Matlab Open Source Code: Noise-Assisted Multivariate Empirical Mode Decomposition Based Causal Decomposition for Causality Inference of Bivariate Time Series

Causality inference has arrested much attention in academic studies. Currently, multiple methods such as Granger causality, Convergent Cross Mapping (CCM), and Noise-assisted Multivariate Empirical Mode Decomposition (NA-MEMD) are introduced to solve the problem. Motivated by the researchers who upl...

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Bibliographic Details
Main Authors: Celler, B. (Author), Li, Z. (Author), Su, S. (Author), Wang, G. (Author), Xie, M. (Author), Xu, P. (Author), Yao, D. (Author), Zhang, Y. (Author)
Format: Article
Language:English
Published: Frontiers Media S.A. 2022
Subjects:
CCM
Online Access:View Fulltext in Publisher