M-Nauta/TCDF

Temporal Causal Discovery Framework (PyTorch): discovering causal relationships between time series

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Established

This tool helps you understand how different factors in a complex system influence each other over time. You provide raw time series data, like stock prices or sensor readings, and it generates a causal map showing which time series affect others and with what delay. This is useful for anyone who needs to make data-driven decisions or predictions by understanding the underlying causes.

531 stars. No commits in the last 6 months.

Use this if you have multiple time series datasets and want to uncover the cause-and-effect relationships between them, including any time delays.

Not ideal if your data is not in a time series format or if you are looking for simple correlations rather than causal links.

time-series-analysis causal-inference financial-modeling systems-analysis predictive-analytics
Stale 6m No Package No Dependents
Maintenance 0 / 25
Adoption 10 / 25
Maturity 16 / 25
Community 24 / 25

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Stars

531

Forks

119

Language

Jupyter Notebook

License

GPL-3.0

Last pushed

Oct 01, 2021

Commits (30d)

0

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