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helske / KFAS

KFAS: R Package for Exponential Family State Space Models
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incude multiple trends in SSMseasonal() function #31

Closed zuzanale closed 5 years ago

zuzanale commented 6 years ago

I was trying to include multiple seasonality in the SSModel. For example, I would like include both monthly and weekly seasonality in my daily time series data. Is it possible with a single SSMseasonal component, or is it necessary to inlcude two of them in order to capture each seasonality type separately?

helske commented 6 years ago

No, you need to add one SSMseasonal component per each seasonality.