In this research work, deep machine learning based methods together with a novel data augmentation are developed for predicting flicker, voltage dip, harmonics and interharmonics originating from highly time-varying electric arc furnace (EAF) currents and voltage. The aim with the prediction is to counteract both the response and reaction time delays of active power filters (APFs) specifically designed for electric arc furnaces (EAF). Multiple synchronous Reference frame (MSRF) analysis is used to decompose the frequency components of the EAF current and voltage waveforms into dqo components. Then using low- pass filters and prediction of the future values of these dqo components, reference signals for APFs are generated. Three different methods have been developed. In two of them, a low- pass Butterworth filter is used together with a linear FIR based prediction or long short-term memory network (LSTM) for prediction. In the third method, a deep convolutional neural network (CNN) combined with a LSTM network is used to filter and predict at the same time. For a 40 ms prediction horizon, the proposed methods provide 2.06%, 0.31%, 0.99% prediction errors of the dqo components for the Butterworth and linear prediction, Butterworth and LSTM and CNN with LSTM, respectively. The error of the predicted reconstructed waveforms of flicker, harmonics, and interharmonics resulted in 8.5%, 1.90%, and 3.2% reconstruction errors for the above-mentioned methods. Finally, a Simulink and GPU based implementation of predictive APF using Butterworth filter + LSTM and a trivial APF resulted 96% and 60% efficiency on compensation of EAF current interharmonics.