Shang Peng-Jian(商朋见)a)† and Shen Jin-Sheng(申金升)b)‡
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
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.
Received: 20 April 2006
Revised: 07 August 2006
Accepted manuscript online:
Fund: Project supported by the State Key Development Program for Basic Research of China (Grant No 2004CB318005) and Beijing Jiaotong University (Grant No 2005SM065).
Cite this article:
Shang Peng-Jian(商朋见) and Shen Jin-Sheng(申金升) Multi-fractal analysis of highway traffic data 2007 Chinese Physics 16 365
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