Multi-fractal analysis of highway traffic data

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 Hölder exponent of a function is calculated by developing an algorithm for the numerical evaluation of Hölder 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.