Articulo
Wavelet entropy of stochastic processes
Registro en:
issn:0378-4371
Autor
Zunino, Luciano José
Pérez, Darío Gabriel
Garavaglia, Mario José
Rosso, O. A.
Institución
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. Schürmann, E. Başar, 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 (<math><mo is="true">-</mo><mn is="true">1</mn><mo is="true"><</mo><mi is="true">α</mi><mo is="true"><</mo><mspace width="0.33em" is="true"></mspace><mn is="true">1</mn></math>) and fractional Brownian motion (<math><mn is="true">1</mn><mo is="true"><</mo><mi is="true">α</mi><mo is="true"><</mo><mspace width="0.33em" is="true"></mspace><mn is="true">3</mn></math>) are assessed. We find out that the NTWS family performs better as a characterization method for these stochastic processes. Centro de Investigaciones Ópticas Facultad de Ingeniería Facultad de Ciencias Exactas