The progressively advanced diffusion of energy from renewable sources leads to an increasingly articulated networks and their more complex management. Among of the main issues to be addressed there are the aleatory of renewable energy sources (RES), how to predict the power they feed into the grid and how to match all the different types of current energy production. In addition, both electrical and thermal load curves have been shaped to new lifestyles and consequently bring with them greater difficulties in being able to forecast this loads. Thus from these themes this thesis is born with the aim of being able to use more innovative methods in making predictions.