TY - JOUR
T1 - Wavelet entropy and fractional Brownian motion time series
AU - Pérez, D. G.
AU - Zunino, L.
AU - Garavaglia, M.
AU - Rosso, O. A.
N1 - Funding Information:
This work was partially supported by Consejo Nacional de Investigaciones Científicas y Técnicas (CONICET, Argentina) and Pontificia Universidad Católica de Valparaíso (Project no. 123.774/2004, PUCV, Chile).
PY - 2006/6/15
Y1 - 2006/6/15
N2 - 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.
AB - 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.
KW - Fractional Brownian motion
KW - Hurst parameter
KW - Mean normalized total wavelet entropy
KW - Wavelet theory
UR - http://www.scopus.com/inward/record.url?scp=33646120090&partnerID=8YFLogxK
U2 - 10.1016/j.physa.2005.09.060
DO - 10.1016/j.physa.2005.09.060
M3 - Article
AN - SCOPUS:33646120090
SN - 0378-4371
VL - 365
SP - 282
EP - 288
JO - Physica A: Statistical Mechanics and its Applications
JF - Physica A: Statistical Mechanics and its Applications
IS - 2
ER -