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

Wavelet Fisher’s Information Measure of 1=α Signals

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; in revised form: 30 July 2011 / Accepted: 18 August 2011 / Published: 6 September 2011
PDF Full-text Download PDF Full-Text [951 KB, uploaded 6 September 2011 12:08 CEST]
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

Article Statistics

Load and display the download statistics.

Citations to this Article

Cite This Article

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.

Entropy EISSN 1099-4300 Published by MDPI AG, Basel, Switzerland RSS E-Mail Table of Contents Alert