Next Article in Journal
Image Segmentation Based on Statistical Confidence Intervals
Next Article in Special Issue
Granger Causality and Jensen–Shannon Divergence to Determine Dominant Atrial Area in Atrial Fibrillation
Previous Article in Journal
Fractional Time Fluctuations in Viscoelasticity: A Comparative Study of Correlations and Elastic Moduli
Previous Article in Special Issue
Maximum Correntropy Criterion Kalman Filter for α-Jerk Tracking Model with Non-Gaussian Noise
Open AccessArticle

Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection

1
Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires and CONICET, Buenos Aires C1428EGA, Argentina
2
Department of Statistics, Universidad Carlos III de Madrid, 28903 Getafe, Spain
3
Department of Computer Science and Statistics, University Rey Juan Carlos, 28933 Móstoles, Spain
*
Authors to whom correspondence should be addressed.
Entropy 2018, 20(1), 33; https://doi.org/10.3390/e20010033
Received: 5 December 2017 / Revised: 29 December 2017 / Accepted: 2 January 2018 / Published: 11 January 2018
(This article belongs to the Special Issue Entropy in Signal Analysis)
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. View Full-Text
Keywords: entropy; stochastic process; minimum-entropy sets; anomaly detection; functional data entropy; stochastic process; minimum-entropy sets; anomaly detection; functional data
Show Figures

Figure 1

MDPI and ACS Style

Martos, G.; Hernández, N.; Muñoz, A.; Moguerza, J.M. Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection. Entropy 2018, 20, 33.

Show more citation formats Show less citations formats
Note that from the first issue of 2016, MDPI journals use article numbers instead of page numbers. See further details here.

Article Access Map by Country/Region

1
Back to TopTop