Nonlinear analysis of traffic time series at different temporal scales

• DOI: 10.1016/j.physleta.2006.04.063
• Publication Date: 2006-05-05T06:20:11Z
• Authors: Pengjian Shang; Xuewei Li; Santi Kamae
• Keywords: Correlation dimension; Scale invariance; Variation (astronomy)

This Letter of the behavior of traffic flow at different temporal scales identifies the type of approach most suitable for transformation of traffic data from one scale to another. The finite correlation dimensions obtained for the four traffic volume series indicate the possible existence of chaotic behavior in the traffic data observed at the four scales. A possible implication of this might be that the traffic processes at these scales are related through a chaotic (scale-invariant) behavior. A comparison of the correlation dimension and coefficient of variation of each of the time series reveals a direct relationship between the two: higher dimension for higher coefficient of variation and vice versa.