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The AWS Forecast service does not currently have a method to reduce the number of output files using the console, CLI, or the SDK. The service is designed in such a way that it dynamically calculates the number of output CSV files.
A feature request exists for exporting data to a single file but I am unable to provide an ETA of when/if such a feature would be implemented. To work around this, you may consider using the “Improving Forecast Accuracy with Machine Learning” solution (1) to create an aggregated view of all your forecast data (inputs and outputs), query your forecast output within AWS Athena, and then export the query results as a single CSV.
Resources: (1). https://aws.amazon.com/solutions/implementations/improving-forecast-accuracy-with-machine-learning/
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