi-fractal analysis of highway traffic data

商朋见1, 申金升2   

  1. (1)Department of Mathematics, School of Science, Beijing Jiaotong University, Beijing 100044, China; (2)School of Traffic and Transportation, Beijing Jiaotong University, Beijing 100044, China
  • 收稿日期:2006-04-20 修回日期:2006-08-07 出版日期:2007-02-20 发布日期:2007-02-20
  • 基金资助:
    Project supported by the State Key Development Program for Basic Research of China (Grant No 2004CB318005) and Beijing Jiaotong University (Grant No 2005SM065).

Multi-fractal analysis of highway traffic data

Shang Peng-Jian(商朋见)a)† and Shen Jin-Sheng(申金升)b)‡   

  1. a Department of Mathematics, School of Science, Beijing Jiaotong University, Beijing 100044, China; b School of Traffic and Transportation, Beijing Jiaotong University, Beijing 100044, China
  • Received:2006-04-20 Revised:2006-08-07 Online:2007-02-20 Published:2007-02-20
  • Supported by:
    Project supported by the State Key Development Program for Basic Research of China (Grant No 2004CB318005) and Beijing Jiaotong University (Grant No 2005SM065).

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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 pointwise H\"{o} lder exponent of a function is calculated by developing an algorithm for the numerical evaluation of H\"{o} lder 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

Abstract: 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 pointwise H? lder exponent of a function is calculated by developing an algorithm for the numerical evaluation of H? lder 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.

Key words: fractals, probability theory, stochastic processes and statistics

中图分类号:  (Fractals)

  • 05.45.Df
02.60.Gf (Algorithms for functional approximation) 05.45.Tp (Time series analysis)