Probabilistic Forecasting Based Joint Detection and Imputation of Clustered Bad Data in Residential Electricity Loads

Abstract

Residential electricity load data can include numerous types of bad data, even clustered bad data, as they that are typically captured by simple measurement instruments. For example, in the case of a time-series of Not-a-Number (NaN) errors, the values before or next to a NaN may appear as the sum of actual values during the times of the NaN series. To utilize load data that includes such erroneous data for prediction or data mining analysis, customized detection and imputation should be conducted. This study proposes a new joint detection and imputation method for handling clustered bad data in residential electricity loads. Examples of these data are known invalid data points, such as consecutive NaN or zero values followed by or being ahead of an outlier. The proposed joint detection and imputation scheme first investigates the neighbors of the invalid data points, using probabilistic forecasting techniques. These techniques are implemented by the next valid neighbors to determine whether there is an anomaly or not. Then, adaptive imputations are applied on the basis of the detection, the candidate point should be imputed simultaneously or not. To assess the potential of the newly proposed scheme to characterize the clustered bad data, we analyzed the electricity loads of 354 households. Moreover, joint detection and imputations are conducted to test with the randomly injected synthesized clustered bad data (containing NaNs of various lengths) that is followed by the summation of the actual NaN values. The proposed scheme succeeded in detecting clustered bad data with an accuracy of 95.5% and a false alarm rate of 3.6% for all households in the dataset. Outlier detection-assisted imputation schemes are evaluated for NaNs with optional outliers. Results demonstrate that these schemes improve the overall accuracy significantly compared to schemes without outlier detection.