In this paper, we study a non-linear model used to estimate and forecast the
electricity load, that usually requires four or more years worth of data to
avoid any overfitting phenomenon. We first propose a non-informative prior to
be used when the number of observations is large enough. When the observations
are too few, we propose a hierarchical prior to include information coming from
another bigger, similar, sample. The posterior densities associated with these
two priors are derived and a MCMC algorithm is provided in each case.