Distinguishing Stationary/Nonstationary Scaling Processes Using Wavelet Tsallis <i>q</i>‐Entropies

Abstract

Classification of processes as stationary or nonstationary has been recognized as an important and unresolved problem in the analysis of scaling signals. Stationarity or nonstationarity determines not only the form of autocorrelations and moments but also the selection of estimators. In this paper, a methodology for classifying scaling processes as stationary or nonstationary is proposed. The method is based on wavelet Tsallis q ‐entropies and particularly on the behaviour of these entropies for scaling signals. It is demonstrated that the observed wavelet Tsallis q ‐entropies of 1/ f signals can be modeled by sum‐cosh apodizing functions which allocates constant entropies to a set of scaling signals and varying entropies to the rest and that this allocation is controlled by q . The proposed methodology, therefore, differentiates stationary signals from non‐stationary ones based on the observed wavelet Tsallis entropies for 1/ f signals. Experimental studies using synthesized signals confirm that the proposed method not only achieves satisfactorily classifications but also outperforms current methods proposed in the literature.