As part of my Master’s thesis, the generalisation capability of these modern models was tested using real data from different district heating systems. Both internal generalisation (performance on new data from systems included in the training set) and external generalisation (performance on new, unseen systems) were evaluated.
The results of the internal generalisation tests showed that the TFT model, as a global multivariate model, can significantly outperform the previous local models. It should be emphasised that the TFT model can integrate many additional data sources, leading to improved prediction accuracy. The TimesFM model, which can rely on extensive pre-training, performed worse. An explanation could be that the TimesFM, as a univariate model, does not consider external covariates such as weather data or system variables. This additional information, which the TFT model can incorporate due to its multivariate architecture, allows for a more accurate capture of heat demand patterns and leads to more reliable predictions.
The advantage of the global models was evident in the external generalisation test, which simulated the Cold-Start-Problem. With only four days of historical data, the TFT and TimesFM models could make significantly more accurate predictions than a traditional local model based on the limited data from a single system. Again, the TFT model was superior, providing slightly more accurate predictions than the TimesFM model.
The evaluation results confirm that global multivariate models, such as the Temporal Fusion Transformer (TFT), offer significant advantages in prediction accuracy, especially in complex and heterogeneous district heating systems. With the ability to exploit synergies between different systems, these models significantly improve over traditional local models. In addition, they show their strength in dealing with Cold-Start-Problems, as they can provide reliable predictions even with limited historical data.