Multifractal Fourier detrended cross-correlation analysis of traffic signals

► We apply Fourier filtering to eliminate trend effects in the MF-DXA method. ► Periodic trend raises crossovers in long-range cross-correlation detection. ► Crossover locations correspond to the periods of trend. ► Traffic flow on adjacent roads show strong cross-correlation. ► Traffic velocity and flow are cross-correlated in opposite directions.