Title of article :
Wavelet entropy and fractional Brownian motion time series
Author/Authors :
D.G. Pérez، نويسنده , , L. Zunino، نويسنده , , M. Garavaglia، نويسنده , , O.A. Rosso، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Abstract :
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.
Journal title :
Physica A Statistical Mechanics and its Applications
Journal title :
Physica A Statistical Mechanics and its Applications