Short-term load forecasting is important for proxy electricity purchasing in the electricity spot trading market. In this paper, a model SFPFMformer for short-term power load forecasting is proposed to address the issue of balancing accuracy and timeliness. In SFPFMformer, the random forest algorithm is applied to select the most important attributes, which reduces redundant attributes and improves performance and efficiency; then, multiple timescale segmentation is used to extract load data features from multiple time dimensions to learn feature representations at different levels. In addition, fusion time location encoding is adopted in Transformer to ensure that the model can accurately capture time-position information. Finally, we utilize a depthwise separable convolution block to extract features from power load data, which efficiently captures the pattern of change in load. We conducted extensive experiment on real datasets, and the experimental results show that in 4 h prediction, the RMSE, MAE, and MAPE of our model are 1128.69, 803.91, and 2.63%, respectively. For 24 h forecast, the RMSE, MAE and MAPE of our model are 1190.51, 897.26, and 2.97%, respectively. Compared with existing methods, such as Informer, Autoformer, ETSformer, LSTM, and Seq2seq, our model has better precision and time performance for short-term power load forecasting for proxy spot trading.

Short-term load forecasting of distributed user groups is crucial for the efficient operation of electricity markets, but existing methods mainly rely on intra-group consistency while neglecting inter-group correlations, which limits the utilization of cross-group information and reduces forecasting accuracy. To overcome these limitations, this study introduces a clustering and multi-task learning-based framework for short-term load forecasting of distributed user groups. First, historical load data are clustered to form representative consumption groups. Next, a Transformer encoder is used as a hard parameter shared network for multi-task learning. Within the multi-task framework, we apply dynamic task weighting and task-specific prediction heads, which balance multi-task losses while optimizing the forecasting performance of each group. Moreover, a filter-attention mechanism and an Inception convolution module are introduced into the encoder to improve local pattern extraction and multi-scale feature fusion. Experiments conducted on two publicly available datasets show that, for the London smart meter dataset, the MAE values of the clusters are 0.2858 and 0.4312, and the RMSE values are 0.5042 and 0.5266. On different clusters of the UCI electricity load dataset, the MAE values are 0.1617, 0.1554, and 0.2608, and the RMSE values are 0.2299, 0.2130, and 0.3678, respectively. These results demonstrate that our method outperforms baseline models and significantly improves the accuracy of distributed user short-term load forecasting in electricity markets.