Data Imputation in Electricity Consumption Profiles through Shape Modeling with Autoencoders

In this paper, we propose a novel methodology for estimating missing data in energy consumption datasets. Conventional data imputation methods are not suitable for these datasets, because they are time series with special characteristics and because, for some applications, it is quite important to preserve the shape of the daily energy profile. Our answer to this need is the use of autoencoders. First, we split the problem into two subproblems: how to estimate the total amount of daily energy, and how to estimate the shape of the daily energy profile. We encode the shape as a new feature that can be modeled and predicted using autoencoders. In this way, the problem of imputation of profile data are reduced to two relatively simple problems on which conventional methods can be applied. However, the two predictions are related, so special care should be taken when reconstructing the profile. We show that, as a result, our data imputation methodology produces plausible profiles where other methods fail. We tested it on a highly corrupted dataset, outperforming conventional methods by a factor of 3.7.