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...
Guardado en:
| Autores principales: | , , , |
|---|---|
| Formato: | JOUR |
| Materias: | |
| Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_10994300_v20_n1_p_Martos |
| Aporte de: |
| id |
todo:paper_10994300_v20_n1_p_Martos |
|---|---|
| record_format |
dspace |
| spelling |
todo:paper_10994300_v20_n1_p_Martos2023-10-03T16:06:34Z Entropy measures for stochastic processes with applications in functional anomaly detection Martos, G. Hernández, N. Muñoz, A. Moguerza, J.M. 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. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar 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 Martos, G. Hernández, N. Muñoz, A. Moguerza, J.M. 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. |
| format |
JOUR |
| author |
Martos, G. Hernández, N. Muñoz, A. Moguerza, J.M. |
| author_facet |
Martos, G. Hernández, N. Muñoz, A. Moguerza, J.M. |
| author_sort |
Martos, G. |
| 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 |
| url |
http://hdl.handle.net/20.500.12110/paper_10994300_v20_n1_p_Martos |
| work_keys_str_mv |
AT martosg entropymeasuresforstochasticprocesseswithapplicationsinfunctionalanomalydetection AT hernandezn entropymeasuresforstochasticprocesseswithapplicationsinfunctionalanomalydetection AT munoza entropymeasuresforstochasticprocesseswithapplicationsinfunctionalanomalydetection AT moguerzajm entropymeasuresforstochasticprocesseswithapplicationsinfunctionalanomalydetection |
| _version_ |
1782027777517551616 |