Artículo
Pérez, D.G.; Zunino, L.; Garavaglia, M.; Rosso, O.A. "Wavelet entropy and fractional Brownian motion time series" (2006) Physica A: Statistical Mechanics and its Applications. 365(2):282-288
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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. © 2005 Elsevier B.V. All rights reserved.
Registro:
| Documento: | Artículo |
| Título: | Wavelet entropy and fractional Brownian motion time series |
| Autor: | Pérez, D.G.; Zunino, L.; Garavaglia, M.; Rosso, O.A. |
| Filiación: | Instituto de Física, Pontificia Universidad Católica de Valparaíso (PUCV), 23-40025 Valparaíso, Chile Centro de Investigaciones Ópticas (CIOp), CC. 124 Correo Central, 1900 La Plata, Argentina Departamento de Física, Facultad de Ciencias Exactas, Universidad Nacional de La Plata (UNLP), 1900 La Plata, Argentina Instituto de Cálculo, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires (UBA), Pabellon II, Ciudad Universitaria, 1428 Ciudad de Buenos Aires, Argentina |
| Palabras clave: | Fractional Brownian motion; Hurst parameter; Mean normalized total wavelet entropy; Wavelet theory; Entropy; Laser applications; Statistical mechanics; Turbulent flow; Wavelet transforms; Fractional Brownian motion; Hurst parameter; Mean normalized total wavelet entropy; Wavelet theory; Brownian movement |
| Año: | 2006 |
| Volumen: | 365 |
| Número: | 2 |
| Página de inicio: | 282 |
| Página de fin: | 288 |
| DOI: | http://dx.doi.org/10.1016/j.physa.2005.09.060 |
| Título revista: | Physica A: Statistical Mechanics and its Applications |
| Título revista abreviado: | Phys A Stat Mech Appl |
| ISSN: | 03784371 |
| CODEN: | PHYAD |
| Registro: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03784371_v365_n2_p282_Perez |
Referencias:
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Citas:
---------- APA ----------
Pérez, D.G., Zunino, L., Garavaglia, M. & Rosso, O.A. (2006) . Wavelet entropy and fractional Brownian motion time series. Physica A: Statistical Mechanics and its Applications, 365(2), 282-288.http://dx.doi.org/10.1016/j.physa.2005.09.060
---------- CHICAGO ----------
Pérez, D.G., Zunino, L., Garavaglia, M., Rosso, O.A. "Wavelet entropy and fractional Brownian motion time series" . Physica A: Statistical Mechanics and its Applications 365, no. 2 (2006) : 282-288.http://dx.doi.org/10.1016/j.physa.2005.09.060
---------- MLA ----------
Pérez, D.G., Zunino, L., Garavaglia, M., Rosso, O.A. "Wavelet entropy and fractional Brownian motion time series" . Physica A: Statistical Mechanics and its Applications, vol. 365, no. 2, 2006, pp. 282-288.http://dx.doi.org/10.1016/j.physa.2005.09.060
---------- VANCOUVER ----------
Pérez, D.G., Zunino, L., Garavaglia, M., Rosso, O.A. Wavelet entropy and fractional Brownian motion time series. Phys A Stat Mech Appl. 2006;365(2):282-288.http://dx.doi.org/10.1016/j.physa.2005.09.060
