Wavelet entropy and fractional Brownian motion time series

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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...

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Detalles Bibliográficos
Autores principales: Pérez, Darío Gabriel, Zunino, Luciano José, Garavaglia, Mario José, Rosso, O. A.
Formato: Articulo
Lenguaje:Inglés
Publicado: 2006
Materias:
Física
Fractional Brownian motion
Wavelet theory
Hurst parameter
Mean normalized total wavelet entropy
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/131022
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata
id I19-R120-10915-131022
record_format dspace
institution Universidad Nacional de La Plata
institution_str I-19
repository_str R-120
collection SEDICI (UNLP)
language Inglés
topic Física
Fractional Brownian motion
Wavelet theory
Hurst parameter
Mean normalized total wavelet entropy
spellingShingle Física
Fractional Brownian motion
Wavelet theory
Hurst parameter
Mean normalized total wavelet entropy
Pérez, Darío Gabriel
Zunino, Luciano José
Garavaglia, Mario José
Rosso, O. A.
Wavelet entropy and fractional Brownian motion time series
topic_facet Física
Fractional Brownian motion
Wavelet theory
Hurst parameter
Mean normalized total wavelet entropy
description 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.
format Articulo
Articulo
author Pérez, Darío Gabriel
Zunino, Luciano José
Garavaglia, Mario José
Rosso, O. A.
author_facet Pérez, Darío Gabriel
Zunino, Luciano José
Garavaglia, Mario José
Rosso, O. A.
author_sort Pérez, Darío Gabriel
title Wavelet entropy and fractional Brownian motion time series
title_short Wavelet entropy and fractional Brownian motion time series
title_full Wavelet entropy and fractional Brownian motion time series
title_fullStr Wavelet entropy and fractional Brownian motion time series
title_full_unstemmed Wavelet entropy and fractional Brownian motion time series
title_sort wavelet entropy and fractional brownian motion time series
publishDate 2006
url http://sedici.unlp.edu.ar/handle/10915/131022
work_keys_str_mv AT perezdariogabriel waveletentropyandfractionalbrownianmotiontimeseries
AT zuninolucianojose waveletentropyandfractionalbrownianmotiontimeseries
AT garavagliamariojose waveletentropyandfractionalbrownianmotiontimeseries
AT rossooa waveletentropyandfractionalbrownianmotiontimeseries
bdutipo_str Repositorios
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