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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Autores principales: Pérez, D.G., Zunino, L., Garavaglia, M., Rosso, O.A.
Formato: JOUR
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: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 todo:paper_03784371_v365_n2_p282_Perez
record_format dspace
spelling todo:paper_03784371_v365_n2_p282_Perez2023-10-03T15:32:48Z Wavelet entropy and fractional Brownian motion time series Pérez, D.G. Zunino, L. Garavaglia, M. Rosso, O.A. 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. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar 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
Pérez, D.G.
Zunino, L.
Garavaglia, M.
Rosso, O.A.
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.
format JOUR
author Pérez, D.G.
Zunino, L.
Garavaglia, M.
Rosso, O.A.
author_facet Pérez, D.G.
Zunino, L.
Garavaglia, M.
Rosso, O.A.
author_sort Pérez, D.G.
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
url http://hdl.handle.net/20.500.12110/paper_03784371_v365_n2_p282_Perez
work_keys_str_mv AT perezdg waveletentropyandfractionalbrownianmotiontimeseries
AT zuninol waveletentropyandfractionalbrownianmotiontimeseries
AT garavagliam waveletentropyandfractionalbrownianmotiontimeseries
AT rossooa waveletentropyandfractionalbrownianmotiontimeseries
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