APPLYING TRANSFORMER TO IMPUTATION OF MULTI-VARIATE ENERGY TIME SERIES DATA (Proposals Track)

Hasan Ümitcan Yilmaz (Karlsruhe Institute of Technology); Max Kleinebrahm (Karlsruhe Institut für Technologie); Christopher Bülte (Karlsruhe Institute of Technology); Juan Gómez-Romero (Universidad de Granada)

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Abstract

To reduce the greenhouse gas emissions from electricity production, it is necessaryto switch to an energy system based on renewable energy sources (RES). However,intermittent electricity generation from RES poses challenges for energy systems.The primary input for data-driven solutions is data on electricity generation fromRES, which usually contain many missing values. This proposal studies the useof attention-based algorithms to impute missing values of electricity production,electricity demand and electricity prices. Since attention mechanisms allow us totake into account dependencies between time series across multiple dimensionsefficiently, our approach goes beyond classic statistical methods and incorporatesmany related variables, such as electricity price, demand and production by othersources. Our preliminary results show that while transformers can come at highercomputational costs, they are more precise than classical imputation methods.

Recorded Talk (direct link)

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