AN ENTROPY BASED IN WAVELET LEADERS TO QUANTIFY THE LOCAL REGULARITY OF A SIGNAL AND ITS APPLICATION TO ANALIZE THE DOW JONES INDEX

DOI10.1142/S0219691312500488zbMath1267.65208OpenAlexW2120202622MaRDI QIDQ4917267

E. P. Serrano, A. Figliola, Mariel Rosenblatt

Publication date: 29 April 2013

Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219691312500488

zbMATH Keywords

entropypointwise Hölder exponentDow Jones indexanalysis of financial data seriesestimator of local regularitylocal regularity of real functionpointwise wavelet leaders entropywavelet leaders coefficients

Mathematics Subject Classification ID

Economic time series analysis (91B84) Numerical methods for wavelets (65T60) Statistical methods; economic indices and measures (91B82) Measures of information, entropy (94A17)

Cites Work

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• Construction of continuous functions with prescribed local regularity
• A WAVELET METHOD COUPLED WITH QUASI-SELF-SIMILAR STOCHASTIC PROCESSES FOR TIME SERIES APPROXIMATION
• A WAVELET-BASED IMAGE EDGE DETECTION AND ESTIMATION METHOD WITH ADAPTIVE SCALE SELECTION
• Singularity detection and processing with wavelets
• Wavelets, Vibrations and Scalings
• Oscillation spaces: Properties and applications to fractal and multifractal functions
• Elements of Information Theory

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