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除趋势交叉波动分析函数的统计特征
  • ISSN号：1673-0291
  • 期刊名称：《北京交通大学学报：自然科学版》
  • 时间：0
  • 分类：O211.6[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]北京交通大学理学院,北京100044
  • 相关基金：国家自然科学基金资助项目（60772036 61071142）; 国家“863”计划项目资助（2007AA11Z212）; 教育部博士点基金项目资助（20070004002）
作者： 董科强[1], 商朋见[1]
关键词： 除趋势波动分析, 线性相关, 交叉相关, 交通流量, detrended fluctuation analysis, linear correlation, cross-correlation, traffic flow
中文摘要：

除趋势波动分析（DFA）是测量非平稳时间序列相关性的方法之一,对DFA方法适当改进,可推广到在二维时间序列中研究数据之间的交叉相关性.为了得到这种改进方法与DFA方法之间的数量关系,本文分别就两列时间序列具有线性相关性与不具有线性相关性的情况进行讨论,并对它们的交叉相关指数与DFA指数之间的关系进行分析.最后,用改进方法对交通时间序列进行研究,结果表明：交通速度与交通流量数据之间具有较强的交叉相关性.

英文摘要：

Detrended fluctuation analysis（DFA）is a method for analyzing the long-range dependence non-stationary time series.This paper modifies the DFA method to two dimension for considering the cross-correlation properties.In order to investigate the relation between DFA method and the modified method,this paper analyzes the dependence property of cross-correlation exponent on DFA exponent for linear correlation and nonlinear correlation data,respectively.Furthermore,the modified method is applied to traffic time series and the cross-correlation is found in traffic flow and volume data.

同期刊论文项目
非平稳时间序列的重分形DFA理论及其在交通堵塞预警上的应用
期刊论文 28 会议论文 3
非平稳信号的重分形DCCA理论及其在交通状态预报上的应用
期刊论文 27
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期刊信息
  • 《北京交通大学学报：自然科学版》
  • 北大核心期刊（2011版）
  • 主管单位:教育部
  • 主办单位:北京交通大学
  • 主编：孙守光
  • 地址：北京市西直门外上园村3号北方交通大学8楼8101室
  • 邮编：100044
  • 邮箱：bfxb@bjtu.edu.cn
  • 电话：010-51688053
  • 国际标准刊号：ISSN：1673-0291
  • 国内统一刊号：ISSN：11-5258/U
  • 邮发代号:
  • 获奖情况:
  • 1995年铁道部科技期刊一等奖、1999年教育部组织的...
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  • 被引量:5152