方法对比

	格兰杰因果检验	循环量化分析 (RQA)	转移熵
领域	计量经济学	复杂系统	因果推断
方法族	Regression model	Machine learning	Machine learning
起源年份	1969	2007	2000
提出者	Clive W. J. Granger	Marwan, Romano, Thiel & Kurths	Thomas Schreiber
类型	Time-series predictive causality test	Nonlinear time-series characterization	Non-parametric information-theoretic measure
开创性文献	Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438.	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.	Schreiber, T. (2000). Measuring information transfer. Physical Review Letters, 85(2), 461–464.
别名	Granger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi	RQA, Recurrence Plot Analysis, Nonlinear Recurrence Analysis, Tekrarlama Kantifikasyon Analizi	Schreiber Information Transfer, Directed Information Flow, Conditional Mutual Information (directed), Transfer Entropisi
相关	5	2	3
摘要	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.	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.	Transfer 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.