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 Python

Is there a relationship between popularity of a given technology on Stack Overflow (SO) and Hacker News (HN)? And a few words about causality

Python package for Granger causality test with nonlinear forecasting methods.

An interpretable framework for inferring nonlinear multivariate Granger causality based on self-explaining neural networks.

Source code for the publications on "a non-linear Granger-causality framework to investigate climate–vegetation dynamics", by Papagiannopoulou et al., GMD & ERL 2017

Statistical Recurrent Unit based time series generative models for detecting nonlinear Granger causality

Nonlinear Granger causality inference with neural networks for high-resolution mass spectrometry

Port of Granger-causality

Network Localized Granger Causality

Source code, data and plots for our paper "Analysis of Large Market Data Using Neural Networks: A Causal Approach"

Code repository for "A VAE-based Framework for Learning Multi-Level Neural Granger-causal Connectivity"

Bivariate Granger Causality in Python

Quantifying the dynamics of long-range cell-cell mechanical communication paper code

Simulations of different functional connectivity measures.

Python-ICM+ Granger causality

This Repository is a part of my thesis for analyzing connectivity of EEG channels, but codes are extendable to other fields and studies.

A web application that makes it possible to analyse time-series data. Using techniques for seasonality and trend detection and Granger causality

The significance test for Granger causality of financial risks in stock indices

This repository is a set of tools that I use in my thesis, the main focus is processing EEG data, but some functions is expandable to other time series and signal processing fields.