Artículo

Zunino, L.; Pérez, D.G.; Garavaglia, M.; Rosso, O.A. "Wavelet entropy of stochastic processes" (2007) Physica A: Statistical Mechanics and its Applications. 379(2):503-512
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Abstract:

We compare two different definitions for the wavelet entropy associated to stochastic processes. The first one, the normalized total wavelet entropy (NTWS) family [S. Blanco, A. Figliola, R.Q. Quiroga, O.A. Rosso, E. Serrano, Time-frequency analysis of electroencephalogram series, III. Wavelet packets and information cost function, Phys. Rev. E 57 (1998) 932-940; O.A. Rosso, S. Blanco, J. Yordanova, V. Kolev, A. Figliola, M. Schürmann, E. Başar, Wavelet entropy: a new tool for analysis of short duration brain electrical signals, J. Neurosci. Method 105 (2001) 65-75] and a second introduced by Tavares and Lucena [Physica A 357(1) (2005) 71-78]. In order to understand their advantages and disadvantages, exact results obtained for fractional Gaussian noise (- 1 < α < 1) and fractional Brownian motion (1 < α < 3) are assessed. We find out that the NTWS family performs better as a characterization method for these stochastic processes. © 2007 Elsevier B.V. All rights reserved.

Registro:

Documento: Artículo
Título:Wavelet entropy of stochastic processes
Autor:Zunino, L.; Pérez, D.G.; Garavaglia, M.; Rosso, O.A.
Filiación:Centro de Investigaciones Ópticas (CIOp), CC. 124 Correo Central, 1900 La Plata, Argentina
Departamento de Ciencias Básicas, Facultad de Ingeniería, Universidad Nacional de La Plata (UNLP), 1900 La Plata, Argentina
Departamento de Física, Facultad de Ciencias Exactas, Universidad Nacional de La Plata (UNLP), 1900 La Plata, Argentina
Instituto de Física, Pontificia Universidad Católica de Valparaíso (PUCV), 23-40025 Valparaíso, Chile
Facultad de Ciencias Exactas y Naturales, Instituto de Cálculo, Universidad de Buenos Aires (UBA), Pabellon II, Ciudad Universitaria, 1428 Ciudad de Buenos Aires, Argentina
Palabras clave:α-parameter; Fractional Brownian motion; Fractional Gaussian noise; Wavelet analysis; Wavelet entropy; Electroencephalography; Frequency domain analysis; Function evaluation; Gaussian noise (electronic); Time domain analysis; Wavelet analysis; α-parameter; Fractional Brownian motion; Fractional Gaussian noise; Wavelet entropy; Brownian movement
Año:2007
Volumen:379
Número:2
Página de inicio:503
Página de fin:512
DOI: http://dx.doi.org/10.1016/j.physa.2006.12.057
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_v379_n2_p503_Zunino

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Citas:

---------- APA ----------
Zunino, L., Pérez, D.G., Garavaglia, M. & Rosso, O.A. (2007) . Wavelet entropy of stochastic processes. Physica A: Statistical Mechanics and its Applications, 379(2), 503-512.
http://dx.doi.org/10.1016/j.physa.2006.12.057
---------- CHICAGO ----------
Zunino, L., Pérez, D.G., Garavaglia, M., Rosso, O.A. "Wavelet entropy of stochastic processes" . Physica A: Statistical Mechanics and its Applications 379, no. 2 (2007) : 503-512.
http://dx.doi.org/10.1016/j.physa.2006.12.057
---------- MLA ----------
Zunino, L., Pérez, D.G., Garavaglia, M., Rosso, O.A. "Wavelet entropy of stochastic processes" . Physica A: Statistical Mechanics and its Applications, vol. 379, no. 2, 2007, pp. 503-512.
http://dx.doi.org/10.1016/j.physa.2006.12.057
---------- VANCOUVER ----------
Zunino, L., Pérez, D.G., Garavaglia, M., Rosso, O.A. Wavelet entropy of stochastic processes. Phys A Stat Mech Appl. 2007;379(2):503-512.
http://dx.doi.org/10.1016/j.physa.2006.12.057