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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...
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| Izdano u: | Entropy (Basel) |
|---|---|
| Glavni autori: | , , , |
| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
MDPI
2018
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| Teme: | |
| Online pristup: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7512230/ https://ncbi.nlm.nih.gov/pubmed/33265131 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e20010033 |
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