2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/158903We study the scaling behavior of the fluctuations, as extracted through wavelet coefficients based on discrete wavelets. The analysis is carried out on a variety of physical data sets, as well as Gaussian white noise and binomial multi-fractal model time series and the results are compared with continuous wavelet based average wavelet coefficient method. It is found that high-pass coefficients of wavelets, belonging to the Daubechies family are quite good in estimating the true power in the fluctuations in a non-stationary time series. Hence, the fluctuation functions based on discrete wavelet coefficients find the Hurst scaling exponents accurately.10 pages, and 8 figuresData Analysis, Statistics and Probabilitytext