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Transfer Entropy×Convergent Cross Mapping (CCM)×Steekproefentropie×
VakgebiedCausale inferentieCausale inferentieComplexe systemen
FamilieMachine learningMachine learningMachine learning
Jaar van ontstaan200020122000
GrondleggerThomas SchreiberGeorge Sugihara et al.Richman & Moorman
TypeNon-parametric information-theoretic measureNonlinear time-series causality testNonlinear entropy measure
Oorspronkelijke bronSchreiber, T. (2000). Measuring information transfer. Physical Review Letters, 85(2), 461–464. DOI ↗Sugihara, G., et al. (2012). Detecting causality in complex ecosystems. Science, 338(6106), 496–500. DOI ↗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. DOI ↗
AliassenSchreiber Information Transfer, Directed Information Flow, Conditional Mutual Information (directed), Transfer EntropisiCCM, Cross-Convergent Mapping, Empirical Dynamic Modelling Causality, Yakınsak Çapraz HaritalamaSampEn, Sample Entropy (SampEn), Örneklem Entropisi, Nonlinear Complexity Measure
Verwant332
SamenvattingTransfer 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.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.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.
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ScholarGateMethoden vergelijken: Transfer Entropy · Convergent Cross Mapping · Sample Entropy. Geraadpleegd op 2026-06-18 via https://scholargate.app/nl/compare