MTE_causal

Official implementation of the paper "Causality detection with matrix-based transfer entropy".

Authors: Wanqi Zhou, Shujian Yu, Badong Chen.

Important code

We uploaded the code of matlab version and python version, including the complete algorithm process.

For the methods of finding the embedding and tau and the significance analysis, the python code provides them, and it is also recommended to choose a more appropriate method based on your own data.

For matlab: Lorenz_test.m. Just run it with supplementary materials (matlab).

For python: Inte_CTE.py. You need data, for example, you can download the Lorenz data or any other interesting dataset.

Supplementary material

For matlab: Lorenz.m kernel_entropy.m p_test.m kRTE2.m

For python: utils.py (the code including complete algorithm of matrix-based transfer entropy)

citation

if you use it, please consider cite

@article{zhou2022causality,
  title={Causality detection with matrix-based transfer entropy},
  author={Zhou, Wanqi and Yu, Shujian and Chen, Badong},
  journal={Information Sciences},
  volume={613},
  pages={357--375},
  year={2022},
  publisher={Elsevier}
}

Contact

If you have any questions or feedback, please create an issue on this repository or feel free to contact us at Zhouwanqistu@163.com.