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dc.contributor.author
Martos, Gabriel Alejandro
dc.contributor.author
Hernández, Nicolás
dc.contributor.author
Muñoz, Alberto
dc.contributor.author
Moguerza, Javier
dc.date.available
2019-12-19T18:45:24Z
dc.date.issued
2018-01
dc.identifier.citation
Martos, Gabriel Alejandro; Hernández, Nicolás; Muñoz, Alberto; Moguerza, Javier; Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection; Molecular Diversity Preservation International; Entropy; 20; 1; 1-2018
dc.identifier.issn
1099-4300
dc.identifier.uri
http://hdl.handle.net/11336/92560
dc.description.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.
dc.format
application/pdf
dc.language.iso
eng
dc.publisher
Molecular Diversity Preservation International
dc.rights
info:eu-repo/semantics/openAccess
dc.rights.uri
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.subject
ANOMALY DETECTION
dc.subject
ENTROPY
dc.subject
FUNCTIONAL DATA
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MINIMUM-ENTROPY SETS
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STOCHASTIC PROCESS
dc.subject.classification
Matemática Pura
dc.subject.classification
Matemáticas
dc.subject.classification
CIENCIAS NATURALES Y EXACTAS
dc.title
Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection
dc.type
info:eu-repo/semantics/article
dc.type
info:ar-repo/semantics/artículo
dc.type
info:eu-repo/semantics/publishedVersion
dc.date.updated
2019-12-16T19:13:13Z
dc.journal.volume
20
dc.journal.number
1
dc.journal.pais
Suiza
dc.journal.ciudad
Basel
dc.description.fil
Fil: Martos, Gabriel Alejandro. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
dc.description.fil
Fil: Hernández, Nicolás. Universidad Carlos III de Madrid. Instituto de Salud; España
dc.description.fil
Fil: Muñoz, Alberto. Universidad Carlos III de Madrid. Instituto de Salud; España
dc.description.fil
Fil: Moguerza, Javier. Universidad Rey Juan Carlos; España
dc.journal.title
Entropy
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/http://www.mdpi.com/1099-4300/20/1/33
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.3390/e20010033
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