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• A novel integrated short-term power load forecasting system is proposed. • The fuzzy granulation technique simplifies the large-scale dataset and extracts the effective characteristics of the raw data. • A novel multi-objective variant of the tuna swarm optimizer is utilized to integrate multiple forecasting sequences. • The optimal weight coefficients of the ensemble model are theoretically demonstrated to be the Pareto optimal solutions. • Our proposed forecasting system can gauge the uncertainty of future electricity load. As an irreplaceable power source, electricity is responsible for sustaining the national economy and social development, and the precondition for the power system's stable operation is to perform an accurate short-term load forecast (STLF). However, with the increasing forms of social power consumption and the emergence of large-scale sustainable resources on the grid, which make STLF increasingly challenging as the power load exhibits greater stochasticity and instability. Therefore, a novel STLF system is developed in this paper, which incorporates data fuzzy granulation, a high-performance optimizer for integrating forecasting sequences, point and interval forecasts. Moreover, the performance tests of the optimization algorithm verify that our proposed optimizer can obtain more approximate solution sets to the real Pareto front and outshines the traditional optimization algorithm concerning convergence and diversity. Load data from three regions of Australia demonstrate that our developed system can remarkably contribute to the accuracy and stability of the STLF , and also quantify the volatility and uncertainty of the power load, which allows power workers to better capture the fluctuation interval of future loads and effectively enhance the flexibility of grid operation. [ABSTRACT FROM AUTHOR]