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Robust Multivariate Time-Series Forecasting: Adversarial Attacks and Defense Mechanisms
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Increase the number of indirectly perturbed series from κ=1 to κ=9 | Sparse indirect attack on DeepVAR · Traffic | wQL: 0.2190 -> 0.4635; 0.2428 -> 0.4075 | Mixed |
| Use probabilistic rather than deterministic sparse attack | Attack on DeepVAR · Traffic, κ=7 | wQL: 0.3620; 0.3529 | Mixed |
| Use probabilistic rather than deterministic sparse attack | Attack on DeepVAR · Electricity | wQL: 0.3410 -> 0.4364 | Hurt |
| Apply mini-max training instead of no defense | DeepVAR · Traffic, deterministic attack, κ=9 | wQL: 0.4635 -> 0.1970 | Helped |
| Apply mini-max training instead of no defense | DeepVAR · Traffic, probabilistic attack, κ=9 | wQL: 0.4075 -> 0.1911 | Helped |
| Apply mini-max training instead of no defense | DeepVAR · Electricity, probabilistic attack, κ=9 | wQL: 1.0317 -> 0.6466 | Helped |
| Apply mini-max training instead of no defense | DeepVAR · Taxi, probabilistic attack, κ=9 | wQL: 2.4815±0.9286 -> 1.4921±0.5551 | Helped |
| Apply randomized smoothing instead of no defense | Informer · Traffic, deterministic attack, κ=9, τ=24 | MSE: 1.3144 ± 0.0454 -> 0.8081 ± 0.0167 | Helped |
| Use σ=0.2 instead of σ=0.1 for data augmentation (ablation) | DeepVAR · Electricity, deterministic attack, κ=9 | wQL: 0.8412 -> 0.8243 | Helped |
| Use σ=0.3 instead of σ=0.1 for randomized smoothing (ablation) | DeepVAR · Electricity, deterministic attack, κ=9 | wQL: 0.8327 -> 0.7335 | Helped |
| Transfer a univariate DeepAR attack instead of using a multivariate attack | DeepVAR · Electricity | wQL: 0.322 -> 0.390 | Hurt |
Closest papers by meaning
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