Detecting anomalous network activity

Disclosed are systems and methods for temporal link prediction based on (generalized) random dot product graphs (RDPGs), as well as applications of such temporal link prediction to network anomaly detection. In various embodiments, starting from a time series of adjacency matrices characterizing the evolution of the network, spectral embeddings and time-series models are used to predict estimated link probabilities for a future point in time, and the predicted link probabilities are compared against observed links to identify anomalous behavior. In some embodiments, element-wise independent models are used in the prediction to take network dynamics into account at the granularity of individual nodes or edges.