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st: multiple simultaneous seasonal influences


From   "Joshua H Tamayo-Sarver" <[email protected]>
To   <[email protected]>
Subject   st: multiple simultaneous seasonal influences
Date   Mon, 26 Aug 2013 15:08:10 -0700

I am trying to forecast hourly events with strong seasonal trends based on
hour of day, day of week, and month of year.  There is also variable yearly
trends.  I have tried including dummy variables for the three different
seasonal influences as endogenous variables in an ARIMA, but am uncertain of
where to turn for a better strategy or to learn about modeling multiple
seasonal influences.  Any help is appreciated.

---Josh


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