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Detecting intrinsic dynamics of traffic flow with recurrence analysis and empirical mode decomposition

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  • Xiong, Hui
  • Shang, Pengjian
  • Bian, Songhan

Abstract

In this paper, we apply the empirical mode decomposition (EMD) method to the recurrence plot (RP) and recurrence quantification analysis (RQA), to evaluate the frequency- and time-evolving dynamics of the traffic flow. Based on the cumulative intrinsic mode functions extracted by the EMD, the frequency-evolving RP regarding different oscillation of modes suggests that apparent dynamics of the data considered are mainly dominated by its components of medium- and low-frequencies while severely affected by fast oscillated noises contained in the signal. Noises are then eliminated to analyze the intrinsic dynamics and consequently, the denoised time-evolving RQA diversely characterizes the properties of the signal and marks crucial points more accurately where white bands in the RP occur, whereas a strongly qualitative agreement exists between all the non-denoised RQA measures. Generally, the EMD combining with the recurrence analysis sheds more reliable, abundant and inherent lights into the traffic flow, which is meaningful to the empirical analysis of complex systems.

Suggested Citation

  • Xiong, Hui & Shang, Pengjian & Bian, Songhan, 2017. "Detecting intrinsic dynamics of traffic flow with recurrence analysis and empirical mode decomposition," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 474(C), pages 70-84.
    • Handle: RePEc:eee:phsmap:v:474:y:2017:i:c:p:70-84
    DOI: 10.1016/j.physa.2017.01.060
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    References listed on IDEAS

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    Cited by:

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    4. Xiong, Hui & Shang, Pengjian & He, Jiayi, 2019. "Nonuniversality of the horizontal visibility graph in inferring series periodicity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).

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