The prediction of future energy consumption of buildings based on historical performances is an important approach to achieve energy efficiency. A simulation method is here introduced to obtain sufficient clean historical consumption data to improve the accuracy of the prediction. The widely used statistical learning method, Support Vector Machines (SVMs), is then applied to train and to evaluate the prediction model. Due to the time-consuming problem of the training process, a parallel approach is applied to improve the speed of the training of large amounts of data when considering multiple buildings. The experimental results show very good performance of this model and of the parallel approach, allowing the application of Support Vector Machines on more complex problems of energy efficiency involving large datasets.