A Method for Resisting Adversarial Attack on Time Series Classification Model in IoT System

Author(s):  
Zhongguo Yang ◽  
Han Li ◽  
Mingzhu Zhang ◽  
Jingbin Wang ◽  
Chen Liu
2021 ◽  
Vol 1848 (1) ◽  
pp. 012070
Author(s):  
Li Mingcheng ◽  
Dong Yubo ◽  
Wang Hongli ◽  
Li Pengchao

2021 ◽  
Vol 2021 ◽  
pp. 1-11
Author(s):  
Zhongguo Yang ◽  
Irshad Ahmed Abbasi ◽  
Fahad Algarni ◽  
Sikandar Ali ◽  
Mingzhu Zhang

Nowadays, an Internet of Things (IoT) device consists of algorithms, datasets, and models. Due to good performance of deep learning methods, many devices integrated well-trained models in them. IoT empowers users to communicate and control physical devices to achieve vital information. However, these models are vulnerable to adversarial attacks, which largely bring potential risks to the normal application of deep learning methods. For instance, very little changes even one point in the IoT time-series data could lead to unreliable or wrong decisions. Moreover, these changes could be deliberately generated by following an adversarial attack strategy. We propose a robust IoT data classification model based on an encode-decode joint training model. Furthermore, thermometer encoding is taken as a nonlinear transformation to the original training examples that are used to reconstruct original time series examples through the encode-decode model. The trained ResNet model based on reconstruction examples is more robust to the adversarial attack. Experiments show that the trained model can successfully resist to fast gradient sign method attack to some extent and improve the security of the time series data classification model.


2021 ◽  
Author(s):  
Matheus Rosisca Padovani ◽  
João Roberto Bertini Junior

Algorithm trading relies on the automatic identification of buying and selling points of a given asset to maximize profit. In this paper, we propose the Trend Classification Trading Algorithm (TCTA) which is based on time series classification and trend forecasting to perform trade. TCTA first employs the K-means to cluster 5-days closing price segments and label them according to its trend. A deep learning classification model is then trained with these label sequences to estimate the next trend. Trading points are given by the alternation on trend estimates. Results considering 20 shares from Ibovespa show TCTA present higher profit than buy-and-hold and trading schemes based on Moving Average Converge Divergence (MACD) or Bollinger bands.


2010 ◽  
Vol 32 (2) ◽  
pp. 261-266
Author(s):  
Li Wan ◽  
Jian-xin Liao ◽  
Xiao-min Zhu ◽  
Ping Ni

Sign in / Sign up

Export Citation Format

Share Document