As the penetration rate of distributed generators (DG) in active distribution networks (ADNs) gradually increases, it is necessary to accurately estimate the operating state of the ADNs to ensure their safe and stable operation. However, the high randomness and volatility of distributed generator output and active loads have increased the difficulty of state estimation. To solve this problem, a method is proposed for forecasting-aided state estimation (FASE) in ADNs, which integrates the optimal extreme random forest based on the maximum average energy concentration (MAEC) and variable mode decomposition (VMD) of states. Firstly, a parameter optimization model based on MAEC is constructed to decompose the state variables of the ADNs into a set of intrinsic mode components using VMD. Then, strongly correlated weather and date features in ADNs state prediction are selected using the multivariate rapid maximum information coefficient (RapidMIC) based on Schmidt orthogonal decomposition. Finally, by combining the set of intrinsic mode functions of the ADNs state, calendar rules, and weather features, an ensemble FASE method based on the extreme random tree (ERT) ensemble for the ADNs based on cubature particle filtering (CPF) is developed. An optimization model based on mean absolute error and root mean square error is established to obtain the optimal integration strategy and final estimation results. Simulation verification is performed on the IEEE 118-bus standard distribution system. The results show that the proposed method achieves higher accuracy compared to other estimation methods, with root mean square errors of 1.4902 × 10−4 for voltage magnitude and 4.8915 × 10−3 for phase angle.