Alternatives and similar repositories for Granger-causality:

Users that are interested in Granger-causality are comparing it to the libraries listed below

• KBascol / Unsupervised-Interpretable-Pattern-Discovery-in-Time-Series-Using-Autoencoders
  Code in python with tensorflow of the method described in the paper Unsupervised Interpretable Pattern Discovery in Time Series Using Aut…
  ☆21Updated 6 years ago
• dongkuanx27 / DeepTrends
  Tensorized LSTM with Adaptive Shared Memory for Learning Trends in Multivariate Time Series (AAAI'20)
  ☆47Updated 3 years ago
• nhanitvn / TSAE
  AutoEncoder for Multivariate Time Series
  ☆26Updated 7 years ago
• abrvkh / WaveNet_simple
  A simple implementation of the WaveNet model for time series forecasting
  ☆26Updated 6 years ago
• rtavenar / keras_shapelets
  Efficient implementation of Learning Time-Series Shapelets using keras
  ☆25Updated 7 years ago
• cauchyturing / Deconv_SAX
  Representation Learning with Deconvolutional Networks for Multivariate Time Series
  ☆13Updated 8 years ago
• kokikwbt / autoplait
  Python implementation of AutoPlait (SIGMOD'14) without smoothing algorithm. NOTE: This repository is for my personal use.
  ☆32Updated 3 years ago
• 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.
  ☆55Updated 7 months ago
• opringle / multivariate_time_series_forecasting
  A place to implement state of the art deep learning methods for temporal modelling using python and MXNet.
  ☆65Updated 4 years ago
• weilai0980 / IMV-LSTM
  Multi-variable LSTM recurrent neural networks for prediction and interpretation of multi-variable time series
  ☆47Updated 3 years ago
• 3catz / deeplearning_timeseries
  Deep Learning + Time Series Analysis
  ☆26Updated 5 years ago
• stochasticresearch / copula-py
  Python Copula Module
  ☆43Updated last year
• royxss / RNN-LSTM-TimeSeries_Forecasting
  Time Series Forecasting using Recurrent Neural Network - LSTM model using Keras Library for deep learning.
  ☆17Updated 7 years ago
• ruteee / DetectionCausalRelationshipsTimeSeries
  Code for paper "A method for detecting causal relationships between industrial alarm variables using Transfer entropy and K2-Algorithm"
  ☆15Updated 2 years ago
• drumichiro / nmf-and-ntf
  The sample code to study non-negative matrix and tensor factorization.
  ☆38Updated 4 years ago
• DavideNardone / MTSS-Multivariate-Time-Series-Software
  A GP-GPU/CPU Dynamic Time Warping (DTW) implementation for the analysis of Multivariate Time Series (MTS).
  ☆45Updated 5 years ago
• mariogutierrezroig / smite
  Python module for computing Symbolic Mutual Information and symbolic Transfer of Entropy
  ☆14Updated 6 years ago
• alan-turing-institute / rbocpdms
  Robust bayesian online changepoint detection with model selection
  ☆23Updated 6 years ago
• kirarenctaon / timenet
  ☆37Updated 5 years ago
• tailintalent / causal
  Discovering directional relations via minimum predictive information regularization
  ☆23Updated 5 years ago
• uchihashikenshi / attention_time
  Python implementation of a time-series model with (optional) attention where the encoder is CNN, decoder is LSTM, and more.
  ☆23Updated 8 years ago
• i6092467 / NNGC-SLIMMBA
  Nonlinear Granger causality inference with neural networks for high-resolution mass spectrometry
  ☆14Updated 3 years ago
• bperezorozco / ordinal_tsf
  ☆29Updated 5 years ago
• majianthu / transferentropy
  Code for the paper "Estimating Transfer Entropy via Copula Entropy"
  ☆40Updated last year
• zalandoresearch / probrnn
  State space modeling with recurrent neural networks
  ☆43Updated 6 years ago
• achab / nphc
  NPHC
  ☆15Updated 3 years ago
• MSRDL / Deep4Cast
  Probabilistic Multivariate Time Series Forecast using Deep Learning
  ☆95Updated 5 years ago
• abdullahf / lstm-kalman-hybrid-timeseries
  Hybrid Time Series using LSTM and Kalman Filtering
  ☆38Updated last year
• jiapingz / shapeDTW
  A shape-embedded dynamic time warping (DTW) algorithm. To the best of our knowledge, shapeDTW beats all other DTW variants on UCR time se…
  ☆92Updated 8 years ago