Trend-Aware Multi-Task Learning for Short-Term Energy Forecasting

Abstract

Short-term energy forecasting plays an important role in real-time operational decision-making, such as electricity market bidding and power system dispatch, where both numerical accuracy and correct directional signals are essential. However, most existing forecasting approaches formulate the problem purely as a regression task, limiting their ability to explicitly capture stepwise directional movements and trend consistency required for operational decisions. To address this limitation, this paper proposes a trend-aware multi-task forecasting framework that decomposes forecasting outputs into directional movements and deviation magnitudes relative to the latest observation, enabling both accurate numerical prediction and interpretable trend-aware outputs. The framework adopts a task-specific dual-stream architecture and explores key design choices for integrating trend and deviation information, including hard versus probabilistic trend representations, symmetric versus asymmetric deviation modelling, and parallel versus sequential conditioning strategies. To stabilize multi-task learning and reduce manual tuning, an uncertainty-aware task weighting scheme is incorporated to automatically balance directional classification, deviation regression, and final output prediction during training. Experimental results on real-world energy datasets demonstrate that the proposed framework achieves competitive numerical accuracy compared with state-of-the-art algorithms, while consistently improving trend prediction performance with moderate computational cost. This capability is particularly beneficial in short-term energy system management, where consistent directional forecasting can provide more reliable decision support for practical operational scenarios such as market bidding, resource scheduling, and risk-aware energy management.