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Detection of deception attacks is pivotal to ensure the safe and reliable operation of cyber-physical systems (CPS). Detection of such attacks needs to consider time-series sequences and is very challenging especially for autonomous vehicles that rely on high-dimensional observations from camera sensors. The paper presents an approach to detect deception attacks in real-time utilizing sensor observations, with a special focus on high-dimensional observations. The approach is based on inductive conformal anomaly detection (ICAD) and utilizes a novel generative model which consists of a variational autoencoder (VAE) and a recurrent neural network (RNN) that is used to learn both spatial and temporal features of the normal dynamic behavior of the system. The model can be used to predict the observations for multiple time steps, and the predictions are then compared with actual observations to efficiently quantify the nonconformity of a sequence under attack relative to the expected normal behavior, thereby enabling real-time detection of attacks using high-dimensional sequential data. We evaluate the approach empirically using two simulation case studies of an advanced emergency braking system and an autonomous car racing example, as well as a real-world secure water treatment dataset. The experiments show that the proposed method outperforms other detection methods, and in most experiments, both false positive and false negative rates are less than 10%. Furthermore, execution times measured on both powerful cloud machines and embedded devices are relatively short, thereby enabling real-time detection.