Wavelet entropy and fractional Brownian motion time series

Autores
Pérez, Darío Gabriel; Zunino, Luciano José; Garavaglia, Mario José; Rosso, O. A.
Año de publicación
2006
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
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.
Centro de Investigaciones Ópticas
Facultad de Ciencias Exactas
Materia
Física
Fractional Brownian motion
Wavelet theory
Hurst parameter
Mean normalized total wavelet entropy
Nivel de accesibilidad
acceso abierto
Condiciones de uso
http://creativecommons.org/licenses/by/4.0/
Repositorio
SEDICI (UNLP)
Institución
Universidad Nacional de La Plata
OAI Identificador
oai:sedici.unlp.edu.ar:10915/131022
Acceder
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oai_identifier_str oai:sedici.unlp.edu.ar:10915/131022
network_acronym_str SEDICI
repository_id_str 1329
network_name_str SEDICI (UNLP)
spelling Wavelet entropy and fractional Brownian motion time seriesPérez, Darío GabrielZunino, Luciano JoséGaravaglia, Mario JoséRosso, O. A.FísicaFractional Brownian motionWavelet theoryHurst parameterMean normalized total wavelet entropyWe 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.Centro de Investigaciones ÓpticasFacultad de Ciencias Exactas2006info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionArticulohttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdf282-288http://sedici.unlp.edu.ar/handle/10915/131022enginfo:eu-repo/semantics/altIdentifier/issn/0378-4371info:eu-repo/semantics/altIdentifier/arxiv/physics/0501105info:eu-repo/semantics/altIdentifier/doi/10.1016/j.physa.2005.09.060info:eu-repo/semantics/openAccesshttp://creativecommons.org/licenses/by/4.0/Creative Commons Attribution 4.0 International (CC BY 4.0)reponame:SEDICI (UNLP)instname:Universidad Nacional de La Platainstacron:UNLP2025-09-10T12:33:50Zoai:sedici.unlp.edu.ar:10915/131022Institucionalhttp://sedici.unlp.edu.ar/Universidad públicaNo correspondehttp://sedici.unlp.edu.ar/oai/snrdalira@sedici.unlp.edu.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:13292025-09-10 12:33:50.749SEDICI (UNLP) - Universidad Nacional de La Platafalse
dc.title.none.fl_str_mv Wavelet entropy and fractional Brownian motion time series
title Wavelet entropy and fractional Brownian motion time series
spellingShingle Wavelet entropy and fractional Brownian motion time series
Pérez, Darío Gabriel
Física
Fractional Brownian motion
Wavelet theory
Hurst parameter
Mean normalized total wavelet entropy
title_short Wavelet entropy and fractional Brownian motion time series
title_full Wavelet entropy and fractional Brownian motion time series
title_fullStr Wavelet entropy and fractional Brownian motion time series
title_full_unstemmed Wavelet entropy and fractional Brownian motion time series
title_sort Wavelet entropy and fractional Brownian motion time series
dc.creator.none.fl_str_mv Pérez, Darío Gabriel
Zunino, Luciano José
Garavaglia, Mario José
Rosso, O. A.
author Pérez, Darío Gabriel
author_facet Pérez, Darío Gabriel
Zunino, Luciano José
Garavaglia, Mario José
Rosso, O. A.
author_role author
author2 Zunino, Luciano José
Garavaglia, Mario José
Rosso, O. A.
author2_role author
author
author
dc.subject.none.fl_str_mv Física
Fractional Brownian motion
Wavelet theory
Hurst parameter
Mean normalized total wavelet entropy
topic Física
Fractional Brownian motion
Wavelet theory
Hurst parameter
Mean normalized total wavelet entropy
dc.description.none.fl_txt_mv 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.
Centro de Investigaciones Ópticas
Facultad de Ciencias Exactas
description 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.
publishDate 2006
dc.date.none.fl_str_mv 2006
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Articulo
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://sedici.unlp.edu.ar/handle/10915/131022
url http://sedici.unlp.edu.ar/handle/10915/131022
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/issn/0378-4371
info:eu-repo/semantics/altIdentifier/arxiv/physics/0501105
info:eu-repo/semantics/altIdentifier/doi/10.1016/j.physa.2005.09.060
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
http://creativecommons.org/licenses/by/4.0/
Creative Commons Attribution 4.0 International (CC BY 4.0)
eu_rights_str_mv openAccess
rights_invalid_str_mv http://creativecommons.org/licenses/by/4.0/
Creative Commons Attribution 4.0 International (CC BY 4.0)
dc.format.none.fl_str_mv application/pdf
282-288
dc.source.none.fl_str_mv reponame:SEDICI (UNLP)
instname:Universidad Nacional de La Plata
instacron:UNLP
reponame_str SEDICI (UNLP)
collection SEDICI (UNLP)
instname_str Universidad Nacional de La Plata
instacron_str UNLP
institution UNLP
repository.name.fl_str_mv SEDICI (UNLP) - Universidad Nacional de La Plata
repository.mail.fl_str_mv alira@sedici.unlp.edu.ar
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score 12.993085

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