The Long-term Correlation of Conditional Time Series of Traffic Time Series

被引：0

作者：

Zhang, Hong ^{[1
]}

Liu, Zhimin ^{[1
]}

Dong, Keqiang ^{[2
]}

机构：

[1] Hebei Univ Engn, Dept Math, Handan, Peoples R China

[2] Beijing Jiaotong Univ, Dept Math, Beijing, Peoples R China

来源：

2009 INTERNATIONAL CONFERENCE ON FUTURE BIOMEDICAL INFORMATION ENGINEERING (FBIE 2009) | 2009年

关键词：

rescaled range method; correlation; conditional time series; Hurst exponent; traffic time series; DEPENDENCE;

D O I：

10.1109/FBIE.2009.5405895

中图分类号：

R318 [生物医学工程];

学科分类号：

0831 ;

摘要：

In this paper, we investigates the traffic flow time series observed on the Beijing second ring road over a period of about 27 days, from 0:00 a.m. on 12/6/2006 to 16:00 p.m. on 1/1/2007. Using rescaled range method, the long-range dependence of traffic time series and their conditional time series are estimated. For getting more information of the conditional series, this paper studies how the threshold value q affects the correlations of the conditional time series.

引用

页码：240 / +

页数：2

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