MULTISCALE DETRENDED FLUCTUATION ANALYSIS OF TRAFFIC INDEX SERIES

作者：Du, Guan; Shang, Pengjian^*; Zhao, Xiaojun

来源：Fluctuation and Noise Letters, 2014, 13(1): 1450001.

DOI：10.1142/S0219477514500011

• Multiscale detrended fluctuation analysis
• traffic index series
• scale exponent

In this paper, we present a multiscale detrended fluctuation analysis (DFA) for describing the traffic fractal dynamics with a spectrum of scale exponents, a(s), rather than by a model of lumped parameters a(1) and a(2). The method combines DFA with moving fitting window to analyze the traffic index (TI) series in different scales, shows more details of scale properties and provides a reliable analysis. We also quantify the effects of weather, traffic peaks and traffic control on exponent spectra a(s). The results indicate clearly that at large scales, the exponents show large volatility and they all have their own exponent patterns. In addition, for the effect of traffic control, the scale exponents of traffic control are continuously obviously larger than those without traffic control at small scales. The multiscale DFA method provides new ways to measure the TI series and distinguishes groups in different conditions.

• 出版日期2014-3
• 单位北京交通大学