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Entropy 2011, 13(9), 1648-1663; doi:10.3390/e13091648
Article

Wavelet Fisher’s Information Measure of 1=α Signals

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Received: 6 July 2011; in revised form: 30 July 2011 / Accepted: 18 August 2011 / Published: 6 September 2011
Download PDF [951 KB, uploaded 6 September 2011]
Abstract: 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.
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 which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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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.

AMA 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(9):1648-1663.

Chicago/Turabian Style

Ramírez-Pacheco, Julio; Torres-Román, Deni; Rizo-Dominguez, Luis; Trejo-Sanchez, Joel; Manzano-Pinzón, Francisco. 2011. "Wavelet Fisher’s Information Measure of 1=α Signals." Entropy 13, no. 9: 1648-1663.


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