Seasonality and Trends

Abacus supports one built-in seasonality switch on PanelMMM and a broader additive-effect mechanism for custom seasonality, trend, and event terms.

Built-in yearly seasonality

Set yearly_seasonality=<int> to add a yearly Fourier term directly to the main model specification.

mmm = PanelMMM(
    date_column="date",
    target_column="sales",
    channel_columns=["tv", "search"],
    yearly_seasonality=3,
    adstock=GeometricAdstock(l_max=8),
    saturation=LogisticSaturation(),
)

This creates:

• fourier_contribution as the unsummed Fourier basis contribution
• yearly_seasonality_contribution as the additive contribution to mu

The prior for this built-in seasonality comes from model_config["gamma_fourier"].

What yearly_seasonality means

yearly_seasonality is the Fourier order passed to YearlyFourier.

It must be a positive integer. Abacus validates this at construction time.

Custom additive effects

For anything beyond built-in yearly seasonality, use mu_effects.

Each effect must add a tensor with dims:

("date", *dims)

Abacus ships three retained additive-effect types:

FourierEffect

FourierEffect wraps a FourierBase implementation such as:

• YearlyFourier
• MonthlyFourier
• WeeklyFourier

Example:

from abacus.mmm.additive_effect import FourierEffect
from abacus.mmm.fourier import WeeklyFourier

mmm.mu_effects.append(
    FourierEffect(
        fourier=WeeklyFourier(n_order=3, prefix="weekly_fourier")
    )
)

LinearTrendEffect

LinearTrendEffect wraps LinearTrend, which models piecewise linear trend changes through changepoints.

Example:

from abacus.mmm import LinearTrend
from abacus.mmm.additive_effect import LinearTrendEffect

mmm.mu_effects.append(
    LinearTrendEffect(
        trend=LinearTrend(
            n_changepoints=8,
            include_intercept=False,
            dims=("geo",),
        ),
        prefix="trend",
    )
)

Events

For events, the retained public surface on PanelMMM is add_events(...).

Example:

import pandas as pd

from pymc_extras.prior import Prior

from abacus.mmm.events import EventEffect, GaussianBasis

df_events = pd.DataFrame(
    {
        "name": ["promo", "launch"],
        "start_date": pd.to_datetime(["2025-02-01", "2025-03-10"]),
        "end_date": pd.to_datetime(["2025-02-07", "2025-03-14"]),
    }
)

effect = EventEffect(
    basis=GaussianBasis(
        priors={"sigma": Prior("Gamma", mu=7, sigma=1, dims="event")}
    ),
    effect_size=Prior("Normal", mu=0, sigma=1, dims="event"),
    dims=("event",),
)

mmm.add_events(
    df_events=df_events,
    prefix="event",
    effect=effect,
)

The event effect dims must include the event prefix plus the model dims.

When to register effects

Add custom effects before you build or fit the model.

That applies to:

• mmm.mu_effects.append(...)
• mmm.add_events(...)

If you build the model first and only then append effects, those new terms are not part of the existing graph.

YAML effects

The YAML builder supports top-level effects: entries. Example:

effects:
  - type: linear_trend
    prefix: trend
    n_changepoints: 8
    include_intercept: false
  - type: weekly_fourier
    order: 3
    prefix: weekly_fourier

The builder appends these effects before calling build_model(...).

Choosing between built-in and custom seasonality

Use yearly_seasonality when you need a compact built-in annual effect.

Use FourierEffect when you need:

• weekly seasonality
• monthly seasonality
• multiple seasonal effects together
• custom Fourier prefixes or priors

Common pitfalls

• Adding effects after the model has already been built
• Using event effect dims that do not include the required prefix
• Treating yearly_seasonality and a custom yearly Fourier effect as if they were separate concepts when they are both additive seasonal terms

Next steps

• Read Time-Varying Parameters if you want trend or media behaviour to vary smoothly over time.
• Read Calibration if you want to constrain the specification with external measurements.