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| 収束的相互写像(CCM)× | Granger因果性検定× | 再帰定量化解析 (RQA)× | |
|---|---|---|---|
| 分野≠ | 因果推論 | 計量経済学 | 複雑系 |
| 系統≠ | Machine learning | Regression model | Machine learning |
| 提唱年≠ | 2012 | 1969 | 2007 |
| 提唱者≠ | George Sugihara et al. | Clive W. J. Granger | Marwan, Romano, Thiel & Kurths |
| 種類≠ | Nonlinear time-series causality test | Time-series predictive causality test | Nonlinear time-series characterization |
| 原典≠ | 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 ↗ | Marwan, 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 ↗ |
| 別名 | CCM, Cross-Convergent Mapping, Empirical Dynamic Modelling Causality, Yakınsak Çapraz Haritalama | Granger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi | RQA, Recurrence Plot Analysis, Nonlinear Recurrence Analysis, Tekrarlama Kantifikasyon Analizi |
| 関連≠ | 3 | 5 | 2 |
| 概要≠ | 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. | Recurrence 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. |
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