首个基于动态时间规整的时序异常检测认证防御方法
Fortifying Time Series: DTW-Certified Robust Anomaly Detection

- 用随机平滑法构建DTW距离下的认证鲁棒性
- 在对抗攻击下F1分数提升最高达18.7%
- 适合高安全场景的时序数据异常检测应用
时序异常检测在高风险应用中至关重要,其鲁棒性是基本要求而非单纯性能指标。现有防御多为启发式,或仅在ℓp范数约束下提供认证鲁棒性,而ℓp范数无法捕捉时序数据的内在时间结构,微小的时间偏移即会显著改变度量结果。相比之下,动态时间规整(DTW)更适合作为时序数据的相似性度量,能处理时间对齐且对时间变化具有鲁棒性。然而,目前尚无基于DTW的认证鲁棒性理论结果。本文首次提出基于DTW的认证鲁棒防御,通过将ℓp范数与DTW距离关联的下界转换,扩展随机平滑框架。在多个数据集和模型上的实验验证了该方法的有效性和实用性。结果表明,在基于DTW的对抗攻击下,相比传统认证模型,F1分数最高提升18.7%。
原文摘要 · Abstract (English)
Time-series anomaly detection is critical for ensuring safety in high-stakes applications, where robustness is a fundamental requirement rather than a mere performance metric. Addressing the vulnerability of these systems to adversarial manipulation is therefore essential. Existing defenses are largely heuristic or provide certified robustness only under $\ell_p$-norm constraints, which are incompatible with time-series data. In particular, $\ell_p$-norm fails to capture the intrinsic temporal structure in time series, causing small temporal distortions to significantly alter the $\ell_p$-norm measures. Instead, the similarity metric \emph{Dynamic Time Warping} (DTW) is more suitable and widely adopted in the time-series domain, as DTW accounts for temporal alignment and remains robust to temporal variations. To date, however, there has been no certifiable robustness result in this metric that provides guarantees. In this work, we introduce the first \emph{DTW-certified robust defense} in time-series anomaly detection by adapting the randomized smoothing paradigm. We develop this certificate by bridging the $\ell_p$-norm to DTW distance through a lower-bound transformation. Extensive experiments across various datasets and models validate the effectiveness and practicality of our theoretical approach. Results demonstrate significantly improved performance, e.g., up to 18.7\% in F1-score under DTW-based adversarial attacks compared to traditional certified models.
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