Artículo
Wavelet entropy of stochastic processes
Fecha de publicación:
15/06/2007
Editorial:
Elsevier
Revista:
Physica A: Statistical Mechanics and its Applications
ISSN:
0378-4371
Idioma:
Inglés
Tipo de recurso:
Artículo publicado
Clasificación temática:
Resumen
We compare two different definitions for the wavelet entropy associated to stochastic processes. The first one, the normalized total wavelet entropy (NTWS) family [S. Blanco, A. Figliola, R.Q. Quiroga, O.A. Rosso, E. Serrano, Time–frequency analysis of electroencephalogram series, III. Wavelet packets and information cost function, Phys. Rev. E 57 (1998) 932–940; O.A. Rosso, S. Blanco, J. Yordanova, V. Kolev, A. Figliola, M. Schu¨rmann, E. Bas-ar, Wavelet entropy: a new tool for analysis of short duration brain electrical signals, J. Neurosci. Method 105 (2001) 65–75] and a second introduced by Tavares and Lucena [Physica A 357(1) (2005) 71–78]. In order to understand their advantages and disadvantages, exact results obtained for fractional Gaussian noise (1oao 1) and fractional Brownian motion (1oao 3) are assessed. We find out that the NTWS family performs better as a characterization method for these stochastic processes.
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Articulos(CIOP)
Articulos de CENTRO DE INVEST.OPTICAS (I)
Articulos de CENTRO DE INVEST.OPTICAS (I)
Articulos(SEDE CENTRAL)
Articulos de SEDE CENTRAL
Articulos de SEDE CENTRAL
Citación
Zunino, Luciano José; Pérez, D. G.; Garavaglia, Mario Jose; Rosso, Osvaldo Aníbal; Wavelet entropy of stochastic processes; Elsevier; Physica A: Statistical Mechanics and its Applications; 379; 2; 15-6-2007; 503-512
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