Multi-fractal analysis of highway traffic data

The purpose of the present study is to investigate the presence ofmulti-fractal behaviours in the traffic time series not only bystatistical approaches but also by geometrical approaches. Thepointwise H"{o} lder exponent of a function is calculated bydeveloping an algorithm for the numerical evaluation of H"{o} lderexponent of time series. The traffic time series observed on theBeijing Yuquanying highway are analysed. The results from all thesemethods indicate that the traffic data exhibit the multi-fractalbehaviour.