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Predictive analytics play a significant role in ensuring optimal and secure operation of power systems, reducing energy consumption, detecting fault and diagnosis, and improving grid resilience. However, due to system nonlinearities, delay, and complexity of the problem because of many influencing factors (e.g., climate, occupants' behaviour, occupancy pattern, building type), it is a challenging task to get accurate energy consumption prediction. This paper investigates the accuracy and generalisation capabilities of deep highway networks (DHN) and extremely randomized trees (ET) for predicting hourly heating, ventilation and air conditioning (HVAC) energy consumption of a hotel building. Their performance was compared with support vector regression (SVR), a most widely used supervised machine learning algorithm. Results showed that both ET and DHN models marginally outperform the SVR algorithm. The paper also details the impact of increasing the deep highway network's complexity on its performance. The paper concludes that all developed models are equally applicable for predicting hourly HVAC energy consumption. Possible reasons for the minimum impact of DHN complexity and future research work are also highlighted in the paper. [ABSTRACT FROM AUTHOR]