Asymptotic Information Measures Discrimination of Non-Stationary Time Series Based on Wavelet Domain

This article is concerned with the problem of discrimination between two classes of locally stationary time series based on minimum discrimination information. We view the observed signals as realizations of Gaussian locally stationary wavelet (LSW) processes. The asymptotic Kullback - Leibler discr...

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Autores:
Mansouri, Behzad
Chinipa, Rahim
Tipo de recurso:
Article of journal
Fecha de publicación:
2016
Institución:
Universidad Nacional de Colombia
Repositorio:
Universidad Nacional de Colombia
Idioma:
spa
OAI Identifier:
oai:repositorio.unal.edu.co:unal/66524
Acceso en línea:
https://repositorio.unal.edu.co/handle/unal/66524
http://bdigital.unal.edu.co/67552/
Palabra clave:
51 Matemáticas / Mathematics
31 Colecciones de estadística general / Statistics
Chernoff information
discrimination
evolutionary wavelet spectrum
Kullback - Leibler information
locally stationary wavelet processes
seismic data
Datos sísmicos
Discriminación
Espectros wavelet evolucionarios
Información de Chernoff
Información de Kullback-Leibler
Procesos wavelet estacionarios locales.
Rights
openAccess
License
Atribución-NoComercial 4.0 Internacional
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oai_identifier_str oai:repositorio.unal.edu.co:unal/66524
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network_name_str Universidad Nacional de Colombia
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spelling Atribución-NoComercial 4.0 InternacionalDerechos reservados - Universidad Nacional de Colombiahttp://creativecommons.org/licenses/by-nc/4.0/info:eu-repo/semantics/openAccesshttp://purl.org/coar/access_right/c_abf2Mansouri, Behzadaa74552f-d699-4bbf-82a0-2f7335180be7300Chinipa, Rahim21e1d8b0-df72-4964-98e9-1d7047a1effc3002019-07-03T02:18:02Z2019-07-03T02:18:02Z2016-01-01ISSN: 2389-8976https://repositorio.unal.edu.co/handle/unal/66524http://bdigital.unal.edu.co/67552/This article is concerned with the problem of discrimination between two classes of locally stationary time series based on minimum discrimination information. We view the observed signals as realizations of Gaussian locally stationary wavelet (LSW) processes. The asymptotic Kullback - Leibler discrimination information and Chernoff discrimination information are developed as discriminant criteria for LSW processes. The simulation study showed that our procedure performs as well as other procedures and in some cases better than some other classification methods. Applications to classifying real data show the usefulness of our discriminant criteria.Este artículo se refiere al problema de discriminación entre dos clases de series de tiempo estacionarias locales basadas en información de discriminación mínima. Se consideran las señales observadas como realizaciones de procesos wavelet estacionarios locales (LSW, por sus siglas en inglés) gausianos. La información de discriminación Kullback - Leibler asintótica y la información de discriminación de Chernoff se desarrollan como criterios discriminantes para procesos LSW. El estudio de simulación mostró que el procedimiento propuesto se desempeña tan bien como otros procedimientos y en algunos casos mejor que otros métodos de clasificación. Aplicaciones a la clasificación de datos sísmicos muestran la utilidad de los criterios discriminantes propuestos.application/pdfspaUniversidad Nacional de Colombia - Sede Bogotá - Facultad de Ciencias - Departamento de Estadísticahttps://revistas.unal.edu.co/index.php/estad/article/view/55141Universidad Nacional de Colombia Revistas electrónicas UN Revista Colombiana de EstadísticaRevista Colombiana de EstadísticaMansouri, Behzad and Chinipa, Rahim (2016) Asymptotic Information Measures Discrimination of Non-Stationary Time Series Based on Wavelet Domain. Revista Colombiana de Estadística, 39 (1). pp. 81-95. ISSN 2389-897651 Matemáticas / Mathematics31 Colecciones de estadística general / StatisticsChernoff informationdiscriminationevolutionary wavelet spectrumKullback - Leibler informationlocally stationary wavelet processesseismic dataDatos sísmicosDiscriminaciónEspectros wavelet evolucionariosInformación de ChernoffInformación de Kullback-LeiblerProcesos wavelet estacionarios locales.Asymptotic Information Measures Discrimination of Non-Stationary Time Series Based on Wavelet DomainArtículo de revistainfo:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1http://purl.org/coar/version/c_970fb48d4fbd8a85Texthttp://purl.org/redcol/resource_type/ARTORIGINAL55141-279453-1-PB.pdfapplication/pdf708670https://repositorio.unal.edu.co/bitstream/unal/66524/1/55141-279453-1-PB.pdf8aa63a621a0484578384df163229b2e5MD51THUMBNAIL55141-279453-1-PB.pdf.jpg55141-279453-1-PB.pdf.jpgGenerated Thumbnailimage/jpeg5570https://repositorio.unal.edu.co/bitstream/unal/66524/2/55141-279453-1-PB.pdf.jpg84aced2fd100bbb8c0637857aed17372MD52unal/66524oai:repositorio.unal.edu.co:unal/665242023-05-25 23:03:05.581Repositorio Institucional Universidad Nacional de Colombiarepositorio_nal@unal.edu.co
dc.title.spa.fl_str_mv Asymptotic Information Measures Discrimination of Non-Stationary Time Series Based on Wavelet Domain
title Asymptotic Information Measures Discrimination of Non-Stationary Time Series Based on Wavelet Domain
spellingShingle Asymptotic Information Measures Discrimination of Non-Stationary Time Series Based on Wavelet Domain
51 Matemáticas / Mathematics
31 Colecciones de estadística general / Statistics
Chernoff information
discrimination
evolutionary wavelet spectrum
Kullback - Leibler information
locally stationary wavelet processes
seismic data
Datos sísmicos
Discriminación
Espectros wavelet evolucionarios
Información de Chernoff
Información de Kullback-Leibler
Procesos wavelet estacionarios locales.
title_short Asymptotic Information Measures Discrimination of Non-Stationary Time Series Based on Wavelet Domain
title_full Asymptotic Information Measures Discrimination of Non-Stationary Time Series Based on Wavelet Domain
title_fullStr Asymptotic Information Measures Discrimination of Non-Stationary Time Series Based on Wavelet Domain
title_full_unstemmed Asymptotic Information Measures Discrimination of Non-Stationary Time Series Based on Wavelet Domain
title_sort Asymptotic Information Measures Discrimination of Non-Stationary Time Series Based on Wavelet Domain
dc.creator.fl_str_mv Mansouri, Behzad
Chinipa, Rahim
dc.contributor.author.spa.fl_str_mv Mansouri, Behzad
Chinipa, Rahim
dc.subject.ddc.spa.fl_str_mv 51 Matemáticas / Mathematics
31 Colecciones de estadística general / Statistics
topic 51 Matemáticas / Mathematics
31 Colecciones de estadística general / Statistics
Chernoff information
discrimination
evolutionary wavelet spectrum
Kullback - Leibler information
locally stationary wavelet processes
seismic data
Datos sísmicos
Discriminación
Espectros wavelet evolucionarios
Información de Chernoff
Información de Kullback-Leibler
Procesos wavelet estacionarios locales.
dc.subject.proposal.spa.fl_str_mv Chernoff information
discrimination
evolutionary wavelet spectrum
Kullback - Leibler information
locally stationary wavelet processes
seismic data
Datos sísmicos
Discriminación
Espectros wavelet evolucionarios
Información de Chernoff
Información de Kullback-Leibler
Procesos wavelet estacionarios locales.
description This article is concerned with the problem of discrimination between two classes of locally stationary time series based on minimum discrimination information. We view the observed signals as realizations of Gaussian locally stationary wavelet (LSW) processes. The asymptotic Kullback - Leibler discrimination information and Chernoff discrimination information are developed as discriminant criteria for LSW processes. The simulation study showed that our procedure performs as well as other procedures and in some cases better than some other classification methods. Applications to classifying real data show the usefulness of our discriminant criteria.
publishDate 2016
dc.date.issued.spa.fl_str_mv 2016-01-01
dc.date.accessioned.spa.fl_str_mv 2019-07-03T02:18:02Z
dc.date.available.spa.fl_str_mv 2019-07-03T02:18:02Z
dc.type.spa.fl_str_mv Artículo de revista
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dc.type.driver.spa.fl_str_mv info:eu-repo/semantics/article
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dc.type.coarversion.spa.fl_str_mv http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.content.spa.fl_str_mv Text
dc.type.redcol.spa.fl_str_mv http://purl.org/redcol/resource_type/ART
format http://purl.org/coar/resource_type/c_6501
status_str publishedVersion
dc.identifier.issn.spa.fl_str_mv ISSN: 2389-8976
dc.identifier.uri.none.fl_str_mv https://repositorio.unal.edu.co/handle/unal/66524
dc.identifier.eprints.spa.fl_str_mv http://bdigital.unal.edu.co/67552/
identifier_str_mv ISSN: 2389-8976
url https://repositorio.unal.edu.co/handle/unal/66524
http://bdigital.unal.edu.co/67552/
dc.language.iso.spa.fl_str_mv spa
language spa
dc.relation.spa.fl_str_mv https://revistas.unal.edu.co/index.php/estad/article/view/55141
dc.relation.ispartof.spa.fl_str_mv Universidad Nacional de Colombia Revistas electrónicas UN Revista Colombiana de Estadística
Revista Colombiana de Estadística
dc.relation.references.spa.fl_str_mv Mansouri, Behzad and Chinipa, Rahim (2016) Asymptotic Information Measures Discrimination of Non-Stationary Time Series Based on Wavelet Domain. Revista Colombiana de Estadística, 39 (1). pp. 81-95. ISSN 2389-8976
dc.rights.spa.fl_str_mv Derechos reservados - Universidad Nacional de Colombia
dc.rights.coar.fl_str_mv http://purl.org/coar/access_right/c_abf2
dc.rights.license.spa.fl_str_mv Atribución-NoComercial 4.0 Internacional
dc.rights.uri.spa.fl_str_mv http://creativecommons.org/licenses/by-nc/4.0/
dc.rights.accessrights.spa.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv Atribución-NoComercial 4.0 Internacional
Derechos reservados - Universidad Nacional de Colombia
http://creativecommons.org/licenses/by-nc/4.0/
http://purl.org/coar/access_right/c_abf2
eu_rights_str_mv openAccess
dc.format.mimetype.spa.fl_str_mv application/pdf
dc.publisher.spa.fl_str_mv Universidad Nacional de Colombia - Sede Bogotá - Facultad de Ciencias - Departamento de Estadística
institution Universidad Nacional de Colombia
bitstream.url.fl_str_mv https://repositorio.unal.edu.co/bitstream/unal/66524/1/55141-279453-1-PB.pdf
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repository.name.fl_str_mv Repositorio Institucional Universidad Nacional de Colombia
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