Management and efficient operations in critical infrastructures such as smart grids take huge advantage of accurate power load forecasting, which, due to its non-linear nature, remains a challenging task. Recently, deep learning has emerged in the machine learning field achieving impressive performance in a vast range of tasks, from image classification to machine translation. Applications of deep learning models to the electric load forecasting problem are gaining interest among researchers as well as the industry, but a comprehensive and sound comparison among different-also traditional-architectures is not yet available in the literature. This work aims at filling the gap by reviewing and experimentally evaluating four real world datasets on the most recent trends in electric load forecasting, by contrasting deep learning architectures on short-term forecast (oneday-ahead prediction). Specifically, the focus is on feedforward and recurrent neural networks, sequence-to-sequence models and temporal convolutional neural networks along with architectural variants, which are known in the signal processing community but are novel to the load forecasting one. K E Y W O R D S deep learning, electric load forecasting, multi-step ahead forecasting, smart grid, time-series prediction This is an open access article under the terms of the Creative Commons Attribution License, which permits use, distribution and reproduction in any medium, provided the original work is properly cited.

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We present Fortuna, an open-source library for uncertainty quantification in deep learning. Fortuna supports a range of calibration techniques, such as conformal prediction that can be applied to any trained neural network to generate reliable uncertainty estimates, and scalable Bayesian inference methods that can be applied to Flax-based deep neural networks trained from scratch for improved uncertainty quantification and accuracy. By providing a coherent framework for advanced uncertainty quantification methods, Fortuna simplifies the process of benchmarking and helps practitioners build robust AI systems.