dorsal/arxiv
View SchemaWavelet entropy of stochastic processes
| Authors | L. Zunino, D. G. Perez, M. Garavaglia, O. A. Rosso |
|---|---|
| Categories | |
| ArXiv ID | physics/0603144 |
| URL | https://arxiv.org/abs/physics/0603144 |
| DOI | 10.1016/j.physa.2006.12.057 |
Abstract
We compare two different definitions for the wavelet entropy associated to stochastic processes. The first one, the Normalized Total Wavelet Entropy (NTWS) family [Phys. Rev. E 57 (1998) 932; J. Neuroscience Method 105 (2001) 65; Physica A (2005) in press] and a second introduced by Tavares and Lucena [Physica A 357 (2005)~71]. In order to understand their advantages and disadvantages, exact results obtained for fractional Gaussian noise (-1<alpha< 1) and the fractional Brownian motion (1 < alpha < 3) are assessed. We find out that NTWS family performs better as a characterization method for these stochastic processes.
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"abstract": "We compare two different definitions for the wavelet entropy associated to\nstochastic processes. The first one, the Normalized Total Wavelet Entropy\n(NTWS) family [Phys. Rev. E 57 (1998) 932; J. Neuroscience Method 105 (2001)\n65; Physica A (2005) in press] and a second introduced by Tavares and Lucena\n[Physica A 357 (2005)~71]. In order to understand their advantages and\ndisadvantages, exact results obtained for fractional Gaussian noise (-1\u003calpha\u003c\n1) and the fractional Brownian motion (1 \u003c alpha \u003c 3) are assessed. We find out\nthat NTWS family performs better as a characterization method for these\nstochastic processes.",
"arxiv_id": "physics/0603144",
"authors": [
"L. Zunino",
"D. G. Perez",
"M. Garavaglia",
"O. A. Rosso"
],
"categories": [
"physics.data-an",
"physics.comp-ph"
],
"doi": "10.1016/j.physa.2006.12.057",
"title": "Wavelet entropy of stochastic processes",
"url": "https://arxiv.org/abs/physics/0603144"
},
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