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Privacy-preserving time series prediction with temporal convolutional neural networks

Designing and developing machine and deep learning solutions able to guarantee the privacy of users' data is a novel and promising research area. Homomorphic Encryption (HE) is playing a primary role in this area thanks to its ability to support the processing of machine and deep learning solutions directly on encrypted data. Currently, the research in this field focuses on HE-based machine and deep learning solutions for the processing of images and text, while the privacy-preserving processing of time series has been mostly left unattended due to the strong constraints imposed by HE on the machine and deep learning forecasting models. This paper introduces, for the first time in the literature, a general privacy-preserving solution for time series prediction based on HE and Temporal Convolutional Neural Networks. The novel content brought by the paper is twofold. From the algorithmic point of view, this paper introduces a family of Temporal Convolutional Neural Networks, called PINPOINT, which is integrated with a HE scheme to support the privacy-preserving time series prediction. From the technical point of view, this paper introduces and details a Cloud-based privacy-preserving system for the forecasting-as-a-service based on the proposed PINPOINT models. Experimental results on publicly available benchmarks show the effectiveness of the proposed solution for privacy-preserving time series prediction.