Artículo

Wavelet entropy and fractional Brownian motion time series

Pérez, D.G.; Zunino, Luciano JoséIcon ; Garavaglia, Mario JoseIcon ; Rosso, Osvaldo AníbalIcon
Fecha de publicación: 15/06/2006
Editorial: Elsevier
Revista: Physica A: Statistical Mechanics and its Applications
ISSN: 0378-4371
Idioma: Inglés
Tipo de recurso: Artículo publicado
Clasificación temática:

Resumen

We study the functional link between the Hurst parameter and the normalized total wavelet entropy when analyzing fractional Brownian motion (fBm) time series—these series are synthetically generated. Both quantifiers are mainly used to identify fractional Brownian motion processes [L. Zunino, D.G. Pe´rez, M. Garavaglia, O.A. Rosso, Characterization of laser propagation through turbulent media by quantifiers based on the wavelet transform, Fractals 12(2) (2004) 223–233]. The aim of this work is to understand the differences in the information obtained from them, if any.
Palabras clave: Fractional Brownian motion , Wavelet theory , Hurst parameter , Mean normalized total wavelet entropy
 
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info:eu-repo/semantics/openAccess Excepto donde se diga explícitamente, este item se publica bajo la siguiente descripción: Creative Commons Attribution-NonCommercial-ShareAlike 2.5 Unported (CC BY-NC-SA 2.5)
Identificadores
URI: http://hdl.handle.net/11336/155229
DOI: http://dx.doi.org/10.1016/j.physa.2005.09.060
URL: https://www.sciencedirect.com/science/article/abs/pii/S0378437105010332?via%3Dih
URL: https://arxiv.org/abs/physics/0501105
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Articulos(CIOP)
Articulos de CENTRO DE INVEST.OPTICAS (I)
Articulos(SEDE CENTRAL)
Articulos de SEDE CENTRAL
Citación
Pérez, D.G.; Zunino, Luciano José; Garavaglia, Mario Jose; Rosso, Osvaldo Aníbal; Wavelet entropy and fractional Brownian motion time series; Elsevier; Physica A: Statistical Mechanics and its Applications; 365; 2; 15-6-2006; 282-288
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