Medium-term electric energy demand forecasting is an essential tool for power system planning and operation, mainly in those countries whose power systems operate in a deregulated environment. This paper proposes a novel approach to monthly electric energy demand time series forecasting, in which it is split into two new series: the trend and the fluctuation around it. Then two neural networks are trained to forecast them separately. These predictions are added up to obtain an overall forecasting. Several methods have been tested to find out which of them provides the best performance in the trend extraction. The proposed technique has been applied to the Spanish peninsular monthly electric consumption. The results obtained are better than those reached when only one neural network was used to forecast the original consumption series and also than those obtained with the ARIMA method

Industry 4.0 is in continuous technological growth that benefits all sectors of industry and society in general. This article reviews the Digital Twin (DT) concept and the interest of its application in photovoltaic installations. It compares how other authors use the DT approach in photovoltaic installations to improve the efficiency of the renewable energy generated and consumed, energy prediction and the reduction of the operation and maintenance costs of the photovoltaic installation. It reviews how, by providing real-time data and analysis, DTs enable more informed decision-making in the solar energy sector. The objectives of the review are to study digital twin technology and to analyse its application and implementation in PV systems.

European Union Allowances (EUAs) are rights to emit CO₂ that may be sold or bought by enterprises. They were originally created to try to reduce greenhouse gas emissions, although they have become assets that may be used by financial intermediaries to seek for new business opportunities. Therefore, forecasting the time evolution of their price is very important for agents involved in their selling or buying. Neural Networks, an artificial intelligence paradigm, have been proved to be accurate and reliable tools for time series forecasting, and have been widely used to predict economic and energetic variables; two of them are used in this work, the Multilayer Preceptron (MLP) and the Long Short-Term Memories (LSTM), along with another artificial intelligence algorithm (XGBoost). They are combined with two preprocessing tools, decomposition of the time series into its trend and fluctuation and decomposition into Intrinsic Mode Functions (IMF) by the Empirical Mode Decomposition (EMD). The price prediction is obtained by adding those from each subseries. These two tools are combined with the three forecasting tools to provide 20 future predictions of EUA prices. The best results are provided by MLP-EMD, which is able to achieve a Mean Absolute Percentage Error (MAPE) of 2.91% for the first predicted datum and 5.65% for the twentieth, with a mean value of 4.44%.