Forecasting power consumptions of integrated electrical, heat or gas network systems is essential in order to operate more efficiently the whole energy network. Multi-energy systems are increasingly seen as a key component of future energy systems, and a valuable source of flexibility, which can significantly contribute to a cleaner and more sustainable whole energy system. Therefore, there is a stringent need for developing novel and performant models for forecasting multi-energy demand of integrated energy systems, which to account for the different types of interacting energy vectors and of the coupling between them. Previous efforts in demand forecasting focused mainly on the single electrical power consumption or, more recently, on the single heat or gas power consumptions. In order to address this gap, in this paper six novel prediction models based on Convolutional Neural Networks (CNNs) are developed, for either individual or joint prediction of multi-energy power consumptions: the single input/single output CNN model with determining the optimum number of epochs (CNN_1), the multiple input/single output CNN model (CNN_2), the single input/ single output CNN model with training/validation/testing datasets (CNN_3), the joint prediction CNN model (CNN_4), the multiple-building input/output CNN model (CNN_5) and the federated learning CNN model (CNN_6). All six novel CNN models are applied in a comprehensive manner on a novel integrated electrical, heat and gas network system, which only recently has started to be used for forecasting. The forecast horizon is short-term (next half an hour) and all the predictions results are evaluated in terms of the Signal to Noise Ratio (SNR) and the Normalized Root Mean Square Error (NRMSE), while the Mean Absolute Percentage Error (MAPE) is used for comparison purposes with other existent results from literature.

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