While trying to estimate the level, trend, and seasonal components with the
TBATS model (
forecast pkg in R), I notice that the plot of components of the time series does not include the seasonal component unless the frequency of the time series is specified explicitly.
On a fundamental level, my question, why is it necessary to specify the seasonal periods (or frequencies). Are there algorithms which determine the time periods by automatically (perhaps a
Fourier model) which can then be combined with
TBATS for accurate decomposition of components?