Time Series Methods of Causality
- Phase Slope Index (PSI). Please refer to http://doc.ml.tu-berlin.de/causality/ for more information.
- Granger Causality. Please refer to Granger Causality: Basic Theory and Application to Neuroscience for more information.
For detailed examples, refer to the docs or the following notebook on the platform of your choice:
- PSI Notebook:
- Granger Notebook:
- Benchmark Notebook:
This work was funded by the German Federal Ministry of Education and Research (BMBF) in the project ALICE III under grant ref. 01IS18049B.
Please cite the following paper if you use this Phase Slope Index code in published work:
Nolte, G., Ziehe, A., Nikulin, V., Schlögl, A., Krämer, N., Brismar, T., & Müller, K.R. (2008), Robustly Estimating the Flow Direction of Information in Complex Physical Systems, Phys. Rev. Lett., 100, 234101.