I have a series of daily temperatures and have fitted a model using the function
dlmModTrig of the package
dlm in R which uses trigonometric functions which is ok. However I would like to try the other alternative which is the function
dlmModSeas which uses
s - 1 parameters for s seasons in a year.
My question is, since I have daily would I need 12 - 1 parameters in order to capture a monthly seasonal component or would be 30 - 1? anyhow it's a large number of parameters...
In addition, what if I would like to capture different frequencies? shall I fit a model for each frequency and add them up?