As the field of machine learning increasingly provides real value to power system operations, the availability of rich measurement datasets has become crucial for the development of new applications and technologies. This dissertation focuses on the use of time-series load data for the design of novel data-driven algorithms. Loads are one of the main factors driving the behavior of a power system and they depend on external phenomena which are not captured by traditional simulation tools. Thus, accurate models that capture the fundamental characteristics of time-series load dataare necessary. In the first part of this dissertation, an example of successful application of machine learning algorithms that leverage load data is presented. Prior work has shown that power systems energy management systems are vulnerable to false data injection attacks against state estimation. Here, a data-driven approach for the detection and localization of such attacks is proposed. The detector uses historical data to learn the normal behavior of the loads in a system and subsequently identify if any of the real-time observed measurements are being manipulated by an attacker. The second part of this work focuses on the design of generative models for time-series load data. Two separate techniques are used to learn load behaviors from real datasets and exploiting them to generate realistic synthetic data. The first approach is based on principal component analysis (PCA), which is used to extract common temporal patterns from real data. The second method leverages conditional generative adversarial networks (cGANs) and it overcomes the limitations of the PCA-based model while providing greater and more nuanced control on the generation of specific types of load profiles. Finally, these two classes of models are combined in a multi-resolution generative scheme which is capable of producing any amount of time-series load data at any sampling resolution, for lengths ranging from a few seconds to years.