Smartphones have started to be used as self reporting tools for mental health state as they accompany individuals during their days and can therefore gather temporally fine grained data. However, the analysis of self reported mood data offers challenges related to non-homogeneity of mood assessment among individuals due to the complexity of the feeling and the reporting scales, as well as the noise and sparseness of the reports when collected in the wild. In this paper, we propose a new end-to-end ML model inspired by video frame prediction and machine translation, that forecasts future sequences of mood from previous self-reported moods collected in the real world using mobile devices. Contrary to traditional time series forecasting algorithms, our multi-task encoder-decoder recurrent neural network learns patterns from different users, allowing and improving the prediction for users with limited number of self-reports. Unlike traditional feature-based machine learning algorithms, the encoder-decoder architecture enables to forecast a sequence of future moods rather than one single step. Meanwhile, multi-task learning exploits some unique characteristics of the data (mood is bi-dimensional), achieving better results than when training single-task networks or other classifiers.