Is there a good java library for doing time series energy consumption forecasting based on weather data and other variables?
If you just want to get a forecast, use automatic forecasting software like Autobox, ForecastPro, SCA, etc.
- Comparison of different software: https://stats.stackexchange.com/questions/68253/expert-forecasting-software-evaluation
- Worked example: http://people.duke.edu/~rnau/autocomp.htm
If you are doing research on forecasting techniques, there are some Java packages, for example:
However, Java is not very widely used for this; if you must use Java you will likely have a feeling of being out in the cold. R and Python would have much more packages, examples, etc. A tiny sample of what is available in R: