  We propose generalizations of a number of standard network models, including
the classic random graph, the configuration model, and the stochastic block
model, to the case of time-varying networks. We assume that the presence and
absence of edges are governed by continuous-time Markov processes with rate
parameters that can depend on properties of the nodes. In addition to computing
equilibrium properties of these models, we demonstrate their use in data
analysis and statistical inference, giving efficient algorithms for fitting
them to observed network data. This allows us, for instance, to estimate the
time constants of network evolution or infer community structure from temporal
network data using cues embedded both in the probabilities over time that node
pairs are connected by edges and in the characteristic dynamics of edge
appearance and disappearance. We illustrate our methods with a selection of
applications, both to computer-generated test networks and real-world examples.
