Next Article in Journal
Relativistic Statistical Mechanics vs. Relativistic Thermodynamics
Previous Article in Journal
Universal Property of Quantum Gravity implied by Uniqueness Theorem of Bekenstein-Hawking Entropy
Entropy 2011, 13(9), 1648-1663; doi:10.3390/e13091648

Wavelet Fisher’s Information Measure of 1=α Signals

1,2,* , 1
1 Department of Electrical Engineering, CINVESTAV-IPN Unidad Guadalajara, 45015 Av. Cienífica 1145, Col. El Bajío, Zapopán, Jalisco, México 2 Department of Basic Sciences and Engineering, University of Caribe, 77528, SM-78, Mza-1, Lote-1, Esquina Fracc. Tabachines, Cancún, Q.Roo, México
* Author to whom correspondence should be addressed.
Received: 6 July 2011 / Revised: 30 July 2011 / Accepted: 18 August 2011 / Published: 6 September 2011
View Full-Text   |   Download PDF [951 KB, uploaded 24 February 2015]   |   Browse Figures


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=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.
Keywords: 1=α processes; structural breaks; Fisher information; fractal index estimation; fractional Gaussian noise 1=α processes; structural breaks; Fisher information; fractal index estimation; fractional Gaussian noise
This is an open access article distributed under the Creative Commons Attribution License (CC BY) which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Share & Cite This Article

Further Mendeley | CiteULike
Export to BibTeX |
EndNote |
MDPI and ACS Style

Ramírez-Pacheco, J.; Torres-Román, D.; Rizo-Dominguez, L.; Trejo-Sanchez, J.; Manzano-Pinzón, F. Wavelet Fisher’s Information Measure of 1=α Signals. Entropy 2011, 13, 1648-1663.

View more citation formats

Related Articles

Article Metrics

For more information on the journal, click here


[Return to top]
Entropy EISSN 1099-4300 Published by MDPI AG, Basel, Switzerland RSS E-Mail Table of Contents Alert