Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection.
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ABSTRACT:
SUBMITTER: Martos G
PROVIDER: S-EPMC7512230 | biostudies-literature | 2018 Jan
REPOSITORIES: biostudies-literature
Publications
Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection.
Martos Gabriel G Hernández Nicolás N Muñoz Alberto A Moguerza Javier M JM
Entropy (Basel, Switzerland) 20180111 1
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 inte ...[more]
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