手法を比較

	Transfer Entropy	Granger因果性検定	標本エントロピー
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	2000	1969	2000
提唱者	Thomas Schreiber	Clive W. J. Granger	Richman & Moorman
種類	Non-parametric information-theoretic measure	Time-series predictive causality test	Nonlinear entropy measure
原典	Schreiber, T. (2000). Measuring information transfer. Physical Review Letters, 85(2), 461–464.	Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438.	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.
別名	Schreiber Information Transfer, Directed Information Flow, Conditional Mutual Information (directed), Transfer Entropisi	Granger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi	SampEn, Sample Entropy (SampEn), Örneklem Entropisi, Nonlinear Complexity Measure
関連	3	5	2
概要	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.	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.