Latent Convergent Cross Mapping

Implementation of the Latent CCM paper (https://openreview.net/forum?id=4TSiOTkKe5P)

Installation

poetry install

Latent CCM in a nutshell

We provide a simple example of using latent CCM for inference of causal link direction in time series in the notebook latentCCM.ipynb.

/latentccm/latentCCM.ipynb for the worked out example on Lorenz dynamical systems.

Experiments

Data Generation

cd data/Dpendulum

python data_generation_scipt.py

Training the ODE models on the Dependulum (Irregular) data

cd experiments/Dpendulum

./launch_gru_ode.sh

The models are then saved in trained_models folder.

Reconstruction of the trajectories

python get_path.py

Causal direction computation (CCM)

python gruode_scores.py

The results are then saved in the results folder.