Modeling Complex System Correlation Using Detrended Cross-Correlation Coefficient
Joint Authors
Dong, Keqiang
Gao, You
Zhang, Hong
Source
Mathematical Problems in Engineering
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-07-15
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
The understanding of complex systems has become an area of active research for physicists because such systems exhibit interesting dynamical properties such as scale invariance, volatility correlation, heavy tails, and fractality.
We here focus on traffic dynamic as an example of a complex system.
By applying the detrended cross-correlation coefficient method to traffic time series, we find that the traffic fluctuation time series may exhibit cross-correlation characteristic.
Further, we show that two traffic speed time series derived from adjacent sections exhibit much stronger cross-correlations than the two speed series derived from adjacent lanes.
Similarly, we also demonstrate that the cross-correlation property between the traffic volume variables from two adjacent sections is stronger than the cross-correlation property between the volume variables of adjacent lanes.
American Psychological Association (APA)
Dong, Keqiang& Zhang, Hong& Gao, You. 2014. Modeling Complex System Correlation Using Detrended Cross-Correlation Coefficient. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-455693
Modern Language Association (MLA)
Dong, Keqiang…[et al.]. Modeling Complex System Correlation Using Detrended Cross-Correlation Coefficient. Mathematical Problems in Engineering No. 2014 (2014), pp.1-7.
https://search.emarefa.net/detail/BIM-455693
American Medical Association (AMA)
Dong, Keqiang& Zhang, Hong& Gao, You. Modeling Complex System Correlation Using Detrended Cross-Correlation Coefficient. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-455693
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-455693