Graph signal processing (GSP) extends classical signal processing to signals on graphs, enabling the analysis of complex data structures through graph theory. A core challenge in GSP is graph topology identification, which aims to deduce the graph structure that best explains observed signal dependencies.

This project addresses graph topology identification for applications where the underlying structure of systems like brain and social networks is not directly observable. Traditional approaches based on signal matching and spectral templates have limitations, particularly in handling scale issues and sparsity assumptions. We introduce a novel covariance matching methodology that efficiently reconstructs the graph topology using observable data. For the structural equation model (SEM) using an undirected graph, we demonstrate that our method can converge to the correct result under relatively soft conditions. Furthermore, we extend our methodology to polynomial models, sparse directed graphs, and any known Gaussian distribution of latent variables, broadening its applicability and utility in diverse graph-based systems. Experimental results demonstrate that our method outperforms existing techniques, offering new directions for future research in graph topology identification.

In the current Big Data era, large amounts of data are collected from complex systems, such as sensor networks and social networks. The emerging field of graph signal processing (GSP) leverages a network structure (graph) to process signals on an irregular domain. This thesis studies the forecasting of multi-dimensional graph processes, i.e., where each entity in the network carries a multivariate time series. Recent research has proposed to use product graphs to model the dependencies between different variables in multi-dimensional graph processes and employ them in graph-based vector autoregressive models to predict future values. A problem with these product graph-based models is that they can be too restrictive. In this work, it is proposed to combine product graph-based models with multiple one-dimensional models to implement more estimation flexibility. To further increase the degrees of freedom, the use of multiple-input-multiple-output graph filters is also proposed. The proposed models are implemented and tested on synthetic and real-world data sets, which shows an improved forecasting performance compared to state-of-the-art alternatives.