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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Detalles Bibliográficos
Publicado:	2018
Materias:	Anomaly detection Entropy Functional data Minimum-entropy sets Stochastic process
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
Aporte de:	Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires

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