Wavelet entropy of stochastic processes

Details Wavelet entropy of stochastic processes Wavelet entropy of stochastic processes

2006-03-17

arxiv.org/abs/physics/0603144v1

Physics

Data Analysis, Statistics and Probability

12 pages, 4 figures, submitted to Physica A

Scientific paper

10.1016/j.physa.2006.12.057

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

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