Multifractal cross-correlation analysis of traffic time series based on large deviation estimates
暂无分享,去创建一个
[1] J. Barral,et al. On the Estimation of the Large Deviations Spectrum , 2011 .
[2] Harvard Medical School,et al. Effect of nonstationarities on detrended fluctuation analysis. , 2001, Physical review. E, Statistical, nonlinear, and soft matter physics.
[3] Boris Podobnik,et al. Detrended cross-correlation analysis for non-stationary time series with periodic trends , 2011 .
[4] Pengjian Shang,et al. Detecting long-range correlations of traffic time series with multifractal detrended fluctuation analysis , 2008 .
[5] C. Peng,et al. Mosaic organization of DNA nucleotides. , 1994, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.
[6] Boris Podobnik,et al. Statistical tests for power-law cross-correlated processes. , 2011, Physical review. E, Statistical, nonlinear, and soft matter physics.
[7] Borko Stosic,et al. Correlations and cross-correlations in the Brazilian agrarian commodities and stocks , 2010 .
[8] Matthew G. Karlaftis,et al. Spectral and cross-spectral analysis of urban traffic flows , 2001, ITSC 2001. 2001 IEEE Intelligent Transportation Systems. Proceedings (Cat. No.01TH8585).
[9] Amir Dembo,et al. Large Deviations Techniques and Applications , 1998 .
[10] H. Stanley,et al. Detrended cross-correlation analysis: a new method for analyzing two nonstationary time series. , 2007, Physical review letters.
[11] Shlomo Havlin,et al. Delay-induced chaos with multifractal attractor in a traffic flow model , 2002 .
[12] M. M. Novak,et al. Fractals and Beyond: Complexities in the Sciences , 1998 .
[13] Ivo Grosse,et al. Power-law correlated processes with asymmetric distributions. , 2005, Physical review. E, Statistical, nonlinear, and soft matter physics.
[14] R. E. Wilson,et al. Mechanisms for spatio-temporal pattern formation in highway traffic models , 2008, Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences.
[15] D. Helbing. Traffic and related self-driven many-particle systems , 2000, cond-mat/0012229.
[16] Pengjian Shang,et al. MULTISCALE ENTROPY ANALYSIS OF TRAFFIC TIME SERIES , 2013 .
[17] L. Amaral,et al. Multifractality in human heartbeat dynamics , 1998, Nature.
[18] Paulo Gonçalves,et al. Large deviations estimates for the multiscale analysis of heart rate variability , 2012 .
[19] Schwartz,et al. Method for generating long-range correlations for large systems. , 1995, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.
[20] Jacques Lévy Véhel,et al. Signal representation and segmentation based on multifractal stationarity , 2002, Signal Process..
[21] H. Stanley,et al. Effect of trends on detrended fluctuation analysis. , 2001, Physical review. E, Statistical, nonlinear, and soft matter physics.
[22] I. Gasser,et al. Bifurcation analysis of a class of ‘car following’ traffic models , 2004 .
[23] M. Meyer,et al. Self-affine fractal variability of human heartbeat interval dynamics in health and disease , 2003, European Journal of Applied Physiology.
[24] Wilhelm Leutzbach,et al. Introduction to the Theory of Traffic Flow , 1987 .
[25] Ivo Grosse,et al. Fractionally integrated process with power-law correlations in variables and magnitudes. , 2005, Physical review. E, Statistical, nonlinear, and soft matter physics.
[26] Jacques Lévy Véhel,et al. Continuous Large Deviation Multifractal Spectrum: Definition and Estimation , 1998 .
[27] A. Schadschneider,et al. Statistical physics of vehicular traffic and some related systems , 2000, cond-mat/0007053.
[28] H. Stanley,et al. Cross-correlations between volume change and price change , 2009, Proceedings of the National Academy of Sciences.
[29] H. Nicholson,et al. The prediction of traffic flow volumes based on spectral analysis , 1974 .
[30] H. Stanley,et al. Multifractal Detrended Fluctuation Analysis of Nonstationary Time Series , 2002, physics/0202070.
[31] H. Stanley,et al. Quantifying cross-correlations using local and global detrending approaches , 2009 .
[32] B. Kerner. THE PHYSICS OF TRAFFIC , 1999 .
[33] Manying Bai,et al. Power law and multiscaling properties of the Chinese stock market , 2010 .
[34] S. Cerutti,et al. Multifractality and heart rate variability. , 2009, Chaos.
[35] Yi Yin,et al. Modified DFA and DCCA approach for quantifying the multiscale correlation structure of financial markets , 2013 .
[36] Jacques Lévy Véhel,et al. On Various Multifractal Spectra , 2004 .
[37] Pengjian Shang,et al. The cross-correlations of stock markets based on DCCA and time-delay DCCA , 2012 .
[38] Rudolf H. Riedi,et al. Multifractal Properties of TCP Traffic: a Numerical Study , 1997 .