To operate energy supply plants properly from the viewpoints of stable energy supply, and energy and cost savings, it is important to predict energy demands accurately as basic conditions. Several methods of predicting energy demands have been proposed, and one of them is to use neural networks. Although local optimization methods such as gradient ones have conventionally been adopted in the back propagation procedure to identify the values of model parameters, they have the significant drawback that they can derive only local optimal solutions. In this paper, a global optimization method called "Modal Trimming Method" proposed for non-linear programming problems is adopted to identify the values of model parameters. In addition, the trend and periodic change are first removed from time series data on energy demand, and the converted data is used as the main input to a neural network. Furthermore, predicted values of air temperature and relative humidity are considered as additional inputs to the neural network, and their effect on the prediction of energy demand is investigated. This approach is applied to the prediction of the cooling demand in a building used for a bench mark test of a variety of prediction methods, and its validity and effectiveness are clarified. (C) 2008 Elsevier Ltd. All rights reserved.