Generalized wavelet Fisher's information of 1 / f^ signals
Generalized wavelet Fisher's information of \(1 / f^\alpha\) signals
Summary: This paper defines the generalized wavelet Fisher information of parameter \(q\). This information measure is obtained by generalizing the time-domain definition of Fisher's information of Furuichi to the wavelet domain and allows to quantify smoothness and correlation, among other signals characteristics. Closed-form expressions of generalized wavelet Fisher information for \(1 / f^\alpha\) signals are determined and a detailed discussion of their properties, characteristics and their relationship with wavelet \(q\)-Fisher information are given. Information planes of \(1 / f\) signals Fisher information are obtained and, based on these, potential applications are highlighted. Finally, generalized wavelet Fisher information is applied to the problem of detecting and locating weak structural breaks in stationary \(1 / f\) signals, particularly for fractional Gaussian noise series. It is shown that by using a joint Fisher/\(F\)-Statistic procedure, significant improvements in time and accuracy are achieved in comparison with the sole application of the \(F\)-statistic.
- CramÉr–Rao and Moment-Entropy Inequalities for Renyi Entropy and Generalized Fisher Information
- Delay bound: fractal traffic passes through network servers
- Distinguishing stationary/nonstationary scaling processes using wavelet Tsallis \(q\)-entropies
- Extensions of Fisher Information and Stam's Inequality
- Fisher information and nonlinear dynamics
- Fisher information of special functions and second-order differential equations
- Fractals and hidden symmetries in DNA
- Long memory versus structural breaks: an overview
- Long-range Dependence: Revisiting Aggregation with Wavelets
- On the maximum entropy principle and the minimization of the Fisher information in Tsallis statistics
- Self-affine time series: Measures of weak and strong persistence.
- Wavelet \(q\)-Fisher information for scaling signal analysis
- Wavelet analysis of long-range-dependent traffic
- Wavelet Fisher's information measure of \(1/f^\alpha\) signals
- Analysis of signals in the Fisher-Shannon information plane
- The analysis of VF and VT with wavelet-based Tsallis information measure
- Wavelet Fisher's information measure of \(1/f^\alpha\) signals
- Wavelet \(q\)-Fisher information for scaling signal analysis
- Model-free stochastic processes studied with \(q\)-wavelet-based informational tools
This page was built for publication: Generalized wavelet Fisher's information of \(1 / f^\alpha\) signals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q277808)
