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Analyse de Quantification de Récurrence (AQR)×Entropie de transfert×
DomaineSystèmes complexesInférence causale
FamilleMachine learningMachine learning
Année d'origine20072000
Auteur d'origineMarwan, Romano, Thiel & KurthsThomas Schreiber
TypeNonlinear time-series characterizationNon-parametric information-theoretic measure
Source fondatriceMarwan, N., Romano, M. C., Thiel, M., & Kurths, J. (2007). Recurrence plots for the analysis of complex systems. Physics Reports, 438(5–6), 237–329. DOI ↗Schreiber, T. (2000). Measuring information transfer. Physical Review Letters, 85(2), 461–464. DOI ↗
AliasRQA, Recurrence Plot Analysis, Nonlinear Recurrence Analysis, Tekrarlama Kantifikasyon AnaliziSchreiber Information Transfer, Directed Information Flow, Conditional Mutual Information (directed), Transfer Entropisi
Apparentées23
RésuméRecurrence Quantification Analysis (RQA) is a nonlinear method for characterizing the dynamics of a time series by quantifying the small-scale structure of its recurrence plot. Introduced in its modern, comprehensive form by Marwan, Romano, Thiel, and Kurths in 2007, RQA extracts scalar measures — such as recurrence rate, determinism, laminarity, and Shannon entropy — that capture periodicity, chaos, stationarity, and transitions in complex dynamical systems.Transfer 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.
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ScholarGateComparer des méthodes: Recurrence Quantification Analysis · Transfer Entropy. Consulté le 2026-06-18 sur https://scholargate.app/fr/compare