69rascal/cognitive-load

🧠 Reduce cognitive load in coding to enhance understanding and efficiency. Contribute to a clear, practical guide for improving code comprehension.

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mrosol/Nonlincausality

Python package for Granger causality test with nonlinear forecasting methods.

Language: Python - Size: 213 KB - Last synced at: about 11 hours ago - Pushed at: over 1 year ago - Stars: 86 - Forks: 18

sakhanna/SRU_for_GCI

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

Language: Python - Size: 5.15 MB - Last synced at: 28 days ago - Pushed at: almost 5 years ago - Stars: 36 - Forks: 7

LauraSparacino/BIM_toolbox

Quantification of Coupling and Causality in Bivariate Systems through Time, Frequency, and Information-Theoretic measures

Language: MATLAB - Size: 276 KB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0

majianthu/pycopent

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

Language: Python - Size: 1.42 MB - Last synced at: 18 days ago - Pushed at: 11 months ago - Stars: 165 - Forks: 32

gulabpatel/TimeSeries

Arima, Sarima, LSTM, Prophet, DeepAR, Kats, Granger-causality, Autots

Language: Jupyter Notebook - Size: 13 MB - Last synced at: 2 months ago - Pushed at: over 1 year ago - Stars: 24 - Forks: 6

majianthu/transferentropy

Code for the paper "Estimating Transfer Entropy via Copula Entropy"

Language: R - Size: 49.8 KB - Last synced at: 3 months ago - Pushed at: over 2 years ago - Stars: 41 - Forks: 13

majianthu/copent

R package for estimating copula entropy (mutual information), transfer entropy (conditional mutual information), and the statistic for multivariate normality test and two-sample test

Language: R - Size: 96.7 KB - Last synced at: 26 days ago - Pushed at: about 1 year ago - Stars: 42 - Forks: 10

mwiecksosa/auxiliary_indicators

Detect new forecasting signals using time-varying nonlinear regression

Size: 16.2 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0

MajorLift/volatility-modeling-python-datasci

Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Markets of US and China Using GARCH Value-at-Risk Forecasting and Granger Causality."

Language: HTML - Size: 4.08 MB - Last synced at: 4 months ago - Pushed at: 8 months ago - Stars: 21 - Forks: 4

cloudy-sfu/GC-sustainable-energy

Panel Granger causality test under the topic of sustainable energy

Language: Python - Size: 256 KB - Last synced at: 5 months ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0

julienijs/Predictability_of_Complexity

How predictable is linguistic complexity?

Language: R - Size: 3.49 MB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 0 - Forks: 0

xchuwenbo/realseries

RealSeries is a comprehensive out-of-the-box Python toolkit for various tasks, including Anomaly Detection, Granger causality and Forecast with Uncertainty, of dealing with Time Series Datasets.

Language: Jupyter Notebook - Size: 4.54 MB - Last synced at: 5 days ago - Pushed at: over 3 years ago - Stars: 22 - Forks: 1

hamidm317/EEG_ProcessingTools

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.

Language: Python - Size: 463 KB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0

GeorgeMichailidis/vae-multi-level-neural-GC-official

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

Language: Python - Size: 141 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 2 - Forks: 0

jihan-lee01/MLB-eda-project

Exploratory Data Analysis on Payroll and Team's Success in Major League Baseball

Language: HTML - Size: 2.52 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

sokolmarek/masters-thesis

Master's thesis - Assessment of cognitive load in extreme environment

Language: Jupyter Notebook - Size: 193 MB - Last synced at: 1 day ago - Pushed at: over 1 year ago - Stars: 4 - Forks: 0

gitter-lab/SINGE

Gene regulatory network reconstruction from pseudotemporal single-cell gene expression data

Language: MATLAB - Size: 20.2 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 11 - Forks: 5

francesco-innocenti/fc-simulations

Simulations of different functional connectivity measures.

Language: Python - Size: 43 KB - Last synced at: over 1 year ago - Pushed at: almost 4 years ago - Stars: 1 - Forks: 0

DarkEyes/VLTimeSeriesCausality

A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.

Language: R - Size: 5.47 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 47 - Forks: 9

cloudy-sfu/Amazon-molecule-literature

Literature review related to Amazon molecule program

Language: Python - Size: 116 KB - Last synced at: over 1 year ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0

cloudy-sfu/Amazon-molecule

Granger causality inference of PTR-MS measurement from ATTO project

Language: Python - Size: 16.5 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

GianlucaCarpigo/VECM

An R package to implement VEC models

Language: R - Size: 124 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 3 - Forks: 1

SanderBos1/Time_series_analyser

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

Language: Python - Size: 718 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

nutansahoo/Time-Series-Analysis-of-GDP

Size: 120 KB - Last synced at: over 1 year ago - Pushed at: over 6 years ago - Stars: 3 - Forks: 0

i6092467/NNGC-SLIMMBA

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

Language: Python - Size: 5.82 MB - Last synced at: 12 months ago - Pushed at: almost 4 years ago - Stars: 13 - Forks: 3

i6092467/GVAR

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

Language: Python - Size: 61.6 MB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 55 - Forks: 18

yifanzhang-pro/effcause_release_with_nlgc Fork of PanYicheng/effcause_release_with_nlgc

Official implementation of TKDD 2024 paper "EffCause: Discover Dynamic Causal Relationships Eficiently from Time-Series" (https://dl.acm.org/doi/10.1145/3640818)

Language: Jupyter Notebook - Size: 17.8 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0

LauraSparacino/GICA_toolbox

Granger Causality (GC), Granger Isolation (GI) and Granger Autonomy (GA) for the assessment of bivariate causal and non-causal interactions in linear autoregressive processes.

Language: MATLAB - Size: 47.9 KB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 1 - Forks: 1

hamidm317/GrangerCausality

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

Language: Python - Size: 7.81 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

dgwozdz/HN_SO_analysis

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

Language: Python - Size: 21.1 MB - Last synced at: 10 months ago - Pushed at: about 7 years ago - Stars: 97 - Forks: 11

h-cel/ClimateVegetationDynamics_GrangerCausality

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

Language: Python - Size: 3.34 MB - Last synced at: over 1 year ago - Pushed at: over 5 years ago - Stars: 27 - Forks: 16

dilarakarabey/vector-autoregression

Forecasting with VAR

Language: Jupyter Notebook - Size: 90.8 KB - Last synced at: almost 2 years ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 0

cloudy-sfu/GC-significance-test

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

Language: Python - Size: 659 KB - Last synced at: over 1 year ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 1

dtmlinh/TimeSeriesStockMarkets

Time series analyses of stock market and consumer confidence indices

Size: 534 KB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 0

AlgoTrading101/Econometrics-on-Stock-Data

R finance guide - Algotrading101

Language: R - Size: 3.91 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 2

jeckonov/Econometrics

Filters (kalman, hodrick-prescott, moving average) together with comparison and sensitivity analysis (in notebook filters_with_parameters)+var analysis and granger causality test. Test for random walk (CE currencies using yfinance API)

Language: Jupyter Notebook - Size: 1.05 MB - Last synced at: over 2 years ago - Pushed at: over 2 years ago - Stars: 2 - Forks: 2

BabadiLab/NLGC

Network Localized Granger Causality

Language: Python - Size: 229 KB - Last synced at: over 2 years ago - Pushed at: over 3 years ago - Stars: 2 - Forks: 2

jclaros27/Granger-Causality

Bivariate Granger Causality in Python

Language: Python - Size: 39.1 KB - Last synced at: over 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

jeff1evesque/ist-exit-portfolio

MS Data Science exit portfolio

Size: 28 MB - Last synced at: about 2 months ago - Pushed at: about 2 years ago - Stars: 1 - Forks: 0

AK-qr/Causality-Analysis-in-futures-prices-dataset

Causality Analysis project

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marcaureledivernois/firm-network

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

Language: Python - Size: 4.44 MB - Last synced at: over 2 years ago - Pushed at: over 3 years ago - Stars: 2 - Forks: 0

arahatashun/Granger-causality-python

Port of Granger-causality

Language: Python - Size: 205 KB - Last synced at: over 2 years ago - Pushed at: almost 6 years ago - Stars: 6 - Forks: 4

assafna/cell-ecm-project

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

Language: Python - Size: 3.03 MB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 1 - Forks: 0

Clixove/-weibo.com-Granger-causality

Granger causality test for the posts in "weibo.com"

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gitter-lab/SINGE-supplemental

Supplemental scripts and analyses for the SINGE manuscript

Language: MATLAB - Size: 51.2 MB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 1 - Forks: 1

brunodifranco/political-news-and-future-markets-returns

Language: Python - Size: 1.32 MB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0

Review-Reporter/Review-Reporter

🛍️ 쇼핑몰 리뷰 분석 및 인과 추론 시각화 서비스

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olivercliff/assessing-linear-dependence

A package to compute and test the significance of linear dependence between multiple autocorrelated time series.

Language: MATLAB - Size: 2.29 MB - Last synced at: over 2 years ago - Pushed at: over 3 years ago - Stars: 17 - Forks: 7

casey-barr/Granger-Causality

documenting my bachelor thesis

Language: R - Size: 10.7 KB - Last synced at: over 2 years ago - Pushed at: about 3 years ago - Stars: 1 - Forks: 0

dykang/cgraph

dataset for Detecting and Explaining Causes From Text For a Time Series Event, EMNLP'17

Language: Shell - Size: 116 MB - Last synced at: over 2 years ago - Pushed at: about 5 years ago - Stars: 11 - Forks: 3

mrchocha/CSE523-Machine-Learning-Fantastic-4

Extracting features from the tweets and the financial data and correlating them and inferring fruitful conclusions about the future prices.

Language: Jupyter Notebook - Size: 8.47 MB - Last synced at: 12 months ago - Pushed at: almost 4 years ago - Stars: 2 - Forks: 0

cwreed/africa-flooding-food-security

Time series analysis of the impacts of flooding on food security over sub-Saharan Africa.

Language: Jupyter Notebook - Size: 23.9 MB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0

anitamezzetti/covid_impact_stocks_volatility

Financial Big Data (FIN-525) final project: The Impact of COVID-19 on Returns and Volatility: a case study of the United States, China, Switzerland and Japan

Language: Jupyter Notebook - Size: 278 MB - Last synced at: over 2 years ago - Pushed at: over 4 years ago - Stars: 6 - Forks: 2

pdesrosiers/GrangerCausality

MATLAB module for assessing the causal links between time series

Language: Matlab - Size: 9.77 KB - Last synced at: over 2 years ago - Pushed at: about 7 years ago - Stars: 2 - Forks: 0

kskuehn/Idiographic-VAR

Tutorial R scripts and randomly generated data. Also includes html file with output from paper currently under review.

Language: R - Size: 2.69 MB - Last synced at: over 2 years ago - Pushed at: almost 5 years ago - Stars: 1 - Forks: 0

dksifoua/Time-Series-Analysis

Language: Jupyter Notebook - Size: 2.43 MB - Last synced at: over 2 years ago - Pushed at: almost 6 years ago - Stars: 0 - Forks: 0

koriavinash1/Granger-Causality

Model to find out Granger causality in the given data

Size: 396 KB - Last synced at: 5 months ago - Pushed at: over 7 years ago - Stars: 1 - Forks: 0

SOUMAJYOTI/Network_anlaysis_inhibition

Structural analysis of cascade dynamics for measuring diffusion inhibition

Language: Python - Size: 158 MB - Last synced at: over 2 years ago - Pushed at: almost 7 years ago - Stars: 1 - Forks: 0