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수렴 교차 사상 (Convergent Cross Mapping, CCM)×재발 정량 분석 (RQA)×
분야인과추론복잡계
계열Machine learningMachine learning
기원 연도20122007
창시자George Sugihara et al.Marwan, Romano, Thiel & Kurths
유형Nonlinear time-series causality testNonlinear time-series characterization
원전Sugihara, G., et al. (2012). Detecting causality in complex ecosystems. Science, 338(6106), 496–500. 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 ↗
별칭CCM, Cross-Convergent Mapping, Empirical Dynamic Modelling Causality, Yakınsak Çapraz HaritalamaRQA, Recurrence Plot Analysis, Nonlinear Recurrence Analysis, Tekrarlama Kantifikasyon Analizi
관련32
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.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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