Wavelet Fisher’s Information Measure of 1=f α Signals
| Autor: | Francisco Manzano-Pinzón, Julio Ramírez-Pacheco, Joel Antonio Trejo-Sánchez, Luis Rizo-Dominguez, Deni Torres-Román |
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| Rok vydání: | 2011 |
| Předmět: |
General Physics and Astronomy
lcsh:Astrophysics fractal index estimation symbols.namesake Wavelet Robustness (computer science) lcsh:QB460-466 lcsh:Science Fisher information Mathematics business.industry Pattern recognition lcsh:QC1-999 Gaussian noise 1=f α processes fractional Gaussian noise symbols lcsh:Q Information measure Artificial intelligence structural breaks business Algorithm lcsh:Physics |
| Zdroj: | Entropy, Vol 13, Iss 9, Pp 1648-1663 (2011) Entropy Volume 13 Issue 9 Pages 1648-1663 |
| ISSN: | 1099-4300 |
| DOI: | 10.3390/e13091648 |
| Popis: | 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=f α signals. Wavelet Fisher’s information measure characterizes the complexities associated to 1=f α 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. |
| Databáze: | OpenAIRE |
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