The Cybernetic Ghost of Christmas Past from the Future is a robot that appears to Kaiba to prevent him from attacking Ishizu with "Obelisk the Tormentor". He is a character borrowed from Aqua Teen Hunger Force and his behavior, as suits that series, is ridiculous. Kaiba listens to him anyway and tributes Obelisk for "Blue-Eyes White Dragon". His story of the "past" or future is based on the Terminator series.
He later appears again in "Kaiba's Real Father - Conclusion" to explain to Kaiba that he has no father and is in fact, a robot created by Freeza to build pyramids in the distant past. Kaiba then proclaims that although he would normally just leave and call this ridiculous, it actually explains a lot such as the fact that he has no emotions, his lack of genitalia, and has always had a strange urge to build pyramids in Egypt and be whipped while doing so, along with the strange birthmark saying "Made in Egypt".
The robot reappears at the end of "Yu-Gi-Oh! Bonds Beyond Time Abridged", where he has apparently been narrating the events of the film to Kaiba. He then admits to Kaiba he does have a father, and it is him. Kaiba doesn't believe him, but the robot ignores him and proclaims "I love you too, son."