Wavelet entropy and fractional Brownian motion time series
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. P...
| Autores: | , , , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2006 |
| País: | Argentina |
| Institución: | Universidad Nacional de La Plata |
| Repositorio: | SEDICI (UNLP) |
| Idioma: | inglés |
| OAI Identifier: | oai:sedici.unlp.edu.ar:10915/131022 |
| Acceso en línea: | http://sedici.unlp.edu.ar/handle/10915/131022 |
| Access Level: | acceso abierto |
| Palabra clave: | Física Fractional Brownian motion Wavelet theory Hurst parameter Mean normalized total wavelet entropy |
| Sumario: | 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. |
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