Industrial and building sectors demand efficient smart energy strategies, techniques of optimization, and efficient management for reducing global energy consumption due to the increasing world population. Nowadays, various artificial intelligence (AI) based methods are utilized to perform optimal energy forecasting, different simulation tools, and engineering methods to predict future demand based on historical data. Nevertheless, nonlinear energy demand modeling is still unfledged for a better solution to handle short-term and long-term dependencies and avoid static nature because it is purely on historical datadriven. In this paper, we propose an ensemble deep learning-based approach to predict and forecast energy demand and consumption by using chronological dependencies. Our system initially processes the data, cleaning, normalization, and transformation to ensure the model performance. Furthermore, the preprocess data is fed to propose the ensemble model to extract hybrid discriminative features by using convolution neural network (CNN), stacked, and bi-directional long-short term memory (LSTM) architectures. We trained our proposed system on the historical data to forecast the energy demand and consumption with a different time interval. In the proposed technique, we utilized the concept of active learning based on moving windows to ensure and improve the prediction performance of the system. The proposed system could be applicable to employ energy consumption in industrial and building sectors to demonstrate their significance and effectiveness. We evaluated the proposed system by using benchmark, residential UCI, and local Korean commercial building datasets. We conducted different extensive experimentation to show the error rate and used various kinds of evaluation matrices, which indicate the lower error rate of the proposed system.