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Wavelet Fisher’s Information Measure of 1=fα Signals

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dc.contributor.author Ramírez-Pacheco, Julio
dc.contributor.author Torres-Román, Deni
dc.contributor.author Rizo-Domínguez, Luis
dc.contributor.author Trejo-Sánchez, Joel
dc.contributor.author Manzano-Pinzón, Franciso
dc.date.accessioned 2016-01-20T00:46:58Z
dc.date.available 2016-01-20T00:46:58Z
dc.date.issued 2011-09
dc.identifier.citation Ramírez-Pacheco, J.; Rizo-Domínguez, L., Torres-Román, D., Trejo Sánchez, J., Manzano-Pinzón, F. (2011). “Wavelet Fisher’s Information Measure of 1/𝑓�α signals”. Entropy Journal 13(9), pp 1648. Basel, Switzerland: MDPI es
dc.identifier.issn 1099-4300
dc.identifier.other doi 10.3390/e13091648.
dc.identifier.uri http://hdl.handle.net/11117/2915
dc.description This article defines the concept of wavelet-based Fisher’s information measure (wavelet FIM) and develops a closed-form expression of this measure for 1/𝑓α signals. Wavelet Fisher’s information measure characterizes the complexities associated to 1/𝑓α signals and provides a powerful tool for their analysis. Theoretical and experimental studies demonstrate that this quantity is exponentially increasing for α > 1 (non-stationary signals) and almost constant for α < 1 (stationary signals). Potential applications of wavelet FIM are discussed in some detail and its power and robustness for the detection of structural breaks in the mean embedded in stationary fractional Gaussian noise signals studied. es
dc.description.sponsorship Consejo Nacional de Ciencia y Tecnología es
dc.description.sponsorship FOMIX-COQCYT es
dc.language.iso eng es
dc.publisher MDPI es
dc.relation.ispartofseries Entropy;13(9)
dc.rights.uri http://quijote.biblio.iteso.mx/licencias/CC-BY-NC-2.5-MX.pdf es
dc.subject Structural Breaks es
dc.subject Fisher Information es
dc.subject Fractal Index Estimation es
dc.subject Fractional Gaussian Noise es
dc.title Wavelet Fisher’s Information Measure of 1=fα Signals es
dc.type info:eu-repo/semantics/article es
rei.revisor Entropy Journal
rei.peerreviewed Yes es


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