I have a few time series (20+) to be jointly forecasted. They are minute-level data with an obvious weekly seasonality. Therefore the seasonality is 7*24*60=10080.
Typical time series model can not handle such a long seasonality, since it requires a huge number of seasonality parameters (I tried DLM and some similar models).
Most time series models require deseasonality before feeding, is there any way to deal with this long seasonality?