The prevalence of networked sensors and actuators in many real-world systems such as smart buildings, factories, power plants, and data centers generate substantial amounts of multivariate time series data for these systems. The rich sensor data can be continuously monitored for intrusion events through anomaly detection. However, conventional threshold-based anomaly detection methods are inadequate due to the dynamic complexities of these systems, while supervised machine learning methods are unable to exploit the large amounts of data due to the lack of labeled data. On the other hand, current unsupervised machine learning approaches have not fully exploited the spatial-temporal correlation and other dependencies amongst the multiple variables (sensors/actuators) in the system for detecting anomalies. In this work, we propose an unsupervised multivariate anomaly detection method based on Generative Adversarial Networks (GANs). Instead of treating each data stream independently, our proposed MAD-GAN framework considers the entire variable set concurrently to capture the latent interactions amongst the variables. We also fully exploit both the generator and discriminator produced by the GAN, using a novel anomaly score called DR-score to detect anomalies by discrimination and reconstruction. We have tested our proposed MAD-GAN using two recent datasets collected from real-world CPS: the Secure Water Treatment (SWaT) and the Water Distribution (WADI) datasets. Our experimental results showed that the proposed MAD-GAN is effective in reporting anomalies caused by various cyber-intrusions compared in these complex real-world systems.

Many important data analysis applications present with severely imbalanced datasets with respect to the target variable. A typical example is medical image analysis, where positive samples are scarce, while performance is commonly estimated against the correct detection of these positive examples. We approach this challenge by formulating the problem as anomaly detection with generative models. We train a generative model without supervision on the `negative' (common) datapoints and use this model to estimate the likelihood of unseen data. A successful model allows us to detect the `positive' case as low likelihood datapoints. In this position paper, we present the use of state-of-the-art deep generative models (GAN and VAE) for the estimation of a likelihood of the data. Our results show that on the one hand both GANs and VAEs are able to separate the `positive' and `negative' samples in the MNIST case. On the other hand, for the NLST case, neither GANs nor VAEs were able to capture the complexity of the data and discriminate anomalies at the level that this task requires. These results show that even though there are a number of successes presented in the literature for using generative models in similar applications, there remain further challenges for broad successful implementation.

Robust Anomaly Detection (AD) on time series data is a key component for monitoring many complex modern systems. These systems typically generate high-dimensional time series that can be highly noisy, seasonal, and inter-correlated. This paper explores some of the challenges in such data, and proposes a new approach that makes inroads towards increased robustness on seasonal and contaminated data, while providing a better root cause identification of anomalies. In particular, we propose the use of Robust Seasonal Multivariate Generative Adversarial Network (RSM-GAN) that extends recent advancements in GAN with the adoption of convolutional-LSTM layers and attention mechanisms to produce excellent performance on various settings. We conduct extensive Figure 1: RSM-GAN architecture with loss definitions experiments in which not only do this model displays more robust behavior on complex seasonality patterns, but also shows increased resistance to training data contamination. We compare it with existing often produce multi-channel time series data that automatically classical and deep-learning AD models, and show that this detecting anomalous moments can be quite challenging to any architecture is associated with the lowest false positive rate and anomaly detection (AD) system due to its intrinsic inter-correlation, improves precision by 30% and 16% in real-world and synthetic seasonality, trendiness, and irregularity traits.

The threats faced by cyber-physical systems (CPSs) in critical infrastructure have motivated research into a multitude of attack detection mechanisms, including anomaly detectors based on neural network models. The effectiveness of anomaly detectors can be assessed by subjecting them to test suites of attacks, but less consideration has been given to adversarial attackers that craft noise specifically designed to deceive them. While successfully applied in domains such as images and audio, adversarial attacks are much harder to implement in CPSs due to the presence of other built-in defence mechanisms such as rule checkers(or invariant checkers). In this work, we present an adversarial attack that simultaneously evades the anomaly detectors and rule checkers of a CPS. Inspired by existing gradient-based approaches, our adversarial attack crafts noise over the sensor and actuator values, then uses a genetic algorithm to optimise the latter, ensuring that the neural network and the rule checking system are both deceived.We implemented our approach for two real-world critical infrastructure testbeds, successfully reducing the classification accuracy of their detectors by over 50% on average, while simultaneously avoiding detection by rule checkers. Finally, we explore whether these attacks can be mitigated by training the detectors on adversarial samples.

This paper proposes a novel fault diagnosis approach based on generative adversarial networks (GAN) for imbalanced industrial time series where normal samples are much larger than failure cases. We combine a well-designed feature extractor with GAN to help train the whole network. Aimed at obtaining data distribution and hidden pattern in both original distinguishing features and latent space, the encoder-decoder-encoder three-sub-network is employed in GAN, based on Deep Convolution Generative Adversarial Networks (DCGAN) but without Tanh activation layer and only trained on normal samples. In order to verify the validity and feasibility of our approach, we test it on rolling bearing data from Case Western Reserve University and further verify it on data collected from our laboratory. The results show that our proposed approach can achieve excellent performance in detecting faulty by outputting much larger evaluation scores.