Beyond Immediate Activation: Temporally Decoupled Backdoor Attacks on Time Series Forecasting
Zhixin Liu, Xuanlin Liu, Sihan Xu, Yaqiong Qiao, Ying Zhang, Xiangrui Cai

TL;DR
This paper introduces TDBA, a novel backdoor attack framework for multivariate time series forecasting that enables flexible, delayed, and variable-specific activation of malicious patterns, surpassing existing methods in effectiveness and stealth.
Contribution
TDBA is the first framework to enable temporally decoupled backdoor attacks on time series forecasting, allowing flexible activation timing and variable-specific triggers.
Findings
TDBA outperforms existing baselines in attack success rate.
TDBA maintains high stealthiness in real-world datasets.
Ablation studies validate the controllability and robustness of TDBA.
Abstract
Existing backdoor attacks on multivariate time series (MTS) forecasting enforce strict temporal and dimensional coupling between triggers and target patterns, requiring synchronous activation at fixed positions across variables. However, realistic scenarios often demand delayed and variable-specific activation. We identify this critical unmet need and propose TDBA, a temporally decoupled backdoor attack framework for MTS forecasting. By injecting triggers that encode the expected location of the target pattern, TDBA enables the activation of the target pattern at any positions within the forecasted data, with the activation position flexibly varying across different variable dimensions. TDBA introduces two core modules: (1) a position-guided trigger generation mechanism that leverages smoothed Gaussian priors to generate triggers that are position-related to the predefined target…
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Taxonomy
TopicsStock Market Forecasting Methods · Forecasting Techniques and Applications · Time Series Analysis and Forecasting
