A. E. Madrid García, J. M. Angulo Ibáñez

Intermittency can be understood as the occurrence of higher level or variation episodes within a certain regular behavior in the evolution of a random process. This has interest in diverse fields of application, particularly in relation to control and risk assessment. In this work, we study the effect of time deformation on the structure of intermittency in a given signal, depending on the whether the latter corresponds to a ‘level’- or a ‘flow’- type magnitude. Specifically, we use different wavelet-based intermittency indicators to evaluate the inter- and intra- scale transfer of energy derived from local contraction or dilation properties of deformation, as well as generalized entropy measures to assess variations in the interscale distribution of energy. For illustration, we consider several scenarios, based on simulated and real signals. Finally, we refer to some related research directions.

Keywords: deformation, energy transfer, entropy, intermittency, wavelets


Spatial and Spatio-Temporal Statistics
November 7, 2023  4:50 PM
CC3: Room 1

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