Preprocessing question

Here’s how I extracted the relevant data from “train_values.csv”

Can someone confirm this is what we’re supposed to do in terms of readying the data for machine learning?

The benchmark notebook has an example of how to get started:

This is my first time to compete in time series forecasting.

I don’t expect someone to response, however, is this a multi-step forecasting problem?

This is not a timeseries forecasting competition. Instead it is a regression question (what is the quantity of turbidity?) where the features that are used by the models are generated by timeseries. That said, you could do forecasting as an intermediate step but it is not strictly necessary. The linked benchmark will show you an example.