Wavelet Fisher's information measure of 1/f^ signals

DOI10.3390/E13091648MaRDI QIDQ400933zbMATH OpenOpenAlexFDO

Authors Julio Ramírez-Pacheco, Deni Torres Roman, Francisco Manzano-Pinzón, Luis Rizo-Dominguez, Joel Trejo-Sanchez

Publication date 26 August 2014

Published in Entropy (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3390/e13091648

zbMATH Keywords

\(1/f^\alpha\) processesFisher informationfractal index estimationfractional Gaussian noisestructural breaks

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Measures of information, entropy (94A17)

Review text

Summary: This article defines the concept of wavelet-based Fisher's information measure (wavelet FIM) and develops a closed-form expression of this measure for \(1/f^\alpha\) signals. Wavelet Fisher's information measure characterizes the complexities associated to \(1/f^\alpha\) signals and provides a powerful tool for their analysis. Theoretical and experimental studies demonstrate that this quantity is exponentially increasing for \(\alpha>1\) (non-stationary signals) and almost constant for \(\alpha<1\) (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.

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Cites work

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Cited in

(6)

• Analysis of signals in the Fisher-Shannon information plane
• Representation of \(1/f\) signal with wavelet bases.
• The analysis of VF and VT with wavelet-based Tsallis information measure
• Generalized wavelet Fisher's information of \(1 / f^\alpha\) signals
• Nonparametric estimation of information-based measures of statistical dispersion
• Wavelet \(q\)-Fisher information for scaling signal analysis

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Uses Software

• longmemo

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