Wavelet entropy of stochastic processes

Mostrar todas las versiones(2)

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 packe...

Descripción completa

Guardado en:
Detalles Bibliográficos
Autores principales: Zunino, Luciano José, Pérez, Darío Gabriel, Garavaglia, Mario José, Rosso, O. A.
Formato: Articulo
Lenguaje:Inglés
Publicado: 2007
Materias:
Física
Wavelet analysis
Wavelet entropy
Fractional
Brownian motion
Fractional Gaussian noise
α-parameter
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/131070
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata
id I19-R120-10915-131070
record_format dspace
institution Universidad Nacional de La Plata
institution_str I-19
repository_str R-120
collection SEDICI (UNLP)
language Inglés
topic Física
Wavelet analysis
Wavelet entropy
Fractional
Brownian motion
Fractional Gaussian noise
α-parameter
spellingShingle Física
Wavelet analysis
Wavelet entropy
Fractional
Brownian motion
Fractional Gaussian noise
α-parameter
Zunino, Luciano José
Pérez, Darío Gabriel
Garavaglia, Mario José
Rosso, O. A.
Wavelet entropy of stochastic processes
topic_facet Física
Wavelet analysis
Wavelet entropy
Fractional
Brownian motion
Fractional Gaussian noise
α-parameter
description 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.
format Articulo
Articulo
author Zunino, Luciano José
Pérez, Darío Gabriel
Garavaglia, Mario José
Rosso, O. A.
author_facet Zunino, Luciano José
Pérez, Darío Gabriel
Garavaglia, Mario José
Rosso, O. A.
author_sort Zunino, Luciano José
title Wavelet entropy of stochastic processes
title_short Wavelet entropy of stochastic processes
title_full Wavelet entropy of stochastic processes
title_fullStr Wavelet entropy of stochastic processes
title_full_unstemmed Wavelet entropy of stochastic processes
title_sort wavelet entropy of stochastic processes
publishDate 2007
url http://sedici.unlp.edu.ar/handle/10915/131070
work_keys_str_mv AT zuninolucianojose waveletentropyofstochasticprocesses
AT perezdariogabriel waveletentropyofstochasticprocesses
AT garavagliamariojose waveletentropyofstochasticprocesses
AT rossooa waveletentropyofstochasticprocesses
bdutipo_str Repositorios
_version_ 1764820453250039808

Ejemplares similares