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Трансферна ентропија×Konvergentno unakrsno mapiranje (CCM)×Entropija uzorka×
OblastKauzalno zaključivanjeKauzalno zaključivanjeKompleksni sistemi
PorodicaMachine learningMachine learningMachine learning
Godina nastanka200020122000
TvoracThomas SchreiberGeorge Sugihara et al.Richman & Moorman
TipNon-parametric information-theoretic measureNonlinear time-series causality testNonlinear entropy measure
Temeljni izvorSchreiber, 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 ↗
Drugi naziviSchreiber 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
Srodne332
SažetakTransfer 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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ScholarGateUporedite metode: Transfer Entropy · Convergent Cross Mapping · Sample Entropy. Preuzeto 2026-06-18 sa https://scholargate.app/sr/compare