arXiv:2611.08929v1 Announce Type: new Abstract: Probabilistic load forecasts for AI data centers need to represent both uncertainty under changing workloads and temporal dependence to support grid operations. This paper develops an open, grid-oriented benchmark using measured GPU power from a 448-GPU AI cluster. Forecasts are evaluated through four stages: probabilistic prediction, online uncertainty calibration, temporal scenario generation, and horizon-wide reserve sizing. Following a change in cluster utilization, a quantile LightGBM forecast achieves only 63.4% coverage for a nominal 90% interval, while online regime-conditioned calibration increases coverage to 87.3%. Even with well-calibrated marginal forecasts, independent sampling produces unrealistic ramp distributions and excessive reserve procurement. Reconstructing temporal dependence from historical forecast errors reduces the discrepancy in ramp statistics and lowers realized reserve cost by 7.4-10.6% across three forecasting tasks. These findings show that marginal forecast quality alone is insufficient for operational decisions and motivate joint evaluation of calibration, temporal structure, and decision outcomes.