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수렴 교차 사상 (Convergent Cross Mapping, CCM)×그랜저 인과성 검정×
분야인과추론계량경제학
계열Machine learningRegression model
기원 연도20121969
창시자George Sugihara et al.Clive W. J. Granger
유형Nonlinear time-series causality testTime-series predictive causality test
원전Sugihara, 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 ↗
별칭CCM, Cross-Convergent Mapping, Empirical Dynamic Modelling Causality, Yakınsak Çapraz HaritalamaGranger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi
관련35
요약Convergent 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.
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ScholarGate방법 비교: Convergent Cross Mapping · Granger Causality. 2026-06-18에 다음에서 검색함: https://scholargate.app/ko/compare