Hi Matin,

This is a huge task and you probably need to have access to a paid data set. Generally these data sets are in already multivariate time series and you can use for analysis as well as forecasting. Second harder option is through sample meter readings( small area estimates) as in many countries the electricity meters are smart electricity meters.(meaning they also calibrate for solar panels) as in my home in Australia.Finally watch out when dealing with consumption readings as one is direct consumption ( real consumption) and second one which is reactive.(inside power transmission lines)

As a head up you could see the available data on eia (US energy info admn).