INVESTIGADORES
ROSSO Osvaldo Anibal
artículos
Título:
Wavelet entropy and fractional Brownian motion time series
Autor/es:
D. PÉREZ; L. ZUNINO; M. GARAVAGLIA; O. A. ROSSO
Revista:
PHYSICA A - STATISTICAL AND THEORETICAL PHYSICS
Editorial:
Elsevier Science
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 series—these series are synthetically generated. Both quantifiers are mainly used to identify fractional Brownian motion processes [L. Zunino, D.G. Perez, 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.