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Robust Multivariate Time-Series Forecasting: Adversarial Attacks and Defense Mechanisms

ICLR 2023 · Time series › Causal and generative time series · approach: Probabilistic and conformal forecasting · 2 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Increase the number of indirectly perturbed series from κ=1 to κ=9Sparse indirect attack on DeepVAR · TrafficwQL: 0.2190 -> 0.4635; 0.2428 -> 0.4075Mixed
Use probabilistic rather than deterministic sparse attackAttack on DeepVAR · Traffic, κ=7wQL: 0.3620; 0.3529Mixed
Use probabilistic rather than deterministic sparse attackAttack on DeepVAR · ElectricitywQL: 0.3410 -> 0.4364Hurt
Apply mini-max training instead of no defenseDeepVAR · Traffic, deterministic attack, κ=9wQL: 0.4635 -> 0.1970Helped
Apply mini-max training instead of no defenseDeepVAR · Traffic, probabilistic attack, κ=9wQL: 0.4075 -> 0.1911Helped
Apply mini-max training instead of no defenseDeepVAR · Electricity, probabilistic attack, κ=9wQL: 1.0317 -> 0.6466Helped
Apply mini-max training instead of no defenseDeepVAR · Taxi, probabilistic attack, κ=9wQL: 2.4815±0.9286 -> 1.4921±0.5551Helped
Apply randomized smoothing instead of no defenseInformer · Traffic, deterministic attack, κ=9, τ=24MSE: 1.3144 ± 0.0454 -> 0.8081 ± 0.0167Helped
Use σ=0.2 instead of σ=0.1 for data augmentation (ablation)DeepVAR · Electricity, deterministic attack, κ=9wQL: 0.8412 -> 0.8243Helped
Use σ=0.3 instead of σ=0.1 for randomized smoothing (ablation)DeepVAR · Electricity, deterministic attack, κ=9wQL: 0.8327 -> 0.7335Helped
Transfer a univariate DeepAR attack instead of using a multivariate attackDeepVAR · ElectricitywQL: 0.322 -> 0.390Hurt

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