Energy demand forecast has an important practical significance for the sustainable development of the national economy, the reasonable allocation of resources, and the construction of modernization goals. This study is based on the analysis of coal, electricity, natural gas, and other energy data in Yunnan Province from 2011 to 2018 and uses long short-term memory, sequence to sequence, deep learning, and ridge regression coupling methods to construct an energy demand forecast model in Yunnan Province. Forecast results show the following. The total energy consumption of Yunnan Province from 2021 to 2025 will continue to increase. Moreover, the coal consumption of Yunnan Province will continue to decline from 2021 to 2025. Furthermore, the electricity consumption of Yunnan will increase by about 8.02% year-on-year from 2021 to 2025. The experiment proves that the forecasting effect of the energy demand forecast model proposed in this study is excellent.
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