2023
1.
Chen, Zeyu; Dost, Katharina; Zhu, Xuan; Chang, Xinglong; Dobbie, Gillian; Wicker, Jörg
Targeted Attacks on Time Series Forecasting Proceedings Article
In: Kashima, Hisashi; Ide, Tsuyoshi; Peng, Wen-Chih (Ed.): The 27th Pacific-Asia Conference on Knowledge Discovery and Data Mining (PAKDD), pp. 314-327, Springer Nature Switzerland, Cham, 2023, ISSN: 978-3-031-33383-5.
Abstract | Links | BibTeX | Altmetric | PlumX | Tags: adversarial learning, forecasting, machine learning, time series
@inproceedings{Chen2023targeted,
title = {Targeted Attacks on Time Series Forecasting},
author = {Zeyu Chen and Katharina Dost and Xuan Zhu and Xinglong Chang and Gillian Dobbie and J\"{o}rg Wicker},
editor = {Hisashi Kashima and Tsuyoshi Ide and Wen-Chih Peng},
url = {https://github.com/wickerlab/nvita},
doi = {10.1007/978-3-031-33383-5_25},
issn = {978-3-031-33383-5},
year = {2023},
date = {2023-05-26},
urldate = {2023-05-25},
booktitle = {The 27th Pacific-Asia Conference on Knowledge Discovery and Data Mining (PAKDD)},
pages = {314-327},
publisher = {Springer Nature Switzerland},
address = {Cham},
abstract = {Abstract. Time Series Forecasting (TSF) is well established in domains dealing with temporal data to predict future events yielding the basis for strategic decision-making. Previous research indicated that forecasting models are vulnerable to adversarial attacks, that is, maliciously crafted perturbations of the original data with the goal of altering the model’s predictions. However, attackers targeting specific outcomes pose a substantially more severe threat as they could manipulate the model and bend it to their needs. Regardless, there is no systematic approach for targeted adversarial learning in the TSF domain yet. In this paper, we introduce targeted attacks on TSF in a systematic manner. We establish a new experimental design standard regarding attack goals and perturbation control for targeted adversarial learning on TSF. For this purpose, we present a novel indirect sparse black-box evasion attack on TSF, nVita. Additionally, we adapt the popular white-box attacks Fast Gradient Sign Method (FGSM) and Basic Iterative Method (BIM). Our experiments confirm not only that all three methods are effective but also that current state-of-the-art TSF models are indeed susceptible to attacks. These results motivate future research in this area to achieve higher reliability of forecasting models.},
keywords = {adversarial learning, forecasting, machine learning, time series},
pubstate = {published},
tppubtype = {inproceedings}
}
Abstract. Time Series Forecasting (TSF) is well established in domains dealing with temporal data to predict future events yielding the basis for strategic decision-making. Previous research indicated that forecasting models are vulnerable to adversarial attacks, that is, maliciously crafted perturbations of the original data with the goal of altering the model’s predictions. However, attackers targeting specific outcomes pose a substantially more severe threat as they could manipulate the model and bend it to their needs. Regardless, there is no systematic approach for targeted adversarial learning in the TSF domain yet. In this paper, we introduce targeted attacks on TSF in a systematic manner. We establish a new experimental design standard regarding attack goals and perturbation control for targeted adversarial learning on TSF. For this purpose, we present a novel indirect sparse black-box evasion attack on TSF, nVita. Additionally, we adapt the popular white-box attacks Fast Gradient Sign Method (FGSM) and Basic Iterative Method (BIM). Our experiments confirm not only that all three methods are effective but also that current state-of-the-art TSF models are indeed susceptible to attacks. These results motivate future research in this area to achieve higher reliability of forecasting models.