A Synthetic Time-Series Generation Using a Variational Recurrent Autoencoder with an Attention Mechanism in an Industrial Control System

Abstract

Data scarcity is a significant obstacle for modern data science and artificial intelligence research communities. The fact that abundant data are a key element of a powerful prediction model is well known through various past studies. However, industrial control systems (ICS) are operated in a closed environment due to security and privacy issues, so collected data are generally not disclosed. In this environment, synthetic data generation can be a good alternative. However, ICS datasets have time-series characteristics and include features with short- and long-term temporal dependencies. In this paper, we propose the attention-based variational recurrent autoencoder (AVRAE) for generating time-series ICS data. We first extend the evidence lower bound of the variational inference to time-series data. Then, a recurrent neural-network-based autoencoder is designed to take this as the objective. AVRAE employs the attention mechanism to effectively learn the long-term and short-term temporal dependencies ICS data implies. Finally, we present an algorithm for generating synthetic ICS time-series data using learned AVRAE. In a comprehensive evaluation using the ICS dataset HAI and various performance indicators, AVRAE successfully generated visually and statistically plausible synthetic ICS data.