Toolkit for Discovering Directional Influences in Time Series Data with Granger Causality
by Tian Linger Xu
STEPS to use this toolkit:
- Download a clone of this toolkit to your own labtop. You can click the green button
Clone or downloadto download a ZIP file. Or, if you use Git Bash, simply type in:
git clone https://github.com/lingerxu/granger_point_process.git
Open Matlab and set your working path to the folder containing the downloaded toolkit.
Open a demo*.m file, start running!
My presentation slides on the introduction of Granger Causality and detailed explanation on how to calculate Granger Causality in a multimodal infant-parent interaction dataset can be found here: Discovering Temporal Dependencies and Directional Influences in Multimodal Time Series with Granger Causality.
This folder has several relevant papers on this technique.