Heating demand is broadly divided into low-temperature demand for space and water heating, and high-temperature demand for process heat in industry.
Time series of low-temperature heating demand can be approximated by the degree-day assumption, which assumes that heating demand increases linearly with temperature below some threshold (e.g. 15 degrees Celsius). Temperature is averaged over a day, then multiplied with an intraday profile that reflects consumer behaviour (e.g. consumers may turn down their heating at night).
Eurostat yearly energy consumption
For years 1990, 1995, 2000, 2005, 2008-2014
Covers energy usage in EU, Balkans, Norway, Ukraine, Turkey, but NOT Switzerland.
Distributed by sector (Industry, Transport, Residential, Services).
Q: Is there any non-electric residential and service energy consumption other than low-T heating and cooking with natural gas?
Odyssee-Mure database yearly energy data for Europe
This distinguishes between water and space heating by sector (Residential/Tertiary/Industry), but is incomplete (missing countries and years).
BMWi yearly energy statistics for Germany
BMWi energy statistics
This distinguishes between water and space heating.
Germany: Regionalised heat demand and power-to-heat capacities (by DLR)
region4FLEX model, data of first working package on zenodo: Regionalised heat demand and power-to-heat capacities
Sector: Residential Buildings – Space Heating and Domestic Hot Water; Geographical scope: Germany; Geographical resolution: Administrative districts (NUTS-3); Temporal scope: 2011, three scenarios for 2030; Temporal resolution: 15min, Technologies: Single-storey heating, central heating (3 size classes), district heating (Power-to-heat: heat pumps, resisitive heating)
Heat demand in Aarhus, Denmark
Apparently available here: