5 results found Sort:

majianthu
pycopent majianthu
31
155
gpl-3.0
3
Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection in...
copula python entropy causality changepoint correlation copula-entropy normality-test two-sample-test causal-discovery change-detection transfer-entropy granger-causality hypothesis-testing information-theory mutual-information variable-selection change-point-detection conditional-independence-test conditional-mutual-information
Created 2020-03-30
99 commits to master branch, last one 2 months ago
mrosol
Nonlincausality mrosol
15
72
mit
4
Python package for Granger causality test with nonlinear forecasting methods.
python causality prediction forecasting time-series causality-test neural-networks nonlinear-models granger-causality causality-analysis gru-neural-networks nonlinear-causality lstm-neural-networks recurrent-neural-networks multilayer-perceptron-network
Created 2020-09-05
41 commits to master branch, last one 8 months ago
i6092467
GVAR i6092467
20
64
unknown
1
An interpretable framework for inferring nonlinear multivariate Granger causality based on self-explaining neural networks.
causality machine-learning granger-causality interpretable-models time-series-analysis granger-causality-analysis autoregressive-neural-networks
Created 2021-01-14
35 commits to master branch, last one about a year ago
DarkEyes
VLTimeSeriesCausality DarkEyes
11
52
gpl-3.0
4
A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.
time-series causal-inference transfer-entropy granger-causality time-series-analysis
Created 2019-11-27
72 commits to master branch, last one 6 months ago
majianthu
copent majianthu
10
40
unknown
2
R package for estimating copula entropy (mutual information), transfer entropy (conditional mutual information), and the statistic for multivariate normality test and two-sample test
r copula entropy causality mutualinf correlation copula-entropy normality-test two-sample-test causal-discovery transfer-entropy granger-causality information-theory mutual-information variable-selection change-point-detection conditional-independence-test conditional-mutual-information
Created 2020-04-15
67 commits to master branch, last one 5 months ago