Generalized Wavelet Fisher’s Information of1/fαSignals

Autor: Joaquin Cortez Gonzalez, Luis Rizo Dominguez, Homero Toral Cruz, Julio César Ramírez Pacheco
Rok vydání: 2015
Předmět:
Zdroj: Advances in Mathematical Physics. 2015:1-9
ISSN: 1687-9139
1687-9120
DOI: 10.1155/2015/210592
Popis: This paper defines the generalized wavelet Fisher information of parameterq. This information measure is obtained by generalizing the time-domain definition of Fisher’s information of Furuichi to the wavelet domain and allows to quantify smoothness and correlation, among other signals characteristics. Closed-form expressions of generalized wavelet Fisher information for1/fαsignals are determined and a detailed discussion of their properties, characteristics and their relationship with waveletq-Fisher information are given. Information planes of1/fsignals Fisher information are obtained and, based on these, potential applications are highlighted. Finally, generalized wavelet Fisher information is applied to the problem of detecting and locating weak structural breaks in stationary1/fsignals, particularly for fractional Gaussian noise series. It is shown that by using a joint Fisher/F-Statistic procedure, significant improvements in time and accuracy are achieved in comparison with the sole application of theF-statistic.
Databáze: OpenAIRE
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