smooth in Python: TBATS implementation
TBATS is a popular exponential smoothing model for data with complex seasonality: long seasonal periods, fractional ones (e.g. 52.18 weeks in a year, as I discussed in my previous post), and several of them at once. It models seasonality with harmonics and includes a Box-Cox transformation, ETS level and trend, and ARMA errors (De Livera, … Read more