Critical infrastructures (CIs) are becoming increasingly sophisticated with embedded cyber-physical systems (CPSs) that provide managerial automation and autonomic controls. Yet these advances expose CI components to new cyber-threats, leading to a chain of dysfunctionalities with catastrophic socio-economical implications. We propose a comprehensive architectural model to support the development of incident management tools that provide situation-awareness and cyber-threats intelligence for CI protection, with a special focus on smart-grid CI. The goal is to unleash forensic data from CPS-based CIs to perform some predictive analytics. In doing so, we use some AI (Artificial Intelligence) paradigms for both data collection, threat detection, and cascade-effects prediction.