Convergent cross mapping
Convergent cross mapping (CCM) is a statistical test for a cause-and-effect relationship between two time series variables that, like the Granger causality test, seeks to resolve the problem that correlation does not imply causation. While Granger causality is best suited for purely stochastic systems where the influence of the causal variables are separable (independent of each other), CCM is based on the theory of Dynamical systems and can be applied to systems where causal variables have synergistic effects. The test was developed in 2012 by the lab of George Sugihara of the Scripps Institution of Oceanography, La Jolla, California, USA.
Convergent cross mapping is based on Takens' embedding theorem, which states that generically the attractor manifold of a dynamical system can be reconstructed from a single observation variable of the system, . This reconstructed or shadow attractor is diffeomorphic (has a one-to-one mapping) to the true manifold, . Consequently, if two variables X and Y belong to the same dynamics system, the shadow manifolds and will also be diffeomorphic (have a one-to-one mapping). Time points that are nearby on the manifold will also be nearby on . Therefore, the current state of variable can be predicted based on .
Cross mapping need not be symmetric. If forces unidirectionally, variable will contain information about , but not vice-versa. Consequently, the state of can be predicted from , but will not be predictable from .
- Demonstrating that the apparent correlation between sardine and anchovy in the California Current is due to shared climate forcing and not direct interaction 
- Sugihara, George; et al. (26 October 2012). "Detecting Causality in Complex Ecosystems". Science 338 (6106): 496–500. doi:10.1126/science.1227079. PMID 22997134. Retrieved 5 July 2013.
- "Cause test could end up in court". New Scientist (2884). 28 September 2012. Opinion. Retrieved 5 July 2013.
- Michael Marshall in New Scientist magazine 2884: Causality test could help preserve the natural world, 28 September 2012
- State Space Reconstruction: Time Series and Dynamic Systems on YouTube
- State Space Reconstruction: Takens' Theorem and Shadow Manifolds on YouTube
- State Space Reconstruction: Convergent Cross Mapping on YouTube
|This statistics-related article is a stub. You can help Wikipedia by expanding it.|