Resilient Load Forecasting under Climate Change: Adaptive Conditional Neural Processes for Few-Shot Extreme Load Forecasting

Extreme weather can substantially change electricity consumption behavior, causing load curves to exhibit sharp spikes and pronounced volatility. If forecasts are inaccurate during those periods, power systems are more likely to face supply shortfalls or localized overloads, forcing emergency actions such as load shedding and increasing the risk of service disruptions and public-safety impacts. This problem is inherently difficult because extreme events can trigger abrupt regime shifts in load patterns, while relevant extreme samples are rare and irregular, making reliable learning and calibration challenging. We propose AdaCNP, a probabilistic forecasting model for data-scarce condition. AdaCNP learns similarity in a shared embedding space. For each target data, it evaluates how relevant each historical context segment is to the current condition and reweights the context information accordingly. This design highlights the most informative historical evidence even when extreme samples are rare. It enables few-shot adaptation to previously unseen extreme patterns. AdaCNP also produces predictive distributions for risk-aware decision-making without expensive fine-tuning on the target domain. We evaluate AdaCNP on real-world power-system load data and compare it against a range of representative baselines. The results show that AdaCNP is more robust during extreme periods, reducing the mean squared error by 22\% relative to the strongest baseline while achieving the lowest negative log-likelihood, indicating more reliable probabilistic outputs. These findings suggest that AdaCNP can effectively mitigate the combined impact of abrupt distribution shifts and scarce extreme samples, providing a more trustworthy forecasting for resilient power system operation under extreme events.