skccm

Documentation

Scikit Convergent Cross Mapping (skccm) can be used as a way to detect causality between time series.

For a quick explanation of this package, I suggest checking out the Documentation as well as the wikipedia article on convergent cross mapping . Additionally, Dr. Sugihara's lab has produced some good summary videos about the topic:

1. Time Series and Dynamic Manifolds
2. Reconstructed Shadow Manifold
3. State Space Reconstruction: Convergent Cross Mapping

For a more complete background, I suggest checking out the following papers:

1. Detecting Causality in Complex Ecosystems by Sugihara
2. Distinguishing time-delayed causal interactions using convergent cross mapping by Ye

Sugihara also has a good talk about about Correlation and Causation