6 Wavelet entropy of stochastic processes
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چکیده
We compare two different definitions for the wavelet entropy associated to stochastic processes. In order to understand their advantages and disadvantages, exact results obtained for fractional Gaussian noise (−1 < α < 1) and the fractional Brownian motion (1 < α < 3) are assessed. We find out that NTWS family performs better as a characterization method for these stochastic processes.
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تاریخ انتشار 2006