Predicting the evolution of stationary graph signals
  An emerging way of tackling the dimensionality issues arising in the modeling of a multivariate process is to assume that the inherent data structure can be captured by a graph. Nevertheless, though state-of-the-art graph-based methods have been successful for many learning tasks, they do not consider time-evolving signals and thus are not suitable for prediction. Based on the recently introduced joint stationarity framework for time-vertex processes, this letter considers multivariate models that exploit the graph topology so as to facilitate the prediction. The resulting method yields similar accuracy to the joint (time-graph) mean-squared error estimator but at lower complexity, and outperforms purely time-based methods. 
Andreas Loukas and Nathanael Perraudin
stat.ML cs.LG