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Entropia de Transferència×Convergent Cross Mapping (CCM)×Test de causalitat de Granger×Entropia de Mostra×
CampInferència causalInferència causalEconometriaSistemes complexos
FamíliaMachine learningMachine learningRegression modelMachine learning
Any d'origen2000201219692000
Autor originalThomas SchreiberGeorge Sugihara et al.Clive W. J. GrangerRichman & Moorman
TipusNon-parametric information-theoretic measureNonlinear time-series causality testTime-series predictive causality testNonlinear entropy measure
Font seminalSchreiber, T. (2000). Measuring information transfer. Physical Review Letters, 85(2), 461–464. DOI ↗Sugihara, G., et al. (2012). Detecting causality in complex ecosystems. Science, 338(6106), 496–500. DOI ↗Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438. DOI ↗Richman, J. S., & Moorman, J. R. (2000). Physiological time-series analysis using approximate entropy and sample entropy. American Journal of Physiology, 278(6), H2039–H2049. DOI ↗
ÀliesSchreiber Information Transfer, Directed Information Flow, Conditional Mutual Information (directed), Transfer EntropisiCCM, Cross-Convergent Mapping, Empirical Dynamic Modelling Causality, Yakınsak Çapraz HaritalamaGranger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik TestiSampEn, Sample Entropy (SampEn), Örneklem Entropisi, Nonlinear Complexity Measure
Relacionats3352
ResumTransfer Entropy (TE) is a non-parametric, information-theoretic measure of directed statistical dependence between two time series, introduced by Thomas Schreiber in 2000. Grounded in Shannon entropy, it quantifies how much information the past of one process Y reduces uncertainty about the next state of another process X, beyond what X's own past already provides. Unlike linear correlation or Granger causality, TE captures nonlinear interactions and requires no model assumptions about the underlying dynamics.Convergent Cross Mapping (CCM) is a nonlinear, state-space method for detecting causality between time-series variables embedded in a shared dynamical system. Introduced by George Sugihara and colleagues in their landmark 2012 Science paper, CCM exploits Takens' embedding theorem: if variable X causally influences Y, the historical record of Y contains enough information to recover the states of X. Causality is confirmed when cross-map skill improves—converges—as the time-series library grows longer.The Granger causality test, introduced by Clive W. J. Granger in 1969, assesses whether the past values of one time series help predict another beyond what the latter's own past already explains. It defines causality in a strictly predictive sense rather than as a structural or physical cause.Sample Entropy (SampEn) is a nonlinear measure of the complexity and regularity of a time series. Introduced by Richman and Moorman in 2000 as an improvement over Approximate Entropy (ApEn), it quantifies the likelihood that similar patterns of a given length in the series remain similar when extended by one additional data point. A higher SampEn value indicates greater irregularity and complexity, while a lower value indicates more regularity or self-similarity.
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ScholarGateCompara mètodes: Transfer Entropy · Convergent Cross Mapping · Granger Causality · Sample Entropy. Recuperat el 2026-06-18 de https://scholargate.app/ca/compare