Multifractal Research on Congestion Index of Chinese and Brazil Port

doi:10.3969/j.issn.16740696.2016.06.30

Abstract

Abstract: The multifractal detrended fluctuation analysis method (MFDFA) and multifractal detrended fluctuation cross correlation analysis method (MFDCCA) were used to study the congestion index of ETA (Etimated Ttime of Arrival) capesize in Chinese ports and in Brazil ports, which were components of GPCI (the global port congestion index). It is found that generalized Hurst index of ETA capesize in Chinese ports and in Brazil ports in time series and MFDCCA generalized Hurst index are both monotonically decreasing and the range of their values is between 0.5 and 1; scaling index shows a concave function and fractal spectrum shows a intensive bell shaped distribution. Research results show that the two groups of experimental time series both have obvious multifractal characteristics and also have a long memory and multimarked degree; moreover, the two multifractals are crosscorrelated, and their performances are mutually influenced in a longterm.

Key words: traffic and transportation engineering, port congestion index, multifractal, detrended fluctuation analysis, cross correlation analysis

摘要： 运用多重分形消除趋势波动分析法（MFDFA）与多重分形消除趋势波动交叉相关分析法（MFDCCA）对全球港口拥塞指数的中国港口ETA(Estimated Time of Arrival)海岬型船与巴西港口ETA海岬型船港口拥塞指数进行研究。研究表明：中国港口ETA海岬型船与巴西港口ETA海岬型船时间序列广义Hurst指数及MFDCCA广义Hurst指数，均单调递减且值域在（0.5,1）之间，标度指数均表现凹向横轴的函数，分形谱密集钟形分布；两组时间序列均具有明显的多重分形特征，同时具有长期记忆性与多标度性，且二者多重分形交叉相关，表现长期相互影响。

关键词: 交通运输工程, 港口拥塞指数, 多重分形, 消除趋势波动分析, 交叉相关分析

CLC Number:

U691+.32

LIN Guolong, MA Libo, ZHANG Chenyan, HE Hongdi. Multifractal Research on Congestion Index of Chinese and Brazil Port[J]. Journal of Chongqing Jiaotong University(Natural Science), 2016, 35(6): 148-152.

林国龙，马理博，张辰彦，何红弟. 中国和巴西港口拥塞指数多重分形研究[J]. 重庆交通大学学报（自然科学版）, 2016, 35(6): 148-152.

References

［1］张荣忠. 全球性港口拥堵现象透析［J］. 交通企业管理,2005,20(5):3132.
ZHANG Rongzhong. Analysis of the global port congestion phenomenon［J］. Transportation Enterprise Management,2005,20(5):3132.
［2］尹铭钰. 全球干散货港口拥堵现状分析［J］. 中国港口,2013(11):47.
YIN Mingyu. Analysis of the current situation of global dry bulk port congestion［J］. China Ports,2013(11):47.
［3］尹铭钰. 巴西港口在探索变革中成长［J］. 中国港口,2014(8):6162.
YIN Mingyu. The development of Brazil port in the exploration of the changes［J］. China Ports,2014(8):6162.
［4］徐剑华. 美西港口拥堵迷局［J］. 中国船检,2015(3):1822.
XU Jianhua. West Port congestion puzzles［J］. Chinese Ship Survey,2015(3):1822.
［5］ LEACH P T. 美西港口拥堵余波未平［J］. 中国远洋航务,2015(4):6061.
LEACH P T. West Port congestion are still repercussions［J］. Maritime China,2015 (4):6061.
［6］ LEACH P T. 重新定义航运旺季［J］. 中国远洋航务,2015(8):4849.
LEACH P T. Redefining shipping season［J］. Maritime China,2015(8):4849.
［7］ PENG C K, BULDYREV S V, HAVLIN S,et al. Mosaic organization of DNA nucleotides［J］. Physical Review E,1994,49(2):16851689.
［8］ KANTELHARDT J W, ZSCHIEGNER S A, KOSCIELNY B E, et al. Multifractal detrended fluctuation analysis of nonstationary time series［J］. Physica A Statistical Mechanics & Its Applications,2002,316(1/2/3/4):87114.
［9］ PODOBNIK B, STANLEY H E. Detrended crosscorrelation analysis: a new method for analyzing two nonstationary time series［J］. Physical Review Letters,2007,100(8):3871.
［10］HE L Y, CHEN S P. Nonlinear bivariate dependency of pricevolume relationships in agricultural commodity futures markets: A perspective from Multifractal Detrended CrossCorrelation Analysis［J］. Physica A Statistical Mechanics & Its Applications,2011,390(2):297308.
［11］WANG Jun, ZHAO Daqing. Detrended crosscorrelation analysis of electroencephalogram［J］. Chinese Physics B,2012,21(2):577580.
［12］曾志坚, 张倩倩. 基于MFDCCA方法的证券市场间交叉相关性研究［J］. 财经理论与实践,2013,34(6):4549.
ZENG Zhijian, ZHANG Qianqian. Study on the cross correlation of securities market based on MFDCCA method［J］. The Theory and Practice of Finance and Economics,2013,34(6):4549.
［13］曹建军,顾荣宝. 基于MFDFA方法的黄金市场多重分形分析［J］. 黄金,2011,32(3):57.
CAO Jianjun, GU Rongbao. Multi fractal analysis of gold market based on MFDFA method［J］. Gold,2011,32 (3):57.
［14］郭丽娜,王宏勇. 大宗商品期货市场收益率的多重分形分析［J］. 南京财经大学学报,2013,20(1):4350.
GUO Li’na, WANG Hongyong. Return rate of commodity futures market multifractal analysis［J］. Journal of Nanjing University of Finance and Economics,2013,20(1):4350.
［15］张德园,王雪飞. 基于多重分形理论的原油市场耦合关系研究［J］. 成都理工大学学报(社会科学版),2014,22(5):5864.
ZHANG Deyuan, WANG Xuefei. Research on the coupling relationship of crude oil markets based on multifractal theory［J］. Journal of Chengdu University of Technology (Social Sciences) ,2014,22(5):5864.
［16］刘俊超,陈秀乾. 上海集装箱运价衍生品市场多重分形特征研究［J］. 航海,2014(1):4751.
LIU Junchao, CHEN Xiuqian. Research on multi fractal characteristics of container transport market in Shanghai［J］. Navigation,2014(1):4751.
［17］SEO S K, KIM K, CHANG K H, et al. Determination of the dynamical behavior of rainfalls by using a multifractal detrended fluctuation analysis［J］. Journal of the Korean Physical Society,2012,61(4):658661.
［18］LIM G, KIM K, PARK J K, et al. Dynamical analyses of the time series for the temperature and the humidity［J］. Journal of the Korean Physical Society,2013,62(1):193196.
［19］胡江,苏怀智,马福恒,等. MFDFA在大坝安全监测序列分析和整体性态识别中的应用［J］. 水利水电科技进展,2014,34(3):5055.
HU Jiang, SU Huaizhi, MA Fuheng, et al. The application of MFDFA in time series analysis and global state recognition of dam safety monitoring［J］. Advances in Science and Technology of Water Resources,2014,34(3):5055.
［20］WANG F, LIAO G P, ZHOU X Y, et al. Multifractal detrended crosscorrelation analysis for power markets［J］. Nonlinear Dynamics,2013,72(1/2):353363.
［21］XU N, SHANG P, KAMAE S. Modeling traffic flow correlation using DFA and DCCA［J］. Nonlinear Dynamics,2010,61(1/2):207216.
［22］魏宇,黄登仕. 中国股票市场波动持久性特征的DFA分析［J］. 中国管理科学,2004,12(4):1320.
WEI Yu, HUANG Dengshi. A DFA study on the persistence of fluctuations in china stock market［J］. Chinese Journal of Management Science,2004,12(4):1320.

[1]	LI Jing1,2, ZHONG Peng1, LYU Jing1,2. Interaction between Land Port and Urban Economy Based on System Dynamics [J]. Journal of Chongqing Jiaotong University(Natural Science), 2021, 40(07): 1-7.
[2]	LI Jun1, ZHU Yunsheng2. Application of Comprehensive Evaluation of Triangular Fuzzy Analytic Hierarchy Process in Ship Safety Assessment of the Yellow River Reservoir Area [J]. Journal of Chongqing Jiaotong University(Natural Science), 2021, 40(07): 16-22.
[3]	DENG Ping1,2, SONG Lian1, HUANG Chengfeng1,2. Estimation of Congestion Costs for Lockage Ship in Three Gorges Dam Area and Its Impact on the Total Value of Goods in the Dam Area [J]. Journal of Chongqing Jiaotong University(Natural Science), 2021, 40(07): 23-30.
[4]	CHENG Qian1, ZHU Xiaoning2, LU Wansheng3. Travel Mode Choice Behavior Model of Intercity Passengers with Medium and Long Haul — A Case Study of High-Speed Railway and Air Transport [J]. Journal of Chongqing Jiaotong University(Natural Science), 2021, 40(07): 39-45.
[5]	LIAN Qicai1, LI Han1, SHI Xiaolin1, YAN Zhangcun2. Autonomous Driving Choice Behavior Based on Panel Data Mixed Logit Model [J]. Journal of Chongqing Jiaotong University(Natural Science), 2021, 40(07): 46-52.
[6]	QI Chunhua, WANG Xiaonan, ZHU Shoulin, LI Hangtian. Traffic Engineering Facility Information Threshold Based on Drivers Visual Area of Interest [J]. Journal of Chongqing Jiaotong University(Natural Science), 2021, 40(07): 53-60.
[7]	LI Shengchao, WU Yue, BAI Xuemeng, WANG Yue, ZHANG Hai. Violation Alarm of Dangerous Goods Vehicle Based on TOPSIS and Gray Correlation [J]. Journal of Chongqing Jiaotong University(Natural Science), 2021, 40(07): 61-66.
[8]	YANG Qingfang1,2,3, WANG Liqiang2, ZHENG Lili1,2,3, MENG Fanyun2. Traffic Emission and Fuel Consumption Model of Roundabout [J]. Journal of Chongqing Jiaotong University(Natural Science), 2021, 40(07): 67-73.
[9]	BAI Han, ZHANG Kangyu, WANG Xiuguang, YAN Xiang, FENG Qilong. Traffic Capacity of Urban Intersection under the Conditions of Mixed Release of Traffic Flow [J]. Journal of Chongqing Jiaotong University(Natural Science), 2021, 40(06): 12-20.
[10]	ZHANG Chongyang, HUANG Shuping. Seismic Reliability of Road Network and Route Selection of Post-Earthquake Transportation [J]. Journal of Chongqing Jiaotong University(Natural Science), 2021, 40(06): 43-51.
[11]	GUO Wenwen1, JI Mingjun2, ZHU Huiling3, ZHOU Wenjie2. Optimization Model of Yard Crane Scheduling in a Container Terminal [J]. Journal of Chongqing Jiaotong University(Natural Science), 2021, 40(06): 66-72.
[12]	LI Guangru, ZHANG Xin, ZHU Qinghui. Prediction Method of Port Throughput with Improved Elman Neural Network Based on Adaboost [J]. Journal of Chongqing Jiaotong University(Natural Science), 2021, 40(05): 1-5.
[13]	SUN Yuanguang1, JIAN Min2, JIN Hua2, CHEN Shaokuan2. Calculation and Simulation of Delay during Train Failure Rescue of Urban Rail Transit [J]. Journal of Chongqing Jiaotong University(Natural Science), 2021, 40(05): 6-12.
[14]	WANG Honggang1,2, BAI Peng1, ZOU Qingru2, ZHAO Ling1. Optimization Model of Track Application for Metro Depots [J]. Journal of Chongqing Jiaotong University(Natural Science), 2021, 40(05): 13-18.
[15]	SUN Yanhao1,2, ZHANG Qi1,2, REN Yumou1,2,3, SUN Pengju4. Evaluation of Emergency Disposal Ability of Train Dispatcher of High-Speed Railway [J]. Journal of Chongqing Jiaotong University(Natural Science), 2021, 40(05): 19-25.