Abstract: The present invention provides an interpretable power load prediction method, system and terminal machine, relating to the field of power load prediction. The method comprises: initializing three factors—seasonal factor, trend factor, and smoothing factor, denoted as S1, T1, and I1 respectively; calculating states of the three factors for time t+1 in a current DeepES unit; outputting the three factors St+1, Tt+1, and It+1 to a next DeepES unit; repeating until a n-th DeepES unit completes its operation; calculating a predicted value Y based on the three factors that are outputted from a final DeepES unit. In power load prediction, constructing an interpretable prediction model enables users to understand the inference process of the model, therefore helps enhance the credibility of the model.