Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
979234 | Physica A: Statistical Mechanics and its Applications | 2006 | 7 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
D.G. Pérez, L. Zunino, M. Garavaglia, O.A. Rosso,