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name: deploy | ||
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on: | ||
# Trigger the workflow on push to main branch | ||
push: | ||
branches: | ||
- main | ||
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# This job installs dependencies, build the book, and pushes it to `gh-pages` | ||
jobs: | ||
build-and-deploy-book: | ||
runs-on: ${{ matrix.os }} | ||
strategy: | ||
matrix: | ||
os: [ubuntu-latest] | ||
python-version: [3.8] | ||
steps: | ||
- uses: actions/checkout@v2 | ||
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# Install dependencies | ||
- name: Set up Python ${{ matrix.python-version }} | ||
uses: actions/setup-python@v1 | ||
with: | ||
python-version: ${{ matrix.python-version }} | ||
- name: Install dependencies | ||
run: | | ||
pip install -r ./requirements.txt | ||
# Build the book | ||
- name: Build the book | ||
run: | | ||
jupyter-book build . | ||
# # Move html and pdfs | ||
# - name: Moving slides | ||
# run: | | ||
# for FILE in $(cat ./docs/slides/manifest.txt) | ||
# do | ||
# \cp -fR "./docs/slides/${FILE}/" ./docs/_build/html/ | ||
# done | ||
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# # Moving images | ||
# - name: Moving images | ||
# run: | | ||
# \cp -fR ./docs/slides/images/ ./docs/_build/html/ | ||
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# Deploy the book's HTML to gh-pages branch | ||
- name: GitHub Pages action | ||
uses: peaceiris/actions-gh-pages@v3.9.3 | ||
with: | ||
github_token: ${{ secrets.GITHUB_TOKEN }} | ||
publish_dir: _build/html |
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# mgcx_experiments | ||
# Independence Testing for Multivariate Time Series | ||
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Complex data structures such as time series are increasingly more prevalent in modern data science problems. A fundamental question is whether two such time-series have a statistically significant relationship. Many current approaches rely on making parametric assumptions on the random processes, detecting only linear associations, requiring multiple tests, or sacrificing power in high-dimensional and nonlinear settings. The distribution of any test statistic under the null hypothesis is challenging to estimate, as the permutation test is typically invalid. This study combines distance correlation (Dcorr) and multiscale graph correlation (MGC) from independence testing literature with block permutation from time series analysis to address these challenges. The proposed nonparametric procedure is asymptotic valid, consistent for dependence testing under stationary time-series, able to estimate the optimal lag that maximizes the dependence. It eliminates the need for multiple testing, and exhibits superior power in high-dimensional, low sample size, and nonlinear settings. The analysis of neural connectivity with fMRI data reveals a linear dependence of signals within the visual network and default mode network and nonlinear relationships in other networks. This work provides a primary data analysis tool with open-source code, impacting a wide range of scientific disciplines. |
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# Book settings | ||
# Learn more at https://jupyterbook.org/customize/config.html | ||
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title: Independence Testing in Time-series Data # The title of the book. Will be placed in the left navbar. | ||
author: Jaewon Chung, Ronak Mehta # The author of the book | ||
copyright: "2023" # Copyright year to be placed in the footer | ||
logo: ./images/nd_logo.png # A path to the book logo | ||
exclude_patterns: [_build, Thumbs.db, .DS_Store, "**.ipynb_checkpoints"] | ||
# Auto-exclude files not in the toc | ||
only_build_toc_files: true | ||
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# Force re-execution of notebooks on each build. | ||
# See https://jupyterbook.org/content/execute.html | ||
execute: | ||
execute_notebooks: off | ||
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# Define the name of the latex output file for PDF builds | ||
latex: | ||
latex_documents: | ||
targetname: mgcx.tex | ||
theme: howto | ||
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sphinx: | ||
config: # key-value pairs to directly over-ride the Sphinx configuration | ||
language: en | ||
html_js_files: | ||
- https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.4/require.min.js | ||
# html_extra_path: ["docs"] | ||
mathjax_path: https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js | ||
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# Add a bibtex file so that we can create citations | ||
bibtex_bibfiles: | ||
- references.bib | ||
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# Information about where the book exists on the web | ||
repository: | ||
url: https://github.com/neurodata/mgcx | ||
path_to_book: mgcx | ||
branch: main | ||
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# Add GitHub buttons to your book | ||
# See https://jupyterbook.org/customize/config.html#add-a-link-to-your-repository | ||
html: | ||
favicon: ./images/mage.png | ||
comments: | ||
hypothesis: false | ||
use_repository_button: true | ||
use_issues_button: true | ||
use_edit_page_button: false | ||
home_page_in_navbar: true | ||
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parse: | ||
myst_enable_extensions: #https://myst-parser.readthedocs.io/en/latest/sphinx/reference.html#sphinx-config-options | ||
- linkify # automatically identify “bare” web URLs and add hyperlinks | ||
- dollarmath | ||
- amsmath | ||
myst_nb_output_stderr: | ||
- "remove" |
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format: jb-book | ||
root: README | ||
parts: | ||
- caption: Figures | ||
chapters: | ||
- url: figure1 |
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{ | ||
"cells": [ | ||
{ | ||
"cell_type": "code", | ||
"execution_count": 2, | ||
"id": "3522aa07-8839-4272-93b5-c8ed76e934e1", | ||
"metadata": {}, | ||
"outputs": [ | ||
{ | ||
"name": "stdout", | ||
"output_type": "stream", | ||
"text": [ | ||
"Obtaining file:///Users/j1c/git/mgcx/hyppo\n", | ||
" Preparing metadata (setup.py) ... \u001b[?25ldone\n", | ||
"\u001b[?25hRequirement already satisfied: numpy>=1.17 in /Users/j1c/miniconda3/envs/mgcx/lib/python3.9/site-packages (from hyppo==0.3.2) (1.23.5)\n", | ||
"Requirement already satisfied: scipy>=1.4.0 in /Users/j1c/miniconda3/envs/mgcx/lib/python3.9/site-packages (from hyppo==0.3.2) (1.10.1)\n", | ||
"Requirement already satisfied: numba>=0.46 in /Users/j1c/miniconda3/envs/mgcx/lib/python3.9/site-packages (from hyppo==0.3.2) (0.56.4)\n", | ||
"Requirement already satisfied: scikit-learn>=0.19.1 in /Users/j1c/miniconda3/envs/mgcx/lib/python3.9/site-packages (from hyppo==0.3.2) (1.2.2)\n", | ||
"Requirement already satisfied: autograd>=1.3 in /Users/j1c/miniconda3/envs/mgcx/lib/python3.9/site-packages (from hyppo==0.3.2) (1.5)\n", | ||
"Requirement already satisfied: future>=0.15.2 in /Users/j1c/miniconda3/envs/mgcx/lib/python3.9/site-packages (from autograd>=1.3->hyppo==0.3.2) (0.18.3)\n", | ||
"Requirement already satisfied: llvmlite<0.40,>=0.39.0dev0 in /Users/j1c/miniconda3/envs/mgcx/lib/python3.9/site-packages (from numba>=0.46->hyppo==0.3.2) (0.39.1)\n", | ||
"Requirement already satisfied: setuptools in /Users/j1c/miniconda3/envs/mgcx/lib/python3.9/site-packages (from numba>=0.46->hyppo==0.3.2) (66.0.0)\n", | ||
"Requirement already satisfied: threadpoolctl>=2.0.0 in /Users/j1c/miniconda3/envs/mgcx/lib/python3.9/site-packages (from scikit-learn>=0.19.1->hyppo==0.3.2) (2.2.0)\n", | ||
"Requirement already satisfied: joblib>=1.1.1 in /Users/j1c/miniconda3/envs/mgcx/lib/python3.9/site-packages (from scikit-learn>=0.19.1->hyppo==0.3.2) (1.1.1)\n", | ||
"Installing collected packages: hyppo\n", | ||
" Attempting uninstall: hyppo\n", | ||
" Found existing installation: hyppo 0.3.2\n", | ||
" Uninstalling hyppo-0.3.2:\n", | ||
" Successfully uninstalled hyppo-0.3.2\n", | ||
" Running setup.py develop for hyppo\n", | ||
"Successfully installed hyppo-0.3.2\n" | ||
] | ||
} | ||
], | ||
"source": [ | ||
"!pip install -e ./hyppo" | ||
] | ||
}, | ||
{ | ||
"cell_type": "code", | ||
"execution_count": null, | ||
"id": "3b289764-53f8-4385-b763-1f7880070cbe", | ||
"metadata": {}, | ||
"outputs": [], | ||
"source": [] | ||
} | ||
], | ||
"metadata": { | ||
"kernelspec": { | ||
"display_name": "Python 3 (ipykernel)", | ||
"language": "python", | ||
"name": "python3" | ||
}, | ||
"language_info": { | ||
"codemirror_mode": { | ||
"name": "ipython", | ||
"version": 3 | ||
}, | ||
"file_extension": ".py", | ||
"mimetype": "text/x-python", | ||
"name": "python", | ||
"nbconvert_exporter": "python", | ||
"pygments_lexer": "ipython3", | ||
"version": "3.9.16" | ||
} | ||
}, | ||
"nbformat": 4, | ||
"nbformat_minor": 5 | ||
} |
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jupyter-book | ||
matplotlib | ||
numpy | ||
ghp-import |