Ing. Tomáš Martinovič (VŠB) - Traffic Flow Dynamics
Abstrakt
The main aim of the presentation is focused on analysis of dynamical properties of road traffic time series, that are discrete time real data. For the analysis we use well established methods as maximal Lyapunov exponent and 0-1 test for chaos. Lyapunov exponents are computed using embedding dimensions and reconstruction delay, where positive values of Lyapunov exponents suggest presence of chaos in dynamical system. Then "0-1" test for chaos is used to further support our findings. Advantage of "0-1" test for chaos is that it does not need preprocessing of the time series prior to analysis. As a main result it will be shown that there are regular as well as irregular patterns in the real world traffic time series and their potential for prediction.
Klíčová slova
Dynamical system, traffic time series, Lyapunov exponents, "0-1" test for chaos, chaos.