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Convergent Cross Mapping (CCM)×Granger-causaliteitstest×
VakgebiedCausale inferentieEconometrie
FamilieMachine learningRegression model
Jaar van ontstaan20121969
GrondleggerGeorge Sugihara et al.Clive W. J. Granger
TypeNonlinear time-series causality testTime-series predictive causality test
Oorspronkelijke bronSugihara, 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 ↗
AliassenCCM, Cross-Convergent Mapping, Empirical Dynamic Modelling Causality, Yakınsak Çapraz HaritalamaGranger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi
Verwant35
SamenvattingConvergent 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.
ScholarGateGegevensset
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  2. 1 Bronnen
  3. PUBLISHED
  1. v1
  2. 1 Bronnen
  3. PUBLISHED

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ScholarGateMethoden vergelijken: Convergent Cross Mapping · Granger Causality. Geraadpleegd op 2026-06-18 via https://scholargate.app/nl/compare