Articulo
Wavelet entropy and fractional Brownian motion time series
Registro en:
issn:0378-4371
Autor
Pérez, Darío Gabriel
Zunino, Luciano José
Garavaglia, Mario José
Rosso, O. A.
Institución
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. Perez, 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. Centro de Investigaciones Ópticas Facultad de Ciencias Exactas