Predictive Monitoring of Black-Box Dynamical Systems

TL;DR

This paper introduces a novel, lightweight predictive monitoring framework for black-box dynamical systems that accurately forecasts future states and safety violations using numerical differentiation and smoothness assumptions.

Contribution

It proposes a new method combining Taylor's expansion and backward difference operators for predictive safety monitoring of unknown systems.

Findings

More accurate than existing methods

Computationally lightweight

Effective on complex black-box systems

Abstract

We study the problem of predictive runtime monitoring of black-box dynamical systems with quantitative safety properties. The black-box setting stipulates that the exact semantics of the dynamical system and the controller are unknown, and that we are only able to observe the state of the controlled (aka, closed-loop) system at finitely many time points. We present a novel framework for predicting future states of the system based on the states observed in the past. The numbers of past states and of predicted future states are parameters provided by the user. Our method is based on a combination of Taylor's expansion and the backward difference operator for numerical differentiation. We also derive an upper bound on the prediction error under the assumption that the system dynamics and the controller are smooth. The predicted states are then used to predict safety violations ahead in time. Our experiments demonstrate practical applicability of our method for complex black-box systems, showing that it is computationally lightweight and yet significantly more accurate than the state-of-the-art predictive safety monitoring techniques.