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Reasoning about graphs evolving over time is a challenging concept in many domains, such as bioinformatics, physics, and social networks. We consider a common case in which edges can be short term interactions (e.g., messaging) or long term…

Machine Learning · Statistics 2020-06-22 Boris Knyazev , Carolyn Augusta , Graham W. Taylor

Learning graphs from sets of nodal observations represents a prominent problem formally known as graph topology inference. However, current approaches are limited by typically focusing on inferring single networks, and they assume that…

Social and Information Networks · Computer Science 2021-11-17 Samuel Rey , Andrei Buciulea , Madeline Navarro , Santiago Segarra , Antonio G. Marques

We present a novel methodology for modeling and forecasting multivariate realized volatilities using customized graph neural networks to incorporate spillover effects across stocks. The proposed model offers the benefits of incorporating…

Statistical Finance · Quantitative Finance 2023-08-04 Chao Zhang , Xingyue Pu , Mihai Cucuringu , Xiaowen Dong

Sequences of correlated binary patterns can represent many time-series data including text, movies, and biological signals. These patterns may be described by weighted combinations of a few dominant structures that underpin specific…

Machine Learning · Statistics 2019-03-29 Jimmy Gaudreault , Arunabh Saxena , Hideaki Shimazaki

Temporal networks model a variety of important phenomena involving timed interactions between entities. Existing methods for machine learning on temporal networks generally exhibit at least one of two limitations. First, time is assumed to…

Machine Learning · Computer Science 2022-10-04 Sudhanshu Chanpuriya , Ryan A. Rossi , Sungchul Kim , Tong Yu , Jane Hoffswell , Nedim Lipka , Shunan Guo , Cameron Musco

Increased attention has been paid over the last four years to dynamic network embedding. Existing dynamic embedding methods, however, consider the problem as limited to the evolution of a topology over a sequence of global, discrete states.…

Machine Learning · Computer Science 2021-11-23 David Bayani

The central nervous system is composed of many individual units -- from cells to areas -- that are connected with one another in a complex pattern of functional interactions that supports perception, action, and cognition. One natural and…

Neurons and Cognition · Quantitative Biology 2017-04-03 Ann E. Sizemore , Danielle S. Bassett

Within many real-world networks the links between pairs of nodes change over time. Thus, there has been a recent boom in studying temporal graphs. Recognizing patterns in temporal graphs requires a proximity measure to compare different…

Machine Learning · Computer Science 2020-07-07 Vincent Froese , Brijnesh Jain , Rolf Niedermeier , Malte Renken

Graph-based techniques emerged as a choice to deal with the dimensionality issues in modeling multivariate time series. However, there is yet no complete understanding of how the underlying structure could be exploited to ease this task.…

Signal Processing · Electrical Eng. & Systems 2019-10-02 Elvin Isufi , Andreas Loukas , Nathanael Perraudin , Geert Leus

In social settings, individuals interact through webs of relationships. Each individual is a node in a complex network (or graph) of interdependencies and generates data, lots of data. We label the data by its source, or formally stated, we…

Social and Information Networks · Computer Science 2013-03-25 Aliaksei Sandryhaila , Jose M. F. Moura

Neural networks for structured data like graphs have been studied extensively in recent years. To date, the bulk of research activity has focused mainly on static graphs. However, most real-world networks are dynamic since their topology…

Machine Learning · Computer Science 2020-03-03 Changmin Wu , Giannis Nikolentzos , Michalis Vazirgiannis

This paper is concerned with the estimation of time-varying networks for high-dimensional nonstationary time series. Two types of dynamic behaviors are considered: structural breaks (i.e., abrupt change points) and smooth changes. To…

Statistics Theory · Mathematics 2020-02-19 Mengyu Xu , Xiaohui Chen , Wei Biao Wu

The explosion of digital information and the growing involvement of people in social networks led to enormous research activity to develop methods that can extract meaningful information from interaction data. Commonly, interactions are…

Machine Learning · Computer Science 2023-04-04 Tony Gracious , Ambedkar Dukkipati

The purpose of this paper is to infer a global (collective) model of time-varying responses of a set of nodes as a dynamic graph, where the individual time series are respectively observed at each of the nodes. The motivation of this work…

Signal Processing · Electrical Eng. & Systems 2020-02-18 Bo Jiang , Ashkan Panahi , Hamid Krim , Yiyi Yu , Spencer L. Smith

We develop online graph learning algorithms from streaming network data. Our goal is to track the (possibly) time-varying network topology, and effect memory and computational savings by processing the data on-the-fly as they are acquired.…

Signal Processing · Electrical Eng. & Systems 2020-07-08 Rasoul Shafipour , Gonzalo Mateos

This paper presents a novel dynamic coverage control algorithm allowing a group of robots to track an optimal-deployment configuration for arbitrary time-varying density functions. Building on singular perturbation theory, the proposed…

Optimization and Control · Mathematics 2025-12-03 Brandon Bao , Jorge Cortes , Sonia Martinez

Recent advancements in graph representation learning have shifted attention towards dynamic graphs, which exhibit evolving topologies and features over time. The increased use of such graphs creates a paramount need for generative models…

Machine Learning · Computer Science 2024-12-23 Ryien Hosseini , Filippo Simini , Venkatram Vishwanath , Henry Hoffmann

This article proposes methods to model nonstationary temporal graph processes. This corresponds to modelling the observation of edge variables (relationships between objects) indicating interactions between pairs of nodes (or objects)…

Methodology · Statistics 2022-07-07 Maria Suveges , Sofia C. Olhede

Dynamic graphs refer to graphs whose structure dynamically changes over time. Despite the benefits of learning vertex representations (i.e., embeddings) for dynamic graphs, existing works merely view a dynamic graph as a sequence of changes…

Machine Learning · Computer Science 2023-11-02 Yu Yang , Hongzhi Yin , Jiannong Cao , Tong Chen , Quoc Viet Hung Nguyen , Xiaofang Zhou , Lei Chen

Stock trend classification remains a fundamental yet challenging task, owing to the intricate time-evolving dynamics between and within stocks. To tackle these two challenges, we propose a graph-based representation learning approach aimed…

Statistical Finance · Quantitative Finance 2024-06-17 Zinuo You , Pengju Zhang , Jin Zheng , John Cartlidge