{"id":"https://openalex.org/W2120202622","doi":"https://doi.org/10.1142/s0219691312500488","title":"AN ENTROPY BASED IN WAVELET LEADERS TO QUANTIFY THE LOCAL REGULARITY OF A SIGNAL AND ITS APPLICATION TO ANALIZE THE DOW JONES INDEX","display_name":"AN ENTROPY BASED IN WAVELET LEADERS TO QUANTIFY THE LOCAL REGULARITY OF A SIGNAL AND ITS APPLICATION TO ANALIZE THE DOW JONES INDEX","publication_year":2012,"publication_date":"2012-08-07","ids":{"openalex":"https://openalex.org/W2120202622","doi":"https://doi.org/10.1142/s0219691312500488","mag":"2120202622"},"language":"en","primary_location":{"id":"doi:10.1142/s0219691312500488","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0219691312500488","pdf_url":null,"source":{"id":"https://openalex.org/S56986848","display_name":"International Journal of Wavelets Multiresolution and Information Processing","issn_l":"0219-6913","issn":["0219-6913","1793-690X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Wavelets, Multiresolution and Information Processing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5074681032","display_name":"Mariel Rosenblatt","orcid":"https://orcid.org/0009-0002-2816-4480"},"institutions":[{"id":"https://openalex.org/I35953669","display_name":"National University of General Sarmiento","ror":"https://ror.org/01k6h2m87","country_code":"AR","type":"education","lineage":["https://openalex.org/I35953669"]}],"countries":["AR"],"is_corresponding":false,"raw_author_name":"MARIEL ROSENBLATT","raw_affiliation_strings":["Instituto de Desarrollo Humano, Universidad Nacional de General Sarmiento, J. M. Guti\u00e9rrez 1150, Los Polvorines, Pcia. de Buenos Aires, Argentina"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Instituto de Desarrollo Humano, Universidad Nacional de General Sarmiento, J. M. Guti\u00e9rrez 1150, Los Polvorines, Pcia. de Buenos Aires, Argentina","institution_ids":["https://openalex.org/I35953669"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5045033427","display_name":"Eduardo Serrano","orcid":"https://orcid.org/0000-0001-9263-5107"},"institutions":[{"id":"https://openalex.org/I228664971","display_name":"National University of General San Mart\u00edn","ror":"https://ror.org/00v29jp57","country_code":"AR","type":"education","lineage":["https://openalex.org/I228664971"]}],"countries":["AR"],"is_corresponding":false,"raw_author_name":"EDUARDO SERRANO","raw_affiliation_strings":["Escuela de Ciencia y Tecnolog\u00eda, Universidad Nacional de San Mart\u00edn, Irigoyen 3100, San Mart\u00edn, Pcia. de Buenos Aires, Argentina"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Escuela de Ciencia y Tecnolog\u00eda, Universidad Nacional de San Mart\u00edn, Irigoyen 3100, San Mart\u00edn, Pcia. de Buenos Aires, Argentina","institution_ids":["https://openalex.org/I228664971"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5050774707","display_name":"A. Figliola","orcid":null},"institutions":[{"id":"https://openalex.org/I35953669","display_name":"National University of General Sarmiento","ror":"https://ror.org/01k6h2m87","country_code":"AR","type":"education","lineage":["https://openalex.org/I35953669"]}],"countries":["AR"],"is_corresponding":false,"raw_author_name":"ALEJANDRA FIGLIOLA","raw_affiliation_strings":["Instituto de Desarrollo Humano, Universidad Nacional de General Sarmiento, J. M. Guti\u00e9rrez 1150, Los Polvorines, Pcia. de Buenos Aires, Argentina"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Instituto de Desarrollo Humano, Universidad Nacional de General Sarmiento, J. M. Guti\u00e9rrez 1150, Los Polvorines, Pcia. de Buenos Aires, Argentina","institution_ids":["https://openalex.org/I35953669"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":2.1184,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.91783318,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"10","issue":"05","first_page":"1250048","last_page":"1250048"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9950000047683716,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9950000047683716,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10688","display_name":"Image and Signal Denoising Methods","score":0.9912999868392944,"subfield":{"id":"https://openalex.org/subfields/1707","display_name":"Computer Vision and Pattern Recognition"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9574999809265137,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/pointwise","display_name":"Pointwise","score":0.951905369758606},{"id":"https://openalex.org/keywords/wavelet","display_name":"Wavelet","score":0.7009239792823792},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6359286308288574},{"id":"https://openalex.org/keywords/entropy","display_name":"Entropy (arrow of time)","score":0.5825759172439575},{"id":"https://openalex.org/keywords/measure","display_name":"Measure (data warehouse)","score":0.47896960377693176},{"id":"https://openalex.org/keywords/sample-entropy","display_name":"Sample entropy","score":0.4478437304496765},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3917808532714844},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.38415130972862244},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3569992184638977},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.32090693712234497},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.30689650774002075},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.2589113116264343},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.23875761032104492},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.19795650243759155},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.17626699805259705},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.10490569472312927}],"concepts":[{"id":"https://openalex.org/C2777984123","wikidata":"https://www.wikidata.org/wiki/Q9248237","display_name":"Pointwise","level":2,"score":0.951905369758606},{"id":"https://openalex.org/C47432892","wikidata":"https://www.wikidata.org/wiki/Q831390","display_name":"Wavelet","level":2,"score":0.7009239792823792},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6359286308288574},{"id":"https://openalex.org/C106301342","wikidata":"https://www.wikidata.org/wiki/Q4117933","display_name":"Entropy (arrow of time)","level":2,"score":0.5825759172439575},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.47896960377693176},{"id":"https://openalex.org/C66696666","wikidata":"https://www.wikidata.org/wiki/Q17105612","display_name":"Sample entropy","level":3,"score":0.4478437304496765},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3917808532714844},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.38415130972862244},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3569992184638977},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.32090693712234497},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.30689650774002075},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2589113116264343},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.23875761032104492},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.19795650243759155},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.17626699805259705},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.10490569472312927},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1142/s0219691312500488","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0219691312500488","pdf_url":null,"source":{"id":"https://openalex.org/S56986848","display_name":"International Journal of Wavelets Multiresolution and Information Processing","issn_l":"0219-6913","issn":["0219-6913","1793-690X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Wavelets, Multiresolution and Information Processing","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320321594","display_name":"Consejo Nacional de Investigaciones Cient\u00edficas y T\u00e9cnicas","ror":"https://ror.org/03cqe8w59"},{"id":"https://openalex.org/F4320326580","display_name":"Universidad Nacional de San Mart\u00edn","ror":"https://ror.org/00v29jp57"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":19,"referenced_works":["https://openalex.org/W67284852","https://openalex.org/W1501182519","https://openalex.org/W1980149518","https://openalex.org/W1995899660","https://openalex.org/W2013525036","https://openalex.org/W2014749111","https://openalex.org/W2017665887","https://openalex.org/W2029512392","https://openalex.org/W2035128849","https://openalex.org/W2062825284","https://openalex.org/W2118533364","https://openalex.org/W2130132923","https://openalex.org/W2152328854","https://openalex.org/W2152391476","https://openalex.org/W2478708596","https://openalex.org/W2993383518","https://openalex.org/W3104319089","https://openalex.org/W4213104345","https://openalex.org/W4302067267"],"related_works":["https://openalex.org/W2140020064","https://openalex.org/W143502885","https://openalex.org/W42113618","https://openalex.org/W2103468410","https://openalex.org/W1856228368","https://openalex.org/W3197542402","https://openalex.org/W2971527398","https://openalex.org/W1025150868","https://openalex.org/W2645958880","https://openalex.org/W2022287597"],"abstract_inverted_index":{"Local":[0],"regularity":[1,29,43,58,89,168],"analysis":[2,136],"is":[3],"useful":[4],"in":[5,113,117],"many":[6],"fields,":[7],"such":[8],"as":[9],"financial":[10,102,180,193],"analysis,":[11],"fluid":[12],"mechanics,":[13,72],"PDE":[14],"theory,":[15],"signal":[16,172],"and":[17,70,129,154,173],"image":[18],"processing.":[19],"Different":[20],"quantifiers":[21,143],"have":[22],"been":[23],"proposed":[24],"to":[25,100,119,164,178,184,188],"measure":[26,56],"the":[27,47,61,67,74,87,91,101,106,114,121,125,130,145,148,166,190],"local":[28,42,167],"of":[30,41,44,57,63,86,105,124,141,147,170,192],"a":[31,38,45,161,171,179,186],"function.":[32],"In":[33],"this":[34,54,98,176],"paper":[35],"we":[36,79,96,174],"present":[37],"new":[39,55,162],"quantifier":[40],"signal:":[46],"pointwise":[48,92,126,131],"wavelet":[49,75,132],"leaders":[50,76,133],"entropy.":[51,134],"We":[52,159],"define":[53],"by":[59],"combining":[60],"concept":[62],"entropy,":[64],"coming":[65],"from":[66],"information":[68],"theory":[69],"statistical":[71],"with":[73,84],"coefficients.":[77],"Also":[78],"establish":[80],"its":[81],"inverse":[82],"relation":[83],"one":[85],"well-known":[88],"exponents,":[90],"H\u00f6lder":[93,127],"exponent.":[94],"Finally,":[95],"apply":[97,175],"methodology":[99],"data":[103,181],"series":[104],"Dow":[107,149],"Jones":[108,150],"Industrial":[109,151],"Average":[110,152],"Index,":[111],"registered":[112],"period":[115],"1928\u20132011,":[116],"order":[118],"compare":[120],"temporal":[122,139],"evolution":[123,146],"exponent":[128],"The":[135],"reveals":[137],"that":[138],"variation":[140,169],"these":[142],"reflects":[144],"Index":[153],"identifies":[155],"historical":[156],"crisis":[157],"events.":[158],"propose":[160],"approach":[163],"analyze":[165],"procedure":[177],"series,":[182],"attempting":[183],"make":[185],"contribution":[187],"understand":[189],"dynamics":[191],"markets.":[194]},"counts_by_year":[{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2014,"cited_by_count":2}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
