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...

Descripción completa

Guardado en:
Detalles Bibliográficos
Autores principales: Martos, G., Hernández, N., Muñoz, A., Moguerza, J.M.
Formato: JOUR
Materias:
Anomaly detection
Entropy
Functional data
Minimum-entropy sets
Stochastic process
Acceso en línea: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

Ejemplares similares

Ejemplares similares