DyAt Nets: Dynamic Attention Networks for State Forecasting in Cyber-Physical Systems

DyAt Nets: Dynamic Attention Networks for State Forecasting in Cyber-Physical Systems

Nikhil Muralidhar, Sathappan Muthiah, Naren Ramakrishnan

Proceedings of the Twenty-Eighth International Joint Conference on Artificial Intelligence
Main track. Pages 3180-3186. https://doi.org/10.24963/ijcai.2019/441

Multivariate time series forecasting is an important task in state forecasting for cyber-physical systems (CPS). State forecasting in CPS is imperative for optimal planning of system energy utility and understanding normal operational characteristics of the system thus enabling anomaly detection. Forecasting models can also be used to identify sub-optimal or worn out components and are thereby useful for overall system monitoring. Most existing work only performs single step forecasting but in CPS it is imperative to forecast the next sequence of system states (i.e curve forecasting). In this paper, we propose DyAt (Dynamic Attention) networks, a novel deep learning sequence to sequence (Seq2Seq) model with a novel hierarchical attention mechanism for long-term time series state forecasting. We evaluate our method on several CPS state forecasting and electric load forecasting tasks and find that our proposed DyAt models yield a performance improvement of at least 13.69% for the CPS state forecasting task and a performance improvement of at least 18.83% for the electric load forecasting task over other state-of-the-art forecasting baselines. We perform rigorous experimentation with several variants of the DyAt model and demonstrate that the DyAt models indeed learn better representations over the entire course of the long term forecast as compared to their counterparts with or without traditional attention mechanisms. All data and source code has been made available online.
Keywords:
Machine Learning: Data Mining
Machine Learning: Time-series;Data Streams
Machine Learning: Deep Learning
Machine Learning Applications: Big data ; Scalability