Multiple seasonality with ARIMA models about forecast HOT 4 CLOSED

Having auto.arima and arima handle multiple seasonality would be of tremendous help to the forecasting community. Looking forward for this enhancement.

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this would be awesome :)

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The way to handle this is it to use fourier terms in Arima and auto.arima. fourier() now handles multiple seasonal time series.

from forecast.

thanks

2016-03-13 9:39 GMT+01:00 Rob J Hyndman [email protected]:

The way to handle this is it to use fourier terms in Arima and auto.arima.
fourier() now handles multiple seasonal time series.

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Marco De Nadai
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