Wavelet entropy of stochastic processes
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 packe...
| Authors: | ; ; ; |
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| Format: | Article |
| Status: | Published version |
| Publication date: | 2007 |
| Country: | Argentina |
| Institution: | Consejo Nacional de Investigaciones Científicas y Técnicas |
| Repository: | CONICET Digital (CONICET) |
| Language: | English |
| OAI Identifier: | oai:ri.conicet.gov.ar:11336/155228 |
| Online Access: | http://hdl.handle.net/11336/155228 |
| Access Level: | Open access |
| Keyword: | Wavelet analysis Wavelet entropy Fractional Brownian motion Fractional Gaussian noise Parameter https://purl.org/becyt/ford/1.3 https://purl.org/becyt/ford/1 |
| Summary: | 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. Schu¨rmann, E. Bas-ar, 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 (1oao 1) and fractional Brownian motion (1oao 3) are assessed. We find out that the NTWS family performs better as a characterization method for these stochastic processes. |
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