https://github.com/nickc1/skccm

Convergent Cross Mapping in Scikit Learn's style
https://github.com/nickc1/skccm

Last synced: about 2 months ago
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Convergent Cross Mapping in Scikit Learn's style

• Host: GitHub
• URL: https://github.com/nickc1/skccm
• Owner: nickc1
• License: mit
• Created: 2016-04-11T15:41:59.000Z (over 8 years ago)
• Default Branch: master
• Last Pushed: 2020-06-16T19:32:06.000Z (over 4 years ago)
• Last Synced: 2024-07-09T16:55:17.535Z (3 months ago)
• Language: Jupyter Notebook
• Size: 10.5 MB
• Stars: 96
• Watchers: 7
• Forks: 17
• Open Issues: 8
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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• awesome-meteo - skccm

README

        

skccm

========

### [Documentation][ccm-docs]

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][ccm-docs] as well as the wikipedia article on [convergent cross mapping][ccm-wiki] . Additionally,

[Dr. Sugihara's lab][sugihara-lab] has produced some good summary videos about the topic:

1. [Time Series and Dynamic Manifolds][yt-dynamic-manifolds]

2. [Reconstructed Shadow Manifold][yt-reconstructed-manifolds]

3. [State Space Reconstruction: Convergent Cross Mapping][yt-ccm]

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

1. [Detecting Causality in Complex Ecosystems by Sugihara][ccm-paper]

2. [Distinguishing time-delayed causal interactions using convergent cross mapping by Ye][ye-paper]

Sugihara also has a good [talk about about Correlation and Causation][causation-talk]

[ccm-docs]: http://skccm.readthedocs.io/en/latest/

[ccm-wiki]: https://www.wikiwand.com/en/Convergent_cross_mapping

[sugihara-lab]: http://deepeco.ucsd.edu/

[yt-dynamic-manifolds]: https://www.youtube.com/watch?v=7ucgQE3SO0o

[yt-reconstructed-manifolds]: https://www.youtube.com/watch?v=rs3gYeZeJcw

[yt-ccm]: https://www.youtube.com/watch?v=NrFdIz-D2yM

[ccm-paper]: http://science.sciencemag.org/content/338/6106/496

[ye-paper]: http://www.nature.com/articles/srep14750

[causation-talk]: https://www.youtube.com/watch?v=uhONGgfx8Do&t=2416s