I am trying to model a time series in python using python 2.7.11 and the excellent statsmodels.tsa package. My data consists of hourly measurements of traffic intensity over several weeks. Thus, the data has multiple seasonal components, days form a 24 hour period; weeks form a 168 hour period.
At this point, the modeling options in statsmodels.tsa are not set up to handle multiple seasonality, as they only allow for the specification of one seasonal factor. However, I came across …