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.
Navigation
Related Pages
Last updated