Causality inference has arrested much attention in academic studies. Currently. multiple methods such as Granger causality. Convergent Cross Mapping (CCM). https://www.marcelovicente.com/product-category/starter-kit-4/
Matlab Open Source Code: Noise-Assisted Multivariate Empirical Mode Decomposition Based Causal Decomposition for Causality Inference of Bivariate Time Series
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