A method of analyzing an event comprises the steps consisting in: gathering at least one series of measurements of a physical phenomenon associated with the event or likely to be associated therewith; from a predetermined mother wavelet .PSI. and for at least one value of a predetermined parameter a, determining: the partition function Z(q,a) such that: .function..times..times..PSI..function..times. ##EQU00001## where: s is a signal representing variation in the measurements of the series as a function of a variable; T.sub..PSI.[s](b,a)=1/a.intg. .PSI.((x-b)/a)s(x)dx where .PSI. is the complex conjugate of the function .PSI.(x) in an orthonormal base; and {(b.sub.i,a)}.sub.i is the set of local maxima in T as a function of a; the spectrum of the function .tau.(q) such that: Z(q,a).apprxeq.a.sup..tau.(q) in the limit a.fwdarw.0.sup.+; the spectrum of the function D(h) such that: .function..times..tau..function. ##EQU00002## and an index I(a) depending on said spectrum, which index is calculated by means of a predetermined formula; and comparing the index I(a) or an average of indices I(a) with a predetermined threshold.