Welcome to pyspi

pyspi (`pie-spy`) is a comprehensive python library for computing hundreds of statistics of pairwise interactions (SPIs) directly from multivariate time series (MTS) data.

pyspi features

Easy access to over 250 statistics for quantifying the relationship between a pair of time series.
Open source, easy-to-use framework.
Comprehensive across statistics for pairwise interactions, including information theoretic, causal inference, distance similarity, and spectral measures.
Compute hundreds of SPIs on your multivariate time-series data in just a few lines of code.

Getting Started

Installation

Install pyspi on your system.

Start Here

Get started using pyspi quickly.

Examples

pyspi usage examples and tutorials.

SPI Descriptions

Want to know what each SPI in pyspi computes? Access a high level summary of SPIs with the summary table or delve into the specifics with detailed descriptions fo each.