Generalized Wavelet Fisher’s Information of 1 f α Signals
Joint Authors
Ramirez Pacheco, Julio
Toral Cruz, Homero
Rizo-Domínguez, Luis
Cortez-Gonzalez, Joaquin
Source
Advances in Mathematical Physics
Issue
Vol. 2015, Issue 2015 (31 Dec. 2015), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2015-04-08
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Abstract EN
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 α 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.
American Psychological Association (APA)
Ramirez Pacheco, Julio& Toral Cruz, Homero& Rizo-Domínguez, Luis& Cortez-Gonzalez, Joaquin. 2015. Generalized Wavelet Fisher’s Information of 1 f α Signals. Advances in Mathematical Physics،Vol. 2015, no. 2015, pp.1-9.
https://search.emarefa.net/detail/BIM-1052888
Modern Language Association (MLA)
Ramirez Pacheco, Julio…[et al.]. Generalized Wavelet Fisher’s Information of 1 f α Signals. Advances in Mathematical Physics No. 2015 (2015), pp.1-9.
https://search.emarefa.net/detail/BIM-1052888
American Medical Association (AMA)
Ramirez Pacheco, Julio& Toral Cruz, Homero& Rizo-Domínguez, Luis& Cortez-Gonzalez, Joaquin. Generalized Wavelet Fisher’s Information of 1 f α Signals. Advances in Mathematical Physics. 2015. Vol. 2015, no. 2015, pp.1-9.
https://search.emarefa.net/detail/BIM-1052888
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1052888