Entropy 2012, 14(8), 1478-1500; doi:10.3390/e14081478

Wavelet q-Fisher Information for Scaling Signal Analysis

1,2,* email, 1email, 1email, 2email, 2email and 2email
Received: 10 May 2012; in revised form: 13 June 2012 / Accepted: 28 June 2012 / Published: 8 August 2012
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.
Abstract: Abstract: This article first introduces the concept of wavelet q-Fisher information and then derives a closed-form expression of this quantifier for scaling signals of parameter α. It is shown that this information measure appropriately describes the complexities of scaling signals and provides further analysis flexibility with the parameter q. In the limit of q → 1, wavelet q-Fisher information reduces to the standard wavelet Fisher information and for q > 2 it reverses its behavior. Experimental results on synthesized fGn signals validates the level-shift detection capabilities of wavelet q-Fisher information. A comparative study also shows that wavelet q-Fisher information locates structural changes in correlated and anti-correlated fGn signals in a way comparable with standard breakpoint location techniques but at a fraction of the time. Finally, the application of this quantifier to H.263 encoded video signals is presented.
Keywords: scaling processes; 1/ƒ α processes; wavelet information measures; q-Fisher information; fractional Gaussian noise; structural change detection/location; breakpoint detection
PDF Full-text Download PDF Full-Text [1274 KB, uploaded 8 August 2012 10:57 CEST]

Export to BibTeX |

MDPI and ACS Style

Ramírez-Pacheco, J.; Torres-Román, D.; Argaez-Xool, J.; Rizo-Dominguez, L.; Trejo-Sanchez, J.; Manzano-Pinzón, F. Wavelet q-Fisher Information for Scaling Signal Analysis. Entropy 2012, 14, 1478-1500.

AMA Style

Ramírez-Pacheco J, Torres-Román D, Argaez-Xool J, Rizo-Dominguez L, Trejo-Sanchez J, Manzano-Pinzón F. Wavelet q-Fisher Information for Scaling Signal Analysis. Entropy. 2012; 14(8):1478-1500.

Chicago/Turabian Style

Ramírez-Pacheco, Julio; Torres-Román, Deni; Argaez-Xool, Jesús; Rizo-Dominguez, Luis; Trejo-Sanchez, Joel; Manzano-Pinzón, Francisco. 2012. "Wavelet q-Fisher Information for Scaling Signal Analysis." Entropy 14, no. 8: 1478-1500.

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