Explainable multi-step heating load forecasting: Using SHAP values and temporal attention mechanisms for enhanced interpretability

The role of heating load forecasts in the energy transition is significant, given the considerable increase in the number of heat pumps and the growing prevalence of fluctuating electricity generation. While machine learning methods offer promising forecasting capabilities, their black-box nature makes them difficult to interpret and explain. The deployment of explainable artificial intelligence methodologies enables the actions of these machine learning models to be made transparent.In this study, a multi-step forecast was employed using an Encoder–Decoder model to forecast the hourly heating load for an multifamily residential building and a district heating system over a forecast horizon of 24-h. By using 24 instead of 48 lagged hours, the simulation time was reduced from 92.75s to 45.80s and the forecast accuracy was increased. The feature selection was conducted for four distinct methods. The Tree and Deep SHAP method yielded superior results in feature selection. The application of feature selection according to the Deep SHAP values resulted in a reduction of 3.98% in the training time and a 8.11% reduction in the NRMSE. The utilisation of local Deep SHAP values enables the visualisation of the influence of past input hours and individual features. By mapping temporal attention, it was possible to demonstrate the importance of the most recent time steps in a intrinsic way.The combination of explainable methods enables plant operators to gain further insights and trustworthiness from the purely data-driven forecast model, and to identify the importance of individual features and time steps.