Back to Search
Start Over
ASAT: Adaptively scaled adversarial training in time series.
- Source :
-
Neurocomputing . Feb2023, Vol. 522, p11-23. 13p. - Publication Year :
- 2023
-
Abstract
- Adversarial training is a method for enhancing neural networks to improve the robustness against adversarial examples. Besides the security concerns of potential adversarial examples, adversarial training can also improve the generalization ability of neural networks, train robust neural networks, and provide interpretability for neural networks. In this work, we introduce adversarial training in time series analysis to enhance the neural networks for better generalization ability by taking the finance field as an example. Rethinking existing research on adversarial training, we propose the adaptively scaled adversarial training (ASAT) in time series analysis, by rescaling data at different time slots with adaptive scales. Experimental results show that the proposed ASAT can improve both the generalization ability and the adversarial robustness of neural networks compared to the baselines. Compared to the traditional adversarial training algorithm, ASAT can achieve better generalization ability and similar adversarial robustness. [ABSTRACT FROM AUTHOR]
- Subjects :
- *TIME series analysis
*GENERALIZATION
Subjects
Details
- Language :
- English
- ISSN :
- 09252312
- Volume :
- 522
- Database :
- Academic Search Index
- Journal :
- Neurocomputing
- Publication Type :
- Academic Journal
- Accession number :
- 161080091
- Full Text :
- https://doi.org/10.1016/j.neucom.2022.12.013