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Spatial correlation analysis of traffic flow on parallel motorways in Germany

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  • Gartzke, Sebastian
  • Wang, Shanshan
  • Guhr, Thomas
  • Schreckenberg, Michael

Abstract

With the widely used method of correlation matrix analysis, this study reveals the change of traffic states on parallel motorways in North Rhine-Westphalia, Germany. In terms of the time series of traffic flow and velocity, we carry out a quantitative analysis in correlations and reveal a high level of strongly positive traffic flow correlation and rich structural features in the corresponding correlation matrices. The strong correlation is mainly ascribed to the daily time evolution of traffic flow during the periods of rush hours and non-rush hours. In terms of free flow and congestion, the structural features are able to capture the average traffic situation we derive from our data. Furthermore, the structural features in correlation matrices for individual time periods corroborate our results from the correlation matrices regarding a whole day. The average correlations in traffic flows and velocities over all pairwise sections disclose the traffic behavior during each individual time period. Our contribution uncovers the potential application of correlation analysis on the study of traffic networks as a complex system.

Suggested Citation

  • Gartzke, Sebastian & Wang, Shanshan & Guhr, Thomas & Schreckenberg, Michael, 2022. "Spatial correlation analysis of traffic flow on parallel motorways in Germany," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 599(C).
    • Handle: RePEc:eee:phsmap:v:599:y:2022:i:c:s0378437122002850
    DOI: 10.1016/j.physa.2022.127367
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    References listed on IDEAS

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    1. Yuriy Stepanov & Philip Rinn & Thomas Guhr & Joachim Peinke & Rudi Schafer, 2015. "Stability and Hierarchy of Quasi-Stationary States: Financial Markets as an Example," Papers 1503.00556, arXiv.org.
    2. Michael C. Munnix & Takashi Shimada & Rudi Schafer & Francois Leyvraz Thomas H. Seligman & Thomas Guhr & H. E. Stanley, 2012. "Identifying States of a Financial Market," Papers 1202.1623, arXiv.org.
    3. Anton J. Heckens & Sebastian M. Krause & Thomas Guhr, 2020. "Uncovering the Dynamics of Correlation Structures Relative to the Collective Market Motion," Papers 2004.12336, arXiv.org, revised Sep 2020.
    4. Philip Rinn & Yuriy Stepanov & Joachim Peinke & Thomas Guhr & Rudi Schafer, 2015. "Dynamics of quasi-stationary systems: Finance as an example," Papers 1502.07522, arXiv.org.
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    Cited by:

    1. Wang, Shanshan & Schreckenberg, Michael & Guhr, Thomas, 2023. "Response functions as a new concept to study local dynamics in traffic networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 626(C).

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