Accurate load forecasting is the key to economic dispatch and efficient operation of Multi-Energy System (MES). This paper proposes a combined load forecasting method for MES based on Bi-directional Long Short-Term Memory (BiLSTM) multi-task learning. Firstly, this paper investigates the multi-energy interaction mechanism and multi-loads characteristics and analyzes the correlation of multi-loads in different seasons. Then, a combined load forecasting method is proposed, which focuses on making full use of the coupling relationship among multiple loads. In the forecasting model, the different loads are selected combinedly as the input features according to the Maximum Information Coefficient (MIC). The multi-task learning is adopted to construct the cooling, heating and electric combined load forecasting model based on the BiLSTM algorithm, which can effectively share the coupling information among the loads. Finally, case studies verify the effectiveness and superiority of the proposed method in both learning speed and forecasting accuracy.
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