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Description
Describe the feature or idea you want to propose
it would be good to have our own implementation of TBATS
De Livera, A. M., Hyndman, R. J., & Snyder, R. D. (2011). Forecasting time series with complex seasonal patterns using exponential smoothing. Journal of the American Statistical Association, 106(496), 1513–1527. https://doi.org/10.1198/jasa.2011.tm09771
Describe your proposed solution
R version here
https://www.rdocumentation.org/packages/forecast/versions/8.24.0/topics/tbats
Python one here,
https://github.com/intive-DataScience/tbats
Describe alternatives you've considered, if relevant
we used to have a dependency on this but iirc it made testing horrible. I think a bespoke implementation is the best way foreward