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Abstract:

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.

Registro:

Documento: Artículo
Título:Entropy measures for stochastic processes with applications in functional anomaly detection
Autor:Martos, G.; Hernández, N.; Muñoz, A.; Moguerza, J.M.
Filiación:Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires and CONICET, Buenos Aires, C1428EGA, Argentina
Department of Statistics, Universidad Carlos III de Madrid, Getafe, 28903, Spain
Department of Computer Science and Statistics, University Rey Juan Carlos, Móstoles, 28933, Spain
Palabras clave:Anomaly detection; Entropy; Functional data; Minimum-entropy sets; Stochastic process
Año:2018
Volumen:20
Número:1
DOI: http://dx.doi.org/10.3390/e20010033
Título revista:Entropy
Título revista abreviado:Entropy
ISSN:10994300
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_10994300_v20_n1_p_Martos

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Citas:

---------- APA ----------
Martos, G., Hernández, N., Muñoz, A. & Moguerza, J.M. (2018) . Entropy measures for stochastic processes with applications in functional anomaly detection. Entropy, 20(1).
http://dx.doi.org/10.3390/e20010033
---------- CHICAGO ----------
Martos, G., Hernández, N., Muñoz, A., Moguerza, J.M. "Entropy measures for stochastic processes with applications in functional anomaly detection" . Entropy 20, no. 1 (2018).
http://dx.doi.org/10.3390/e20010033
---------- MLA ----------
Martos, G., Hernández, N., Muñoz, A., Moguerza, J.M. "Entropy measures for stochastic processes with applications in functional anomaly detection" . Entropy, vol. 20, no. 1, 2018.
http://dx.doi.org/10.3390/e20010033
---------- VANCOUVER ----------
Martos, G., Hernández, N., Muñoz, A., Moguerza, J.M. Entropy measures for stochastic processes with applications in functional anomaly detection. Entropy. 2018;20(1).
http://dx.doi.org/10.3390/e20010033