基于R/S分析研究交通流的长程相关性

Study on long-term dependence of urban traffic flow based on rescaled range analysis

人们观察结果表明,城市交通流的变化具有周期性,但是如何从理论方法分析得出其具有周期性的结论,如何确定其周期,是需要解决的问题.论文提出用R/S(rescaledrange)分析交通流的长程相关性来研究这一问题,介绍了该方法的原理,给出了一组实际交通流时间序列的实证分析结果,从计算出的Hurst指数求出了该交通流时间序列的变化周期,讨论了有益的结论.

It is well known that urban traffic flow appears cyclic fluctuation. But this is only the impression from the observed results of urban traffic flow. How to analyze the cyclic fluctuation of urban traffic flow theoretically, and how to determinate the cycle of urban traffic flow, those are the problems to be solved. In this paper, a study on long_term dependence of urban traffic flow based on rescaled range analysis (R/S) is presented. The method is introduced,the analysis results of a case study on time_series of real traffic flow in city Tianjin are given. The cycle of the time_series of the traffic flow is obtained by computing of Hurst index. The useful conclusions are discussed.