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Related papers: Estimating Time-Varying Graphical Models

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High dimensional piecewise stationary graphical models represent a versatile class for modelling time varying networks arising in diverse application areas, including biology, economics, and social sciences. There has been recent work in…

Machine Learning · Statistics 2018-06-21 Hossein Keshavarz , George Michailidis , Yves Atchade

In this paper we develop a novel method of combining many forecasts based on a machine learning algorithm called Graphical LASSO (GL). We visualize forecast errors from different forecasters as a network of interacting entities and…

Econometrics · Economics 2023-09-28 Tae-Hwy Lee , Ekaterina Seregina

Time-varying graph signals are alternative representation of multivariate (or multichannel) signals in which a single time-series is associated with each of the nodes or vertex of a graph. Aided by the graph-theoretic tools, time-varying…

Signal Processing · Electrical Eng. & Systems 2023-01-10 Naveed ur Rehman

Temporal knowledge graphs (TKGs) represent time-stamped relational facts and support a wide range of reasoning tasks over evolving events. However, existing methods produce entity representations that are static at the entity level, in that…

Artificial Intelligence · Computer Science 2026-05-11 Seunghan Lee , Jun Seo , Jaehoon Lee , Sungdong Yoo , Minjae Kim , Tae Yoon Lim , Dongwan Kang , Hwanil Choi , SoonYoung Lee , Wonbin Ahn

Recently, graph (network) data is an emerging research area in artificial intelligence, machine learning and statistics. In this work, we are interested in whether node's labels (people's responses) are affected by their neighbor's features…

Methodology · Statistics 2022-10-12 Haixiang Zhang , Yingjun Deng , Alan J. X. Guo , Qing-Hu Hou , Ou Wu

Community detection is a fundamental problem in network analysis, with many applications in various fields. Extending community detection to the temporal setting with exact temporal accuracy, as required by real-world dynamic data,…

Social and Information Networks · Computer Science 2025-10-02 Victor Brabant , Angela Bonifati , Rémy Cazabet

Well-designed open-source software drives progress in Machine Learning (ML) research. While static graph ML enjoys mature frameworks like PyTorch Geometric and DGL, ML for temporal graphs (TG), networks that evolve over time, lacks…

Dynamic temporal graphs represent evolving relations between entities, e.g. interactions between social network users or infection spreading. We propose an extension of graph echo state networks for the efficient processing of dynamic…

Machine Learning · Computer Science 2022-10-31 Domenico Tortorella , Alessio Micheli

The regression of multiple inter-connected sequence data is a problem in various disciplines. Formally, we name the regression problem of multiple inter-connected data entities as the "dynamic network regression" in this paper. Within the…

Machine Learning · Computer Science 2020-10-19 Yixin Chen , Lin Meng , Jiawei Zhang

Knowledge is inherently time-sensitive and continuously evolves over time. Although current Retrieval-Augmented Generation (RAG) systems enrich LLMs with external knowledge, they largely ignore this temporal nature. This raises two…

Information Retrieval · Computer Science 2025-10-16 Jiale Han , Austin Cheung , Yubai Wei , Zheng Yu , Xusheng Wang , Bing Zhu , Yi Yang

The inclusion of temporal scopes of facts in knowledge graph embedding (KGE) presents significant opportunities for improving the resulting embeddings, and consequently for increased performance in downstream applications. Yet, little…

Machine Learning · Computer Science 2021-06-30 Wessel Radstok , Mel Chekol

Vector autoregressive (VAR) models are widely used in practical studies, e.g., forecasting, modelling policy transmission mechanism, and measuring connection of economic agents. To better capture the dynamics, this paper introduces a new…

Econometrics · Economics 2021-11-02 Yayi Yan , Jiti Gao , Bin Peng

The rapid evolution of cyber threats has outpaced traditional detection methodologies, necessitating innovative approaches capable of addressing the adaptive and complex behaviors of modern adversaries. A novel framework was introduced,…

Cryptography and Security · Computer Science 2025-08-11 Ignatius Rollere , Caspian Hartsfield , Seraphina Courtenay , Lucian Fenwick , Aurelia Grunwald

Temporal Knowledge Graphs have emerged as a powerful way of not only modeling static relationships between entities but also the dynamics of how relations evolve over time. As these informational structures can be used to store information…

Machine Learning · Computer Science 2025-10-29 Edward Markai , Sina Molavipour

The emerging deep learning (DL) technology has recently exhibited great potential in data-driven short-term voltage stability (SVS) assessment of complex power grids. However, without sufficient attention to the time-varying topological…

Systems and Control · Electrical Eng. & Systems 2026-04-28 Chao Deng , Lipeng Zhu , Chang Liu , Hefeng Zhai , Baoye Tian , Zexiang Zhu , Jiayong Li , Cong Zhang

There has been a recent surge in learning generative models for graphs. While impressive progress has been made on static graphs, work on generative modeling of temporal graphs is at a nascent stage with significant scope for improvement.…

Machine Learning · Computer Science 2022-08-26 Shubham Gupta , Sahil Manchanda , Srikanta Bedathur , Sayan Ranu

We consider a setting where multiple entities inter-act with each other over time and the time-varying statuses of the entities are represented as multiple correlated time series. For example, speed sensors are deployed in different…

Machine Learning · Computer Science 2021-03-23 Razvan-Gabriel Cirstea , Chenjuan Guo , Bin Yang

We introduce a heterogeneous spatiotemporal GARCH model for geostatistical data or processes on networks, e.g., for modelling and predicting financial return volatility across firms in a latent spatial framework. The model combines…

Statistical Finance · Quantitative Finance 2025-08-29 Atika Aouri , Philipp Otto

Graph signal processing deals with algorithms and signal representations that leverage graph structures for multivariate data analysis. Often said graph topology is not readily available and may be time-varying, hence (dynamic) graph…

Signal Processing · Electrical Eng. & Systems 2024-09-20 Hector Chahuara , Gonzalo Mateos

Time series analysis is critical for emerging net- work intelligent control and management functions. However, existing statistical-based and shallow machine learning models have shown limited prediction capabilities on multivariate time…

Machine Learning · Computer Science 2026-03-13 Yufeng Xin , Ethan Fan