Recently time series forecasting has become one of the prime application areas of climatology, economics and industries. Many research works are conducted to forecast the time series more accurately. But few of them are concentrated on predicting the time series over an extended future horizon, and there is also a scope to improve their forecasting accuracy. This work proposes a multi-step-ahead foresting method to produce a stable and accurate forecasting result for the extended future horizon. Firstly, a deep learning-based forecasting model is proposed to predict the time series. Secondly, a fuzzy time series-based error correction model is implemented to enhance the prediction performance of the deep learning model. Here to optimize all the fuzzy time series (FTS) parameters in an integrated way, an integrated butterfly optimization (FTS-IBO) algorithm is proposed. In this study, two different types of real-world multivariate time series datasets are used to analyze the forecasting performance of the proposed model. The performance of the proposed FTS-IBO algorithm is compared with the traditional butterfly optimization (FTS-BO) algorithm. The experimental results show that the FTS-IBO technique is superior to the FTS-BO technique. The forecasting performance of the proposed model has also compared the other state-of-the-art models, and the simulation results exhibit that the proposed model produces a more accurate prediction performance for multi-step-ahead time series forecasting problems compared to other models.