Code

 
 

transCSSR

A causal state splitting reconstruction (CSSR) algorithm for estimating the optimally predictive, minimally complex representation of a discrete-valued input-output system from data.

Python code.

 
lorenz+rossler+lorenz-p11-er-by-time.jpg

Specific Entropy Rate

Estimate the intrinsic unpredictability of a scalar time series as a function of its latent state space.

R code.

 

Specific Transfer Entropy

Estimate the predictive impact of a nominal input system on a nominal output system as a function of the input-output system's latent state space.

IN DEVELOPMENT

Python code.