niuwk/granger_point_process

Toolkit for Discovering Directional Influences in Time Series Data with Granger Causality

Toolkit for Discovering Directional Influences in Time Series Data with Granger Causality

by Tian Linger Xu

STEPS to use this toolkit:

1. Download a clone of this toolkit to your own labtop. You can click the green button Clone or download to download a ZIP file. Or, if you use Git Bash, simply type in:

git clone https://github.com/lingerxu/granger_point_process.git

2. Open Matlab and set your working path to the folder containing the downloaded toolkit.

3. Open a demo*.m file, start running!

My presentation slides on the introduction of Granger Causality and detailed explanation on how to calculate Granger Causality in a multimodal infant-parent interaction dataset can be found here: Discovering Temporal Dependencies and Directional Influences in Multimodal Time Series with Granger Causality.

This folder has several relevant papers on this technique.