Causal feature selection for time series data using transfer entropy
Project description
Transfer Entropy Feature Selection
This repository implements a causal feature selection algorithm based on transfer entropy. The algorithm is described in: Bonetti, P., Metelli, A. M., & Restelli, M. (2023, October 17). Causal Feature Selection via Transfer Entropy. (https://arxiv.org/abs/2310.11059).
Requires Python 3.9 or later.
Installation
The package can be installed using pip:
pip install tefs
How to use
Refer to the documentation for usage examples.
Authors
- Paolo Bonetti (@PaoloBonettiPolimi)
- Teo Bucci (@teobucci)
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