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...

Descripción completa

Detalles Bibliográficos
Publicado: 2006
Materias:
Fractional Brownian motion
Hurst parameter
Mean normalized total wavelet entropy
Wavelet theory
Entropy
Laser applications
Statistical mechanics
Turbulent flow
Wavelet transforms
Brownian movement
Acceso en línea:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03784371_v365_n2_p282_Perez
http://hdl.handle.net/20.500.12110/paper_03784371_v365_n2_p282_Perez
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires
id paper:paper_03784371_v365_n2_p282_Perez
record_format dspace
spelling paper:paper_03784371_v365_n2_p282_Perez2023-06-08T15:40:06Z Wavelet entropy and fractional Brownian motion time series Fractional Brownian motion Hurst parameter Mean normalized total wavelet entropy Wavelet theory Entropy Laser applications Statistical mechanics Turbulent flow Wavelet transforms Fractional Brownian motion Hurst parameter Mean normalized total wavelet entropy Wavelet theory Brownian movement 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. Pérez, 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. © 2005 Elsevier B.V. All rights reserved. 2006 https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03784371_v365_n2_p282_Perez http://hdl.handle.net/20.500.12110/paper_03784371_v365_n2_p282_Perez
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-134
collection Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
topic Fractional Brownian motion
Hurst parameter
Mean normalized total wavelet entropy
Wavelet theory
Entropy
Laser applications
Statistical mechanics
Turbulent flow
Wavelet transforms
Fractional Brownian motion
Hurst parameter
Mean normalized total wavelet entropy
Wavelet theory
Brownian movement
spellingShingle Fractional Brownian motion
Hurst parameter
Mean normalized total wavelet entropy
Wavelet theory
Entropy
Laser applications
Statistical mechanics
Turbulent flow
Wavelet transforms
Fractional Brownian motion
Hurst parameter
Mean normalized total wavelet entropy
Wavelet theory
Brownian movement
Wavelet entropy and fractional Brownian motion time series
topic_facet Fractional Brownian motion
Hurst parameter
Mean normalized total wavelet entropy
Wavelet theory
Entropy
Laser applications
Statistical mechanics
Turbulent flow
Wavelet transforms
Fractional Brownian motion
Hurst parameter
Mean normalized total wavelet entropy
Wavelet theory
Brownian movement
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. Pérez, 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. © 2005 Elsevier B.V. All rights reserved.
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 https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03784371_v365_n2_p282_Perez
http://hdl.handle.net/20.500.12110/paper_03784371_v365_n2_p282_Perez
_version_ 1768543471600140288

Ejemplares similares