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Wavelet analysis and nonlinear dynamics in a nonextensive setting

Author

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  • Gamero, L.G.
  • Plastino, A.
  • Torres, M.E.

Abstract

We undertake the study of signals originated in time-dependent nonlinear systems by recourse to a wavelet-based multiresolution analysis as adapted to a nonextensive (Tsallis) scenario. Diverse applications are discussed. It is shown that the Tsallis environment provides one with more detailed information than the conventional Shannon one.

Suggested Citation

  • Gamero, L.G. & Plastino, A. & Torres, M.E., 1997. "Wavelet analysis and nonlinear dynamics in a nonextensive setting," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 246(3), pages 487-509.
    • Handle: RePEc:eee:phsmap:v:246:y:1997:i:3:p:487-509
    DOI: 10.1016/S0378-4371(97)00367-1
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    References listed on IDEAS

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    1. Hassan, S.A. & Kuperman, M.N. & Wio, H.S. & Zanette, D.H., 1994. "Evolution of reaction-diffusion patterns in infinite and bounded domains," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 206(3), pages 380-400.
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    Cited by:

    1. Telesca, Luciano & Lovallo, Michele & Ramirez-Rojas, Alejandro & Angulo-Brown, Fernando, 2009. "A nonlinear strategy to reveal seismic precursory signatures in earthquake-related self-potential signals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(10), pages 2036-2040.
    2. Gradojevic, Nikola & Gencay, Ramazan, 2008. "Overnight interest rates and aggregate market expectations," Economics Letters, Elsevier, vol. 100(1), pages 27-30, July.
    3. Nikola Gradojevic & Marko Caric, 2017. "Predicting Systemic Risk with Entropic Indicators," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(1), pages 16-25, January.
    4. Papapetrou, M. & Kugiumtzis, D., 2020. "Tsallis conditional mutual information in investigating long range correlation in symbol sequences," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    5. Gençay, Ramazan & Gradojevic, Nikola, 2010. "Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence," Journal of Empirical Finance, Elsevier, vol. 17(2), pages 270-282, March.
    6. Andres M. Kowalski & Mariela Portesi & Victoria Vampa & Marcelo Losada & Federico Holik, 2022. "Entropy-Based Informational Study of the COVID-19 Series of Data," Mathematics, MDPI, vol. 10(23), pages 1-16, December.
    7. Ashutosh Chamoli & R. Yadav, 2015. "Multifractality in seismic sequences of NW Himalaya," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 77(1), pages 19-32, May.

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    Keywords

    Wavelet; Entropy; EEG;
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