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jakobrunge / tigramite

Tigramite is a python package for causal inference with a focus on time series data. The Tigramite documentation is at
https://jakobrunge.github.io/tigramite/
GNU General Public License v3.0
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what's the difference between this model and dynamic graph model? #27

Closed xiaoniaoyouhuajiang closed 5 years ago

xiaoniaoyouhuajiang commented 5 years ago

I dont know whats the diference，Can you explain briefly?

jakobrunge commented 5 years ago

Dear xiaoniaoyouhuaj

PCMCI estimates a time series graphical model which is a graphical model for time series and is described here: PCMCI: J. Runge et al. (2018): Detecting Causal Associations in Large Nonlinear Time Series Datasets. https://arxiv.org/abs/1702.07007v2 Generally: J. Runge (2018): Causal Network Reconstruction from Time Series: From Theoretical Assumptions to Practical Estimation. Chaos: An Interdisciplinary Journal of Nonlinear Science 28 (7): 075310. https://aip.scitation.org/doi/10.1063/1.5025050

Hope that helps. ~Jakob