info:eu-repo/semantics/article
Wavelet entropy and fractional Brownian motion time series
Fecha
2006-06-15Registro en:
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
0378-4371
CONICET Digital
CONICET
Autor
Pérez, D.G.
Zunino, Luciano José
Garavaglia, Mario Jose
Rosso, Osvaldo Aníbal
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.