CIOP 05384
CENTRO DE INVESTIGACIONES OPTICAS
Unidad Ejecutora - UE
artículos
Título:
Wavelet entropy and fractional Brownian motion time series
Autor/es:
L. ZUNINO, D. G. PÉREZ, O. A. ROSSO AND M. GARAVAGLIA
Revista:
PHYSICA A - STATISTICAL AND THEORETICAL PHYSICS
Editorial:
Elsevier
Referencias:
Año: 2006 vol. 365 p. 282 - 288
ISSN:
0378-4371
Resumen:
We study the functional link between the Hurst parameter and the normalized total wavelet entropy when analyzing fractional Brownian motion (fBm) time seriesthese series are synthetically generated. Both quantifiers are mainly used to identify fractional Brownian motion processes [L. Zunino, D.G. P´erez, M. Garavaglia, O.A. Rosso, Characterization of laser propagation through turbulent media by quantifiers based on the wavelet transform, Fractals 12(2) (2004) 223233]. The aim of this work is to understand the differences in the information obtained from them, if any.
