Multiple seasonality

[jiedxu]

In our case, annual seasonality is ignored because we have only 122 days of data.

We don’t necessarily want to include all of the possible seasonal periods in our models — just the ones that are likely to be present in the data. For example, if we have only 180 days of data, we may ignore the annual seasonality. [FPP3]

• Two seasonal periods in ARIMA using R, crossvalidated
• Forecasting with long seasonal periods, Rob J Hyndman
• 13.1 Weekly, daily and sub-daily data, FPP3

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• Fan, S., & Hyndman, R. J. (2011). Short-term load forecasting based on a semi-parametric additive model. IEEE Transactions on Power Systems, 27(1), 134-141.
• Hyndman, R. J., & Fan, S. (2009). Density forecasting for long-term peak electricity demand. IEEE Transactions on Power Systems, 25(2), 1142-1153.