dorsal/arxiv
View SchemaWavelet entropy and fractional Brownian motion time series
| Authors | Dario G. Perez, Luciano Zunino, Mario Garavaglia, Osvaldo A. Rosso |
|---|---|
| Categories | |
| ArXiv ID | physics/0501105 |
| URL | https://arxiv.org/abs/physics/0501105 |
| DOI | 10.1016/j.physa.2005.09.060 |
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 (Fractals 12 (2004) 223). The aim of this work is understand the differences in the information obtained from them, if any.
{
"annotation_id": "6253766c-8861-45bc-8f4c-144340e7bf86",
"date_created": "2026-03-02T18:00:56.436000Z",
"date_modified": "2026-03-02T18:00:56.436000Z",
"file_hash": "554254aa97903849458081fc17af9a5fd2a30be6c4b681063389eb5e9f44abff",
"private": false,
"record": {
"abstract": "We study the functional link between the Hurst parameter and the Normalized\nTotal Wavelet Entropy when analyzing fractional Brownian motion (fBm) time\nseries--these series are synthetically generated. Both quantifiers are mainly\nused to identify fractional Brownian motion processes (Fractals 12 (2004) 223).\nThe aim of this work is understand the differences in the information obtained\nfrom them, if any.",
"arxiv_id": "physics/0501105",
"authors": [
"Dario G. Perez",
"Luciano Zunino",
"Mario Garavaglia",
"Osvaldo A. Rosso"
],
"categories": [
"physics.data-an",
"physics.ao-ph"
],
"doi": "10.1016/j.physa.2005.09.060",
"title": "Wavelet entropy and fractional Brownian motion time series",
"url": "https://arxiv.org/abs/physics/0501105"
},
"schema_id": "dorsal/arxiv",
"source": {
"execution_id": "cf394fe1-35c7-46c6-83d4-6b6db94fa73c",
"id": "arXiv Dataset IDs",
"type": "Model",
"variant": "snapshot-2026-03-01",
"version": "0.1.0"
},
"user_id": 1000002
}