I have two sets of data, drawn from the same source. I know that the data exhibits seasonal behavior, visible over each week and over each day, and am willing to assume that the seasonal behavior is the same between observations. I have timestamps for each observation.
The 'training' set is of arbitrary length, let's say 1 month. I can perform
HoltWinters or some other decomposition to get a seasonal adjustment.
The test set is of fixed length, say 6 hours. At this resolution, we still have seasonal behavior, however performing a decomposition would be meaningless.
How can I apply the seasonal trend that I found within the training set to the new set?