Dynamic Time Warping based Adversarial Framework for Time-Series Domain
This addresses adversarial robustness for time-series applications like mobile health and finance, but it is incremental as it adapts existing adversarial techniques to a new domain.
The paper tackles the lack of adversarial robustness methods for time-series data by proposing DTW-AR, a framework using dynamic time warping to create adversarial examples, showing effectiveness in fooling DNNs and improving robustness through adversarial training on real-world benchmarks.
Despite the rapid progress on research in adversarial robustness of deep neural networks (DNNs), there is little principled work for the time-series domain. Since time-series data arises in diverse applications including mobile health, finance, and smart grid, it is important to verify and improve the robustness of DNNs for the time-series domain. In this paper, we propose a novel framework for the time-series domain referred as {\em Dynamic Time Warping for Adversarial Robustness (DTW-AR)} using the dynamic time warping measure. Theoretical and empirical evidence is provided to demonstrate the effectiveness of DTW over the standard Euclidean distance metric employed in prior methods for the image domain. We develop a principled algorithm justified by theoretical analysis to efficiently create diverse adversarial examples using random alignment paths. Experiments on diverse real-world benchmarks show the effectiveness of DTW-AR to fool DNNs for time-series data and to improve their robustness using adversarial training. The source code of DTW-AR algorithms is available at https://github.com/tahabelkhouja/DTW-AR