The emergence of abundant electricity time series (ETS) data provides ample opportunities for various applications in the power systems, including demand-side management, grid stability, and consumer behavior analysis. Deep learning models have advanced ETS modeling by effectively capturing sequence dependence. Nevertheless, learning a generic representation of ETS data for various applications remains challenging due to the inherently complex hierarchical structure of ETS data. Moreover, ETS data exhibits intricate temporal dependencies and is suscepti ble to the influence of exogenous variables. Furthermore, different instances exhibit diverse electricity consumption behavior. In this paper, we propose a foundation model PowerPM to model ETS data, providing a large-scale, off-the-shelf model for power systems. PowerPM consists of a temporal encoder and a hierarchical encoder. The temporal encoder captures both temporal dependencies in ETS data, considering exogenous variables. The hierarchical encoder models the correlation between hierarchy. Furthermore, PowerPM leverages a novel self-supervised pretraining framework consisting of masked ETS modeling and dual-view contrastive learning, which enable PowerPM to capture temporal dependency within ETS windows and aware the discrepancy across ETS windows, providing two different perspectives to learn generic representation. Our experiments involve five real world scenario datasets, comprising private and public data. Through pre-training on massive ETS data, PowerPM achieves SOTA performance on diverse downstream tasks within the private dataset. Impressively, when transferred to the public datasets, PowerPM maintains its superiority, showcasing its remarkable generalization ability across various tasks and domains. Moreover, ablation studies, few-shot experiments provide additional evidence of the effectiveness of our model.

Tabular data plays a crucial role in various domains but often suffers from missing values, thereby curtailing its potential utility. Traditional imputation techniques frequently yield suboptimal results and impose substantial computational burdens, leading to inaccuracies in subsequent modeling tasks. To address these challenges, we propose DiffImpute, a novel Denoising Diffusion Probabilistic Model (DDPM). Specifically, DiffImpute is trained on complete tabular datasets, ensuring that it can produce credible imputations for missing entries without undermining the authenticity of the existing data. Innovatively, it can be applied to various settings of Missing Completely At Random (MCAR) and Missing At Random (MAR). To effectively handle the tabular features in DDPM, we tailor four tabular denoising networks, spanning MLP, ResNet, Transformer, and U-Net. We also propose Harmonization to enhance coherence between observed and imputed data by infusing the data back and denoising them multiple times during the sampling stage. To enable efficient inference while maintaining imputation performance, we propose a refined non-Markovian sampling process that works along with Harmonization. Empirical evaluations on seven diverse datasets underscore the prowess of DiffImpute. Specifically, when paired with the Transformer as the denoising network, it consistently outperforms its competitors, boasting an average ranking of 1.7 and the most minimal standard deviation. In contrast, the next best method lags with a ranking of 2.8 and a standard deviation of 0.9. The code is available at https://github.com/Dendiiiii/DiffImpute.

We present a simple technique to train deep latent variable models (DLVMs) when the training set contains missing data. Our approach is based on the importance-weighted autoencoder (IWAE) of Burda et al. (2016), and also allows single or multiple imputation of the incomplete data set. We illustrate it by training a convolutional DLVM on a static binarisation of MNIST that contains 50% of missing data. Leveraging mutiple imputations, we train a convolutional network that classifies these incomplete digits as well as complete ones.