Matlab Open Source Code: Noise-Assisted Multivariate Empirical Mode Decomposition Based Causal Decomposition for Causality Inference of Bivariate Time Series.
Yi ZhangGuan WangZiwen LiMingjun XieBranko G. CellerSteven W. SuPeng XuDezhong YaoPublished in: Frontiers Neuroinformatics (2022)
Keyphrases
- granger causality
- empirical mode decomposition
- open source
- causal inference
- multivariate time series
- non stationary
- additive noise
- source code
- intrinsic mode functions
- impulse response
- causal relationships
- stock market prediction
- causal models
- causal reasoning
- bayesian networks
- signal analysis
- error correction
- hilbert huang transform
- causal relations
- multi band
- wavelet decomposition
- observational data
- spatial domain
- image processing
- wavelet packet
- indirect effects
- noisy images
- median filter
- autoregressive
- functional connectivity
- signal to noise ratio
- hilbert transform
- frequency domain
- instantaneous frequency