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转移熵×样本熵×
领域因果推断复杂系统
方法族Machine learningMachine learning
起源年份20002000
提出者Thomas SchreiberRichman & Moorman
类型Non-parametric information-theoretic measureNonlinear entropy measure
开创性文献Schreiber, T. (2000). Measuring information transfer. Physical Review Letters, 85(2), 461–464. 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 ↗
别名Schreiber Information Transfer, Directed Information Flow, Conditional Mutual Information (directed), Transfer EntropisiSampEn, Sample Entropy (SampEn), Örneklem Entropisi, Nonlinear Complexity Measure
相关32
摘要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.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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ScholarGate方法对比: Transfer Entropy · Sample Entropy. 于 2026-06-17 检索自 https://scholargate.app/zh/compare