This is possible using some code along with the visual ML component of Dataiku.
You can use this example: http://gallery.dataiku.com/projects/TIMESERIES/flow/ as a starting point. The code element would mostly deal with slicing windows of the data, since ML models would only forecast one step ahead.
This is a great guide for Univariate Time Series time. However, I need to perform Multivariate Time Seriese Forecasting. Any suggestions on univariate ts forecasting using i.e. Vector Auto Regression (VAR)?