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, 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

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