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Explore holidays #23

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@amyheather

Should consider per metric - some holidays might be really important e.g., for Calls but not for Responses. @TomMonks parsimony... if it's not doing anything, it should be removed, keep things simple. For all models but particularly ARIMA, where holidays are coded as a single dummy variable.

Should short-notice weather-related events be included as holidays?

Could ARIMA include holidays any better? e.g.,

  • Not just single dummy variable.
  • Change creation of holiday dummy variable for ARIMA so that it doesn't just use dates, but also uses lower_window and upper_window (already have function for this - expand_holiday_windows() - just need to apply).

Potentially relevant: dynamic regression with lagged predictors

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