Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection

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...

Full description

Bibliographic Details
Main Authors: Gabriel Martos, Nicolás Hernández, Alberto Muñoz, Javier M. Moguerza
Format: Article
Language:English
Published: MDPI AG 2018-01-01
Series:Entropy
Subjects:
entropy
stochastic process
minimum-entropy sets
anomaly detection
functional data
Online Access:http://www.mdpi.com/1099-4300/20/1/33

Internet

http://www.mdpi.com/1099-4300/20/1/33

Similar Items