TFWaveFormer: Temporal-Frequency Collaborative Multi-level Wavelet Transformer for Dynamic Link Prediction
Organizations: School of Cyber Science and Engineering, Southeast University, Nanjing, China · School of Mathematics, Southeast University, Nanjing, China
Abstract
Dynamic link prediction plays a crucial role in diverse applications including social network analysis, communication forecasting, and financial modeling. While recent Transformer-based approaches have demonstrated promising results in temporal graph learning, their performance remains limited when capturing complex multi-scale temporal dynamics. In this paper, we propose TFWaveFormer, a novel Transformer architecture that integrates temporal-frequency analysis with multi-resolution wavelet decomposition to enhance dynamic link prediction. Our framework comprises three key components: (i) a temporal-frequency coordination mechanism that jointly models temporal and spectral representations, (ii) a learnable multi-resolution wavelet decomposition module that adaptively extracts multi-scale temporal patterns through parallel convolutions, replacing traditional iterative wavelet transforms, and (iii) a hybrid Transformer module that effectively fuses local wavelet features with global temporal dependencies. Extensive experiments on benchmark datasets demonstrate that TFWaveFormer achieves state-of-the-art performance, outperforming existing Transformer-based and hybrid models by significant margins across multiple metrics. The superior performance of TFWaveFormer validates the effectiveness of combining temporal-frequency analysis with wavelet decomposition in capturing complex temporal dynamics for dynamic link prediction tasks.
Figures & tables
| Metr. | Datasets | DyRep | TGN | CAWN | GraphMixer | FreeDyG | DyGFormer | CorDGT | CTAN | DyGMamba | OURS |
|---|---|---|---|---|---|---|---|---|---|---|---|
| AP | Wikipedia | 94.86 0.06 | 98.45 0.06 | 98.76 0.03 | 97.25 0.03 | 99.23 0.01 | 98.82 0.02 | 99.07 0.01 | 96.61 0.79 | 99.15 0.02 | 99.33 0.01 |
| 98.22 0.04 | 98.63 0.06 | 99.11 0.01 | 97.31 0.01 | 99.21 0.01 | 99.11 0.01 | 99.18 0.00 | 97.21 0.84 | 99.31 0.01 | 99.32 0.01 | ||
| MOOC | 81.97 0.49 | 89.15 1.60 | 80.15 0.25 | 82.78 0.15 | 87.23 0.45 | 89.01 0.11 | 84.35 0.14 | 84.71 2.85 | 89.21 0.08 | 91.24 0.05 | |
| LastFM | 71.92 2.21 | 77.07 3.97 | 86.99 0.06 | 75.61 0.24 | 90.74 0.14 | 93.00 0.12 | 92.23 0.10 | 86.44 0.80 | 93.35 0.20 | 94.64 0.05 | |
| Enron | 82.38 3.36 | 86.53 1.11 | 89.56 0.09 | 82.25 0.16 | 92.51 0.05 | 92.47 0.12 | 91.76 0.50 | 92.52 1.20 | 92.65 0.12 | 92.70 0.20 | |
| Social Evo. | 88.87 0.30 | 93.57 0.17 | 84.96 0.09 | 93.37 0.07 | 94.54 0.01 | 94.53 0.01 | 93.81 0.02 | Timeout | 94.77 0.01 | 94.65 0.01 |
| Metr. | Datasets | DyRep | TGN | CAWN | GraphMixer | FreeDyG | DyGFormer | CorDGT | CTAN | DyGMamba | OURS |
|---|---|---|---|---|---|---|---|---|---|---|---|
| AP | Wikipedia | 92.43 0.37 | 97.83 0.04 | 98.24 0.03 | 96.65 0.02 | 98.91 0.01 | 98.59 0.03 | 98.48 0.02 | 93.58 0.65 | 98.77 0.03 | 98.94 0.01 |
| 96.09 0.11 | 97.50 0.07 | 98.62 0.01 | 95.26 0.02 | 98.84 0.02 | 98.84 0.02 | 98.82 0.01 | 80.07 2.53 | 98.97 0.01 | 98.98 0.01 | ||
| MOOC | 81.07 0.44 | 89.04 1.17 | 81.42 0.24 | 81.41 0.21 | 88.05 0.49 | 86.96 0.43 | 83.74 0.51 | 64.99 2.24 | 88.64 0.08 | 90.26 0.36 | |
| LastFM | 83.02 1.48 | 81.45 4.29 | 89.42 0.07 | 82.11 0.42 | 93.01 0.23 | 94.23 0.09 | 93.03 0.18 | 60.40 3.01 | 94.42 0.21 | 95.49 0.02 | |
| Enron | 74.55 3.95 | 77.94 1.02 | 86.35 0.51 | 75.88 0.48 | 89.69 0.17 | 89.76 0.34 | 91.65 0.13 | 74.61 1.64 | 89.67 0.27 | 88.25 0.27 | |
| Social Evo. | 90.04 0.47 | 90.77 0.86 | 79.94 0.18 | 91.86 0.06 | 93.10 0.02 | 93.14 0.04 | 92.44 0.08 | Timeout | 93.13 0.05 | 93.21 0.02 |
| Datasets | transductive | inductive | ||
|---|---|---|---|---|
| hist | ind | hist | ind | |
| Wikipedia | 86.21 | 73.36 | 70.08 | 70.07 |
| 83.77 | 90.88 | 68.50 | 68.54 | |
| MOOC | 88.31 | 82.46 | 79.97 | 79.99 |
| LastFM | 84.80 | 75.52 | 79.52 | 79.52 |
| Enron | 78.64 | 84.23 | 81.26 | 81.26 |
Appendix figures & tables6 assets
Supplementary material from the paper’s appendix.
Appendix
| Dataset | #Nodes | #Links | Time Span | Domain |
|---|---|---|---|---|
| Wikipedia | 9,227 | 157,474 | 1 month | Social |
| 10,984 | 672,447 | 1 month | Social | |
| MOOC | 7,144 | 411,749 | 17 months | Interaction |
| LastFM | 1,980 | 1,293,103 | 1 month | Interaction |
| Enron | 184 | 125,235 | 3 years | Social |
| Social Evo. | 74 | 2,099,519 | 8 months | Proximity |
| NSS | Datasets | JODIE | DyRep | TGAT | TGN | CAWN | EdgeBank | TCL | GraphMixer | FreeDyG | DyGFormer | TFWaveFormer |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| hist | Wikipedia | 83.01 0.66 | 79.93 0.56 | 87.38 0.22 | 86.86 0.33 | 71.21 1.67 | 73.35 0.00 | 89.05 0.39 | 90.90 0.10 | 76.13 1.65 | 82.23 2.54 | 86.21 1.09 |
| 80.03 0.36 | 79.83 0.31 | 79.55 0.20 | 81.22 0.61 | 80.82 0.45 | 73.59 0.00 | 77.14 0.16 | 78.44 0.18 | 83.08 0.50 | 81.57 0.67 | 83.77 0.43 | ||
| MOOC | 78.94 1.25 | 75.60 1.12 | 82.19 0.62 | 87.06 1.93 | 74.05 0.95 | 60.71 0.00 | 77.06 0.41 | 77.77 0.92 | 80.59 0.29 | 85.85 0.66 | 88.31 0.37 | |
| LastFM | 74.35 3.81 | 74.92 2.46 | 71.59 0.24 | 76.87 4.64 | 69.86 0.43 | 73.03 0.00 | 59.30 2.31 | 72.47 0.49 | 83.41 0.67 | 81.57 0.48 | 84.80 0.45 | |
| Enron | 69.85 2.70 | 71.19 2.76 | 64.07 1.05 | 73.91 1.76 | 64.73 0.36 | 76.53 0.00 | 70.66 0.39 | 77.98 0.92 | 78.87 0.82 | 75.63 0.73 | 78.64 0.35 | |
| Social Evo. | 87.44 6.78 | 93.29 0.43 | 95.01 0.44 | 94.45 0.56 | 85.53 0.38 | 80.57 0.00 | 94.74 0.31 | 94.93 0.31 | 97.79 0.23 | 97.38 0.14 | 96.96 0.21 |
| NSS | Datasets | JODIE | DyRep | TGAT | TGN | CAWN | EdgeBank | TCL | GraphMixer | FreeDyG | DyGFormer | TFWaveFormer |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| hist | Wikipedia | 80.77 0.73 | 77.74 0.33 | 82.87 0.22 | 82.74 0.32 | 67.84 0.64 | 77.27 0.00 | 85.76 0.46 | 87.68 0.17 | 75.17 1.72 | 78.80 1.95 | 83.09 2.03 |
| 80.52 0.32 | 80.15 0.18 | 79.33 0.16 | 81.11 0.19 | 80.27 0.30 | 78.58 0.00 | 76.49 0.16 | 77.80 0.12 | 81.90 0.21 | 80.54 0.29 | 82.01 0.37 | ||
| MOOC | 82.75 0.83 | 81.06 0.94 | 80.81 0.67 | 88.00 1.80 | 71.57 1.07 | 61.90 0.00 | 72.09 0.56 | 76.68 1.40 | 81.99 0.25 | 87.04 0.35 | 89.14 0.27 | |
| LastFM | 75.22 2.36 | 74.65 1.98 | 64.27 0.26 | 77.97 3.04 | 67.88 0.24 | 78.09 0.00 | 47.24 3.13 | 64.21 0.73 | 78.54 0.41 | 78.78 0.35 | 80.60 0.27 | |
| Enron | 75.39 2.37 | 74.69 3.55 | 61.85 1.43 | 77.09 2.22 | 65.10 0.34 | 79.59 0.00 | 67.95 0.88 | 75.27 1.14 | 75.74 0.72 | 76.55 0.52 | 80.30 0.76 | |
| Social Evo. | 90.06 3.15 | 93.12 0.34 | 93.08 0.59 | 94.71 0.53 | 87.43 0.15 | 85.81 0.00 | 93.44 0.68 | 94.39 0.31 | 97.42 0.02 | 97.28 0.07 | 97.19 0.15 |
| NSS | Datasets | JODIE | DyRep | TGAT | TGN | CAWN | TCL | GraphMixer | FreeDyG | DyGFormer | TFWaveFormer |
|---|---|---|---|---|---|---|---|---|---|---|---|
| hist | Wikipedia | 68.69 0.39 | 62.18 1.27 | 84.17 0.22 | 81.76 0.32 | 67.27 1.63 | 82.20 2.18 | 87.60 0.30 | 68.57 5.01 | 71.42 4.43 | 70.08 5.12 |
| 62.34 0.54 | 61.60 0.72 | 63.47 0.36 | 64.85 0.85 | 63.67 0.41 | 60.83 0.25 | 64.50 0.26 | 64.64 0.38 | 65.37 0.60 | 68.50 0.68 | ||
| MOOC | 63.22 1.55 | 62.93 1.24 | 76.73 0.29 | 77.07 3.41 | 74.68 0.68 | 74.27 0.53 | 74.00 0.97 | 71.29 0.57 | 80.82 0.30 | 79.97 0.50 | |
| LastFM | 70.39 4.31 | 71.45 1.76 | 76.27 0.25 | 66.65 6.11 | 71.33 0.47 | 65.78 0.65 | 76.42 0.22 | 77.87 0.54 | 76.35 0.52 | 79.52 0.50 | |
| Enron | 65.86 3.71 | 62.08 2.27 | 61.40 1.31 | 62.91 1.16 | 60.70 0.36 | 67.11 0.62 | 72.37 1.37 | 73.01 0.88 | 67.07 0.62 | 81.26 0.37 | |
| Social Evo. | 88.51 0.87 | 88.72 1.10 | 93.97 0.54 | 90.66 1.62 | 79.83 0.38 | 94.10 0.31 | 94.01 0.47 | 96.69 0.14 | 96.82 0.16 | 95.85 0.24 |
| NSS | Datasets | JODIE | DyRep | TGAT | TGN | CAWN | TCL | GraphMixer | FreeDyG | DyGFormer | TFWaveFormer |
|---|---|---|---|---|---|---|---|---|---|---|---|
| hist | Wikipedia | 61.86 0.53 | 57.54 1.09 | 78.38 0.20 | 75.75 0.29 | 62.04 0.65 | 79.79 0.96 | 82.87 0.21 | 65.400 4.81 | 68.33 2.82 | 68.78 3.00 |
| 61.69 0.39 | 60.45 0.37 | 64.43 0.27 | 64.55 0.50 | 64.94 0.21 | 61.43 0.26 | 64.27 0.13 | 63.60 0.31 | 64.81 0.25 | 66.93 0.39 | ||
| MOOC | 64.48 1.64 | 64.23 1.29 | 74.08 0.27 | 77.69 3.55 | 71.68 0.94 | 69.82 0.32 | 72.53 0.84 | 73.60 0.87 | 80.77 0.63 | 81.95 0.53 | |
| LastFM | 68.44 3.26 | 68.79 1.08 | 69.89 0.28 | 66.99 5.62 | 67.69 0.24 | 55.88 1.85 | 70.07 0.20 | 71.24 0.41 | 70.73 0.37 | 72.38 0.34 | |
| Enron | 65.32 3.57 | 61.50 2.50 | 57.84 2.18 | 62.68 1.09 | 62.25 0.40 | 64.06 1.02 | 68.20 1.62 | 70.09 0.65 | 65.78 0.42 | 81.59 0.38 | |
| Social Evo. | 88.53 0.55 | 87.93 1.05 | 91.87 0.72 | 92.10 1.22 | 83.54 0.24 | 93.28 0.60 | 93.62 0.35 | 96.94 0.17 | 96.91 0.09 | 96.52 0.05 |