The prediction of electricity generation is one of the most important tasks in the management of modern energy systems. Improving the assertiveness of this prediction can support government agencies, electric companies, and power suppliers in minimizing the electricity cost to the end consumer. In this study, the problem of forecasting the energy demand in the Brazilian Interconnected Power Grid was addressed, by gathering different energy-related datasets taken from public Brazilian agencies into a unified and open database, used to tune three machine learning models. In contrast to several works in the Brazilian context, which provide only annual/monthly load estimations, the learning approaches Random Forest, Gradient Boosting, and Support Vector Machines were trained and optimized as new ensemble-based predictors with parameter tuning to reach accurate daily/monthly forecasts. Moreover, a detailed and in-depth exploration of energy-related data as obtained from the Brazilian power grid is also given. As shown in the validation study, the tuned predictors were effective in producing very small forecasting errors under different evaluation scenarios.Techniques devoted to forecasting electricity demand aim at estimating the amount of energy needed, over a historical time series, for transmission and later consumption by others. Despite the adaptation of several machine learning models to properly address the problem [5-9], tracking the progressive use of the electricity is not a straightforward task in practice. In fact, the electricity dispatch is intrinsically related to the internal operations of the power systems such as the periodic scheduling of power generation in hydroelectric plants, the preventive maintenance of the generators, the reliability evaluation of power systems, etc. [10]. Moreover, the problem becomes even more challenging and especially interesting when one has to deal with the highly nonlinear tendency of power data, as it is mathematically modeled by highly-oscillating time series whose parameters can be affected by exogenous variables such as weather/ambient conditions [11] and economy-related factors [12].Formally, the problem of predicting the power demand on time series can be described as follows: given a time series of electric load X 1 , X 2 , . . . , X t , in which X i accounts for the historical energy load at the instant i, i = 1, 2, ..., t, the goal is to predict the quantity X (t+h) , where h establishes the forecast horizon [13,14]. Taxonomically speaking, this kind of prediction usually comprises three categories of planning horizons: (i) long-term (years/months); (ii) regular-term (days/weeks); and (iii) short-term (minutes/hours). Since estimating the electricity demand becomes harder as the planning horizon increases, the predictions can be strongly influenced by several nonuniform variables such as electric consumption, temperature, air humidity, and socioeconomic aspects. Moreover, long-and regular-term time series make the problem more difficult to be technically manag...