Matlab Open Source Code: Noise-Assisted Multivariate Empirical Mode Decomposition Based Causal Decomposition for Causality Inference of Bivariate Time Series.

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: na_memd, Plseries, and cd_na_memd. na_memd is called in the main function to generate the matrix of Intrinsic Mode Functions (IMFs) and P…