Dynamic graph neural networks (DyGNNs) currently struggle with handling distribution shifts that are inherent in dynamic graphs.

Dynamic graph neural networks (DGNNs) are increasingly pervasive in exploiting spatio-temporal patterns on dynamic graphs. However, existing works fail to generalize under distribution shifts, which are common in real-world scenarios. As the generation of dynamic graphs is heavily influenced by latent environments, investigating their impacts on the out-of-distribution (OOD) generalization is critical.

Dynamic graph neural networks (DyGNNs) have demonstrated powerful predictive abilities by exploiting graph structural and temporal dynamics. However, the existing DyGNNs fail to handle distribution shifts, which naturally exist in dynamic graphs, mainly because the patterns exploited by DyGNNs may be variant with respect to labels under distribution shifts. In this paper, we propose to handle spatio-temporal distribution shifts in dynamic graphs by discovering and utilizing {\it invariant patterns}, i.e., structures and features whose predictive abilities are stable across distribution shifts, which faces two key challenges: 1) How to discover the complex variant and invariant spatio-temporal patterns in dynamic graphs, which involve both time-varying graph structures and node features.

Graph neural networks have shown remarkable success in exploiting the spatial and temporal patterns on dynamic graphs. However, existing GNNs exhibit poor generalization ability under distribution shifts, which is inevitable in dynamic scenarios. As dynamic graph generation progresses amid evolving latent non-stationary environments, it is imperative to explore their effects on out-of-distribution (OOD) generalization. This paper proposes a novel Evolving Graph Learning framework for OOD generalization (EvoOOD) by environment-aware invariant pattern recognition. Specifically, we first design an environment sequential variational auto-encoder to model environment evolution and infer the underlying environment distribution. Then, we introduce a mechanism for environment-aware invariant pattern recognition, tailored to address environmental diversification through inferred distributions. Finally, we conduct fine-grained causal interventions on individual nodes using a mixture of instantiated environment samples. This approach helps to distinguish spatio-temporal invariant patterns for OOD prediction, especially in non-stationary environments. Experimental results demonstrate the superiority of EvoGOOD on both real-world and synthetic dynamic datasets under distribution shifts. To the best of our knowledge, it is the first attempt to study the dynamic graph OOD generalization problem from the environment evolution perspective.

Sometimes, the correlations between variant patterns and labels may be built by some exogenous factors like periods and communities.

Time-series forecasting finds broad applications in real-world scenarios. Due to the dynamic nature of time series data, it is important for time-series forecasting models to handle potential distribution shifts over time. In this paper, we initially identify two types of distribution shifts in time series: concept drift and temporal shift. We acknowledge that while existing studies primarily focus on addressing temporal shift issues in time series forecasting, designing proper concept drift methods for time series forecasting has received comparatively less attention. Motivated by the need to address potential concept drift, while conventional concept drift methods via invariant learning face certain challenges in time-series forecasting, we propose a soft attention mechanism that finds invariant patterns from both lookback and horizon time series. Additionally, we emphasize the critical importance of mitigating temporal shifts as a preliminary to addressing concept drift. In this context, we introduce ShifTS, a method-agnostic framework designed to tackle temporal shift first and then concept drift within a unified approach. Extensive experiments demonstrate the efficacy of ShifTS in consistently enhancing the forecasting accuracy of agnostic models across multiple datasets, and outperforming existing concept drift, temporal shift, and combined baselines.