1. A computer-implemented method of using graphical user interfaces to analyze unstructured time stamped data of a physical process in order to generate structured hierarchical data for a hierarchical forecasting application, said method comprising: providing, using one or more data processors, a first series of user display screens that are displayed through one or more graphical user interfaces, wherein the first series of user display screens are configured to be displayed in a step-wise manner so that a user can specify a first approach through a series of predetermined steps on how the unstructured data is to be structured; storing, using the one or more data processors, in a tracking data structure what information the user has specified in the first series of screens and where in the first series of user display screens the user is; providing, using the one or more data processors, a second series of user display screens that are displayed through one or more graphical user interfaces, wherein the second series of user display screens are configured to be displayed in a step-wise manner so that the user can specify a second approach through the series of predetermined steps on how the unstructured data is to be structured; storing, using the one or more data processors, in the tracking data structure what information the user has specified in the second series of screens and where in the second series of user display screens the user is; using, using the one or more data processors, tracking data that is stored in the tracking data structure to facilitate the user going back and forth between the first and second series of user display screens without losing information or place in either the first or second user display screens; and structuring, using the one or more data processors, the unstructured data into a hierarchical structure based upon information provided by the user through the first or second series of user display screens, wherein the structured hierarchical data is provided to an application for analysis using one or more time series analysis functions.