Multi-step forecasting via temporal aggregation

A cloud infrastructure node, comprising:

• a processor;
• and
• a computer-readable medium including instructions that, when executed by the processor, cause the processor to:
• receive a time series comprising a first time step value and a second time step value;
• generate a temporally aggregated time series by summing the first time step value and the second time step value to create a third time step value;
• calculate a first set of input values from the time series and a second set of input values from the temporally aggregated time series, the first set of input values and the second set of input values being based at least in part on a same set of input features;
• and
• forecast a fourth time step value using the first set of input values from the time series, and a fifth time step value using the second set of input values from the temporally aggregated time series.

A non-transitory computer-readable medium having stored thereon a sequence of instructions which, when executed, causes a processor to perform operations comprising:

• receiving a time series comprising a first time step value and a second time step value;
• generating a temporally aggregated time series by summing the first time step value and the second time step value to create a third time step value;
• calculating a first set of input values from the time series and a second set of input values from the temporally aggregated time series, the first set of input values and the second set of input values being based at least in part on a same set of input features;
• and
• forecasting a fourth time step value using the first set of input values from the time series, and a fifth time step value using the second set of input values from the temporally aggregated time series.