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Granger-kausaatiotesti×Näyte-entropia×
TieteenalaEkonometriaKompleksiset järjestelmät
MenetelmäperheRegression modelMachine learning
Syntyvuosi19692000
KehittäjäClive W. J. GrangerRichman & Moorman
TyyppiTime-series predictive causality testNonlinear entropy measure
AlkuperäislähdeGranger, 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 ↗
RinnakkaisnimetGranger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik TestiSampEn, Sample Entropy (SampEn), Örneklem Entropisi, Nonlinear Complexity Measure
Liittyvät52
TiivistelmäThe 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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ScholarGateVertaile menetelmiä: Granger Causality · Sample Entropy. Haettu 2026-06-18 osoitteesta https://scholargate.app/fi/compare