Federated deep contrastive learning for mid-term natural gas demand forecasting

Abstract

Accurate mid-term gas demand forecasting plays a crucial role for gas companies and policymakers to achieve reliable gas supply plans, supply contracts management, and efficient operation to meet the increasing gas demand. However, mid-term gas demand forecasting faces the problems of data paucity caused by the low frequency of collecting monthly data and heterogeneous consumption patterns of various usage categories. This paper proposes a novel Federated Contrastive pretraining - Local Clustered Finetuning paradigm (FedCon-LCF) by integrating federated learning, deep contrastive learning, and clustering approaches. The proposed method can utilize data from multiple gas companies to overcome data paucity issues in a privacy-preserving way, and high-performance forecasting can be achieved by local clustered regression considering the heterogeneous patterns. An improved hierarchical contrastive loss and multi-scale regression loss are integrated to develop the Forecasting-Oriented Contrastive Learning model (FOCL), which can effectively extract information and generate fine-grained representations of time series for accurate forecasting. The proposed method is evaluated on a dataset collected from 11 gas companies in 11 different Chinese cities with a total of 17648 clients over 10 usage categories. The proposed method outperforms the benchmark LSTM model with an average improvement of 25.30% in MSE and 16.52% in MAE for 3-month-ahead, 6-month-ahead, 9-month-ahead, and 12-month-ahead gas demand forecasting.