Developed software on dynamic network identification:
- Matlab tool for Bayesian topology identification of linear dynamic networks.
Given a set of time series, the algorithm estimates the dynamic interconnection structure of the signals, which is equivalent to the estimation of Granger causality. The interaction of the signals is modeled by a network of transfer functions in the algorithm, which then employs a Bayesian criterion and a search algorithm to obtain an estimate of the network topology.
Matlab software is available through CodeOcean. The method is documented in an ECC-2019 paper.