Wavelet-Based Multiscale Intermittency Analysis: The Effect of Deformation

Abstract

Intermittency represents a certain form of heterogeneous behavior that has interest in diverse fields of application, particularly regarding the characterization of system dynamics and for risk assessment. Given its intrinsic location-scale-dependent nature, wavelets constitute a useful functional tool for technical analysis of intermittency. Deformation of the support may induce complex structural changes in a signal. In this paper, we study the effect of deformation on intermittency. Specifically, we analyze the interscale transfer of energy and its implications on different wavelet-based intermittency indicators, depending on whether the signal corresponds to a ‘level’- or a ‘flow’-type physical magnitude. Further, we evaluate the effect of deformation on the interscale distribution of energy in terms of generalized entropy and complexity measures. For illustration, various contrasting scenarios are considered based on simulation, as well as two segments corresponding to different regimes in a real seismic series before and after a significant earthquake.