Holidays are not something that can be catchedhandled by STL decomposition. Instead you should use a model that enables you to include holiday dummies. One such model is Facebook's prophet, that is able to decompose the time-series to seasonal patterns, trend, include specific dummies, and allow for structural changes by detecting changepointschange-points and using them as variables for piecewise regression.
sfjac
- 313
- 3
- 12