Abstract

In this study, we give a rescaled range analysis method employed to demonstrate long-range correlations and the presence of periodical features for a time series. An extension of the rescaled range method to estimate the Hurst exponent of high-dimensional fractals is proposed in this study. The two-dimensional rescaled range analysis is used to analyze traffic data, reveal interesting scaling behavior with physical grounds. The relation between the one-dimensional rescaled range method and two-dimensional rescaled range method is interpreted carefully.

Keywords:

Binomial multifractal model, fourier transform method, hurst exponent, rescaled range analysis, traffic time series,

References

Competing interests

The authors have no competing interests.

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Copyright

The authors have no competing interests.