Attacks against computer system are viewed to be the most serious threat in the modern world. A zero-day vulnerability is an unknown vulnerability to the vendor of the system. Deep learning techniques are widely used for anomaly-based intrusion detection. The technique gives a satisfactory result for known attacks but for zero-day attacks the models give contradictory results. In this work, at first, two separate environments were setup to collect training and test data for zero-day attack. Zero-day attack data were generated by simulating real-time zero-day attacks. Ranking of the features from the train and test data was generated using explainable AI (XAI) interface. From the collected training data more attack data were generated by applying time series generative adversarial network (TGAN) for top 12 features. The train data was concatenated with the AWID dataset. A hybrid deep learning model using Long short-term memory (LSTM) and Convolutional neural network (CNN) was developed to test the zero-day data against the GAN generated concatenated dataset and the original AWID dataset. Finally, it was found that the result using the concatenated dataset gives better performance with 93.53\% accuracy, where the result from only AWID dataset gives 84.29\% accuracy.