Spacetime SSM forecasters represent optimal Kalman predictors for autoregressive data but remain vulnerable to model-free attacks that exploit local linearity and increase error by over 33% compared to projected gradient descent.
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Adversarial Robustness of Deep State Space Models for Forecasting
Spacetime SSM forecasters represent optimal Kalman predictors for autoregressive data but remain vulnerable to model-free attacks that exploit local linearity and increase error by over 33% compared to projected gradient descent.