arXiv:2608. 03696v1 Announce Type: new Abstract: This work focuses on the problem of learning on temporal graphs, with particular emphasis on the task of clustering: obtaining coarse-grained representations by aggregating information from nodes, edges, and temporal dynamics - a task related to pooling in machine learning on graphs, or community detection in network science.
By Nelson Aloysio Reis de Almeida Passos, Emanuele Carlini, Salvatore Trani
The paper introduces RGC‑Net, a Reservoir‑Based Graph Convolutional Network that combines fixed‑random reservoir dynamics with a structured convolutional framework for graph learning. It addresses limitations of existing reservoir‑based GNNs by adding a leaky integrator for better feature retention and a robust, adaptable architecture for graph classification and generation. Experiments demonstrate state‑of‑the‑art performance on classification and generative tasks, including dynamic brain connectivity, with faster convergence and reduced over‑smoothing.
By Mayssa Soussia, Gita Ayu Salsabila, Mohamed Ali Mahjoub, Islem Rekik
The article surveys Dynamic Heterogeneous Graph Representation Learning (DHGRL), a field that tackles the challenges of modeling evolving, multi‑type networks. It introduces a unified definition covering both discrete‑time and continuous‑time DHGs, and proposes an algorithm‑centric taxonomy that groups methods into embedding‑based, GNN‑based, and Transformer‑based approaches, highlighting their biases toward temporal granularity. The survey also reviews key applications, datasets, benchmarks, and outlines future research directions.
By Huan Liu, Pengfei Jiao, Jie Yin, Hongjiang Chen, Zhidong Zhao
arXiv:2511. 20577v5 Announce Type: replace Abstract: Real-world time series often exhibit strong non-stationarity, complex nonlinear dynamics, and behavior expressed across multiple temporal scales, from rapid local fluctuations to slow-evolving long-range trends.
By Sumit S Shevtekar, Chandresh K Maurya
arXiv:2607. 07258v1 Announce Type: cross Abstract: In many realistic scenarios, large volumes of time series data are generated with limited or expensive annotations.
By Donato Cerciello, Leonardo Schiavo, Angel Panizo-LLedot, Javier Huertas Tato, David Camacho
arXiv:2607. 19404v1 Announce Type: cross Abstract: Multivariate time series encode structural patterns that unfold across multiple temporal scales, yet most forecasting backbones treat learned representations as transient byproducts of prediction, leaving the organizational geometry of these patterns underexploited.
By Xingsheng Chen, Deyu Yi, Siu-Ming Yiu