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, n Vita. 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.
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Notes
- 1.
All materials, including Python implementation, supplementary materials, and additional results, are available at https://github.com/ProfiterolePuff/nvita.
- 2.
Source: https://open-power-system-data.org/.
- 3.
Source: https://finance.yahoo.com/.
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The authors wish to acknowledge the use of New Zealand eScience Infrastructure (NeSI) national facilities - https://www.nesi.org.nz.
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Chen, Z., Dost, K., Zhu, X., Chang, X., Dobbie, G., Wicker, J. (2023). Targeted Attacks on Time Series Forecasting. In: Kashima, H., Ide, T., Peng, WC. (eds) Advances in Knowledge Discovery and Data Mining. PAKDD 2023. Lecture Notes in Computer Science(), vol 13938. Springer, Cham. https://doi.org/10.1007/978-3-031-33383-5_25
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