I am trying to decompose a time series using Holt Winters method and use it for forecast. I am trying to do this for weekly data of last 25-26 months.
The challenge is that the dates of the seasonal points keep on changing. E.g.
Diwali was on 13th Nov in 2012, 3rd Nov in 2013 and 23rd Oct in 2014. This may not give me a very close prediction, especially around this seasonal point.
In addition, there are other seasonal points that occur on same date, e.g. Christmas, Valentine Day, etc.
How do I handle this problem? Do I need to shift my time series for the seasonal points to coincide?