[ENHANCEMENT] add_seasonality in prophet model

[voornd]

Is your proposed enhancement related to a problem? Please describe.
In the non-hts version of prophet, we use external variables in both the external_regressor way and in the 'add_seasonality' way, since the performance of using one or the other differs per variable. Currently (as far as I can tell), this option is not yet available here.

Describe the solution you'd like
Ideally we would be able to make the distinction between adding exogenous variables as regressors and as seasonality.

Describe alternatives you've considered
One option would be to add an extra parameter to the hierarchyTree besides exogenous (f.e. named seasonality)

another would be to be able to specificy the distinction in the exogenous dictionary.
f.e. instead of filling exogenous with:
'total': ['general_variable1','general_variable2']
you would also be able to fill it with:
'total': {name:'general_variable1', type: 'external_regressor'}, {name:'general_variable2', type: 'seasonality'}

Additional context
Once we agree on what would be the best solution here, we might also be able to pick up (part of) the implementation depending on the complexity.

[carlomazzaferro]

Sorry for the late reply, but I'd be happy to support that feature.

'total': {name:'general_variable1', type: 'external_regressor'}, {name:'general_variable2', type: 'seasonality'}`

this pattern seems to fit well the current implementation. Let me know if you are still interested in contributing.

[cdeterman]

Am I correct in understanding this issue/enhancement is in regards to adding external regressors (e.g. holidays) to the hts model? I want to make sure I don’t open a duplicate issue if so.