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Convergent Cross Mapping in Scikit Learn's style
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README.md

skccm

Documentation

Scikit Convergent Cross Mapping (skccm) can be used as a way to detect causality between time series.

For a quick explanation of this package, I suggest checking out the Documentation as well as the wikipedia article on convergent cross mapping . Additionally, Dr. Sugihara's lab has produced some good summary videos about the topic:

  1. Time Series and Dynamic Manifolds
  2. Reconstructed Shadow Manifold
  3. State Space Reconstruction: Convergent Cross Mapping

For a more complete background, I suggest checking out the following papers:

  1. Detecting Causality in Complex Ecosystems by Sugihara
  2. Distinguishing time-delayed causal interactions using convergent cross mapping by Ye

Sugihara also has a good talk about about Correlation and Causation

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