Wavelet Fisher’s Information Measure of 1=fα Signals

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 a...

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Autores: Ramírez-Pacheco, Julio, Torres-Román, Deni, Rizo-Domínguez, Luis, Trejo-Sánchez, Joel, Manzano-Pinzón, Franciso
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2011
País:México
Institución:Instituto Tecnológico y de Estudios Superiores de Occidente
Repositorio:Repositorio Institucional del ITESO
Idioma:inglés
OAI Identifier:oai:rei.iteso.mx:11117/2915
Acceso en línea:http://hdl.handle.net/11117/2915
Access Level:acceso abierto
Palabra clave:Structural Breaks
Fisher Information
Fractal Index Estimation
Fractional Gaussian Noise
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spelling Wavelet Fisher’s Information Measure of 1=fα SignalsRamírez-Pacheco, JulioTorres-Román, DeniRizo-Domínguez, LuisTrejo-Sánchez, JoelManzano-Pinzón, FrancisoStructural BreaksFisher InformationFractal Index EstimationFractional Gaussian NoiseThis 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.Consejo Nacional de Ciencia y TecnologíaFOMIX-COQCYTMDPI2016-01-20T00:46:58Z2016-01-20T00:46:58Z2011-09info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfRamírez-Pacheco, J.; Rizo-Domínguez, L., Torres-Román, D., Trejo Sánchez, J., Manzano-Pinzón, F. (2011). “Wavelet Fisher’s Information Measure of 1/fα signals”. Entropy Journal 13(9), pp 1648. Basel, Switzerland: MDPI1099-4300doi 10.3390/e13091648.http://hdl.handle.net/11117/2915reponame:Repositorio Institucional del ITESOinstname:Instituto Tecnológico y de Estudios Superiores de Occidenteinstacron:ITESOengEntropy;13(9)http://quijote.biblio.iteso.mx/licencias/CC-BY-NC-2.5-MX.pdfinfo:eu-repo/semantics/openAccessoai:rei.iteso.mx:11117/29152024-10-04T18:51:17Z
dc.title.none.fl_str_mv Wavelet Fisher’s Information Measure of 1=fα Signals
title Wavelet Fisher’s Information Measure of 1=fα Signals
spellingShingle Wavelet Fisher’s Information Measure of 1=fα Signals
Ramírez-Pacheco, Julio
Structural Breaks
Fisher Information
Fractal Index Estimation
Fractional Gaussian Noise
title_short Wavelet Fisher’s Information Measure of 1=fα Signals
title_full Wavelet Fisher’s Information Measure of 1=fα Signals
title_fullStr Wavelet Fisher’s Information Measure of 1=fα Signals
title_full_unstemmed Wavelet Fisher’s Information Measure of 1=fα Signals
title_sort Wavelet Fisher’s Information Measure of 1=fα Signals
dc.creator.none.fl_str_mv Ramírez-Pacheco, Julio
Torres-Román, Deni
Rizo-Domínguez, Luis
Trejo-Sánchez, Joel
Manzano-Pinzón, Franciso
author Ramírez-Pacheco, Julio
author_facet Ramírez-Pacheco, Julio
Torres-Román, Deni
Rizo-Domínguez, Luis
Trejo-Sánchez, Joel
Manzano-Pinzón, Franciso
author_role author
author2 Torres-Román, Deni
Rizo-Domínguez, Luis
Trejo-Sánchez, Joel
Manzano-Pinzón, Franciso
author2_role author
author
author
author
dc.subject.none.fl_str_mv Structural Breaks
Fisher Information
Fractal Index Estimation
Fractional Gaussian Noise
topic Structural Breaks
Fisher Information
Fractal Index Estimation
Fractional Gaussian Noise
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.
publishDate 2011
dc.date.none.fl_str_mv 2011-09
2016-01-20T00:46:58Z
2016-01-20T00:46:58Z
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv Ramírez-Pacheco, J.; Rizo-Domínguez, L., Torres-Román, D., Trejo Sánchez, J., Manzano-Pinzón, F. (2011). “Wavelet Fisher’s Information Measure of 1/fα signals”. Entropy Journal 13(9), pp 1648. Basel, Switzerland: MDPI
1099-4300
doi 10.3390/e13091648.
http://hdl.handle.net/11117/2915
identifier_str_mv Ramírez-Pacheco, J.; Rizo-Domínguez, L., Torres-Román, D., Trejo Sánchez, J., Manzano-Pinzón, F. (2011). “Wavelet Fisher’s Information Measure of 1/fα signals”. Entropy Journal 13(9), pp 1648. Basel, Switzerland: MDPI
1099-4300
doi 10.3390/e13091648.
url http://hdl.handle.net/11117/2915
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Entropy;13(9)
dc.rights.none.fl_str_mv http://quijote.biblio.iteso.mx/licencias/CC-BY-NC-2.5-MX.pdf
info:eu-repo/semantics/openAccess
rights_invalid_str_mv http://quijote.biblio.iteso.mx/licencias/CC-BY-NC-2.5-MX.pdf
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv MDPI
publisher.none.fl_str_mv MDPI
dc.source.none.fl_str_mv reponame:Repositorio Institucional del ITESO
instname:Instituto Tecnológico y de Estudios Superiores de Occidente
instacron:ITESO
instname_str Instituto Tecnológico y de Estudios Superiores de Occidente
instacron_str ITESO
institution ITESO
reponame_str Repositorio Institucional del ITESO
collection Repositorio Institucional del ITESO
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15.198674

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