AUTHOR=Zhang Yi , Wang Guan , Li Ziwen , Xie Mingjun , Celler Branko , Su Steven , Xu Peng , Yao Dezhong TITLE=Matlab Open Source Code: Noise-Assisted Multivariate Empirical Mode Decomposition Based Causal Decomposition for Causality Inference of Bivariate Time Series JOURNAL=Frontiers in Neuroinformatics VOLUME=16 YEAR=2022 URL=https://www.frontiersin.org/journals/neuroinformatics/articles/10.3389/fninf.2022.851645 DOI=10.3389/fninf.2022.851645 ISSN=1662-5196 ABSTRACT=
Causality inference has arrested much attention in academic studies. Currently, multiple methods such as Granger causality, Convergent Cross Mapping (CCM), and Noise-assisted Multivariate Empirical Mode Decomposition (NA-MEMD) are introduced to solve the problem. Motivated by the researchers who uploaded the open-source code for causality inference, we hereby present the Matlab code of NA-MEMD Causal Decomposition to help users implement the algorithm in multiple scenarios. The code is developed on Matlab2020 and is mainly divided into three subfunctions: