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.
|Number of pages||7|
|Journal||Physica A: Statistical Mechanics and its Applications|
|State||Published - 15 Jun 2006|
- Fractional Brownian motion
- Hurst parameter
- Mean normalized total wavelet entropy
- Wavelet theory