Fortifying Time Series: DTW-Certified Robust Anomaly Detection
- URL: http://arxiv.org/abs/2605.07690v1
- Date: Fri, 08 May 2026 12:59:52 GMT
- Title: Fortifying Time Series: DTW-Certified Robust Anomaly Detection
- Abstract summary: Time-series anomaly detection is critical for ensuring safety in high-stakes applications.<n>Existing defenses are largely incompatible or provide certified robustness only under $ell_p$-norm constraints.<n>We introduce the first emphDTW-certified robust defense in time-series anomaly detection by adapting the randomized smoothing paradigm.
- Score: 12.25463709762372
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Time-series anomaly detection is critical for ensuring safety in high-stakes applications, where robustness is a fundamental requirement rather than a mere performance metric. Addressing the vulnerability of these systems to adversarial manipulation is therefore essential. Existing defenses are largely heuristic or provide certified robustness only under $\ell_p$-norm constraints, which are incompatible with time-series data. In particular, $\ell_p$-norm fails to capture the intrinsic temporal structure in time series, causing small temporal distortions to significantly alter the $\ell_p$-norm measures. Instead, the similarity metric \emph{Dynamic Time Warping} (DTW) is more suitable and widely adopted in the time-series domain, as DTW accounts for temporal alignment and remains robust to temporal variations. To date, however, there has been no certifiable robustness result in this metric that provides guarantees. In this work, we introduce the first \emph{DTW-certified robust defense} in time-series anomaly detection by adapting the randomized smoothing paradigm. We develop this certificate by bridging the $\ell_p$-norm to DTW distance through a lower-bound transformation. Extensive experiments across various datasets and models validate the effectiveness and practicality of our theoretical approach. Results demonstrate significantly improved performance, e.g., up to 18.7\% in F1-score under DTW-based adversarial attacks compared to traditional certified models.
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