1. A method executed by a computer of performing forecasting, comprising: receiving a first data collection having data values at first intervals; building, by the computer, a first forecasting model based on the first data collection; building, by the computer, a second forecasting model based on a second data collection having intervals aggregated from intervals of the first data collection, wherein the second forecasting model is at a different aggregation level than the first forecasting model; and computing, by the computer, metrics by performing tests on the first and second data collections to determine which of the first and second forecasting models has a better forecast quality.