SUMMARYLink prediction is the task of inferring the existence or absence of certain relationships among data objects such as identity, interaction, and collaboration. Link prediction is found in various applications in the fields of information integration, recommender systems, bioinformatics, and social network analysis. The increasing interest in dynamically changing networks has led to growing interest in a more general link prediction problem called temporal link prediction in the data mining and machine learning communities. However, only links among nodes at the same time point are considered in temporal link prediction. We propose a new link prediction problem called cross-temporal link prediction in which the links among nodes at different time points are inferred. A typical example of cross-temporal link prediction is cross-temporal entity resolution to determine the identity of real entities represented by data objects observed in different time periods. In dynamic environments, the features of data change over time, making it difficult to identify cross-temporal links by directly comparing observed data. Other examples of cross-temporal links are asynchronous communications in social networks such as Facebook and Twitter, where a message is posted in reply to a previous message. We adopt a dimension reduction approach to cross-temporal link prediction; that is, data objects in different time frames are mapped into a common low-dimensional latent feature space, and the links are identified on the basis of the distance between the data objects. The proposed method uses different low-dimensional feature projections in different time frames, enabling it to adapt to changes in the latent features over time. Using multi-task learning, it jointly learns a set of feature projection matrices from the training data, given the assumption of temporal smoothness of the projections. The optimal solutions are obtained by solving a single generalized eigenvalue problem. Experiments using a real-world set of bibliographic data for cross-temporal entity resolution and a real-world set of emails for unobserved asynchronous communication inference showed that introducing time-dependent feature projections improved the accuracy of link prediction.