--This paper presents a novel deep learning architecture for short term load forecasting of building energy loads. The architecture is based on a simple base learner and multiple boosting systems that are modelled as a single deep neural network. The architecture transforms the original multivariate time series into multiple cascading univariate time series. T ogether with sparse interactions, parameter sharing and equivariant representations, this approach makes it possible to combat against overfitting while still achieving good presentation power with a deep network architecture. The architecture is evaluated in several short-term load forecasting tasks with energy data from an office building in Finland. The proposed architecture outperforms state-of-the-art load forecasting model in all the tasks. Due to increasing utilization of renewables controlling the demand flexibility is becoming crucial part of the stabilization of smart grids. In this setting individual buildings are becoming key resources since buildings consume 32% of global final energy use [1].