Optimal Attack against Autoregressive Models by Manipulating the Environment

1 Feb 2019Yiding ChenXiaojin Zhu

We describe an optimal adversarial attack formulation against autoregressive time series forecast using Linear Quadratic Regulator (LQR). In this threat model, the environment evolves according to a dynamical system; an autoregressive model observes the current environment state and predicts its future values; an attacker has the ability to modify the environment state in order to manipulate future autoregressive forecasts... (read more)

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