Entropy measures for stochastic processes with applications in functional anomaly detection
We propose a definition of entropy for stochastic processes. We provide a reproducing kernel Hilbert space model to estimate entropy from a random sample of realizations of a stochastic process, namely functional data, and introduce two approaches to estimate minimum entropy sets. These sets are rel...
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2018
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| Acceso en línea: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_10994300_v20_n1_p_Martos http://hdl.handle.net/20.500.12110/paper_10994300_v20_n1_p_Martos |
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paper:paper_10994300_v20_n1_p_Martos |
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paper:paper_10994300_v20_n1_p_Martos2023-06-08T16:08:02Z Entropy measures for stochastic processes with applications in functional anomaly detection Anomaly detection Entropy Functional data Minimum-entropy sets Stochastic process We propose a definition of entropy for stochastic processes. We provide a reproducing kernel Hilbert space model to estimate entropy from a random sample of realizations of a stochastic process, namely functional data, and introduce two approaches to estimate minimum entropy sets. These sets are relevant to detect anomalous or outlier functional data. A numerical experiment illustrates the performance of the proposed method; in addition, we conduct an analysis of mortality rate curves as an interesting application in a real-data context to explore functional anomaly detection. © 2018 by the authors. 2018 https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_10994300_v20_n1_p_Martos http://hdl.handle.net/20.500.12110/paper_10994300_v20_n1_p_Martos |
| institution |
Universidad de Buenos Aires |
| institution_str |
I-28 |
| repository_str |
R-134 |
| collection |
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) |
| topic |
Anomaly detection Entropy Functional data Minimum-entropy sets Stochastic process |
| spellingShingle |
Anomaly detection Entropy Functional data Minimum-entropy sets Stochastic process Entropy measures for stochastic processes with applications in functional anomaly detection |
| topic_facet |
Anomaly detection Entropy Functional data Minimum-entropy sets Stochastic process |
| description |
We propose a definition of entropy for stochastic processes. We provide a reproducing kernel Hilbert space model to estimate entropy from a random sample of realizations of a stochastic process, namely functional data, and introduce two approaches to estimate minimum entropy sets. These sets are relevant to detect anomalous or outlier functional data. A numerical experiment illustrates the performance of the proposed method; in addition, we conduct an analysis of mortality rate curves as an interesting application in a real-data context to explore functional anomaly detection. © 2018 by the authors. |
| title |
Entropy measures for stochastic processes with applications in functional anomaly detection |
| title_short |
Entropy measures for stochastic processes with applications in functional anomaly detection |
| title_full |
Entropy measures for stochastic processes with applications in functional anomaly detection |
| title_fullStr |
Entropy measures for stochastic processes with applications in functional anomaly detection |
| title_full_unstemmed |
Entropy measures for stochastic processes with applications in functional anomaly detection |
| title_sort |
entropy measures for stochastic processes with applications in functional anomaly detection |
| publishDate |
2018 |
| url |
https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_10994300_v20_n1_p_Martos http://hdl.handle.net/20.500.12110/paper_10994300_v20_n1_p_Martos |
| _version_ |
1768545750487138304 |