COMPSTAT 2022, Bologna, Italy, 23-26 August 2022. Time series data often contain a rich complexity of seasonal patterns. Time series that are observed at a sub-daily level can exhibit multiple seasonal patterns corresponding to different granularities such as hour-of-the-day, day-of-the-week or month-of-the-year. They can be nested (e.g., hour-of-the-day within day-of-the-week) and non-nested (e.g., day-of-the-year in both the Gregorian and Hijri calendars). We will discuss two new time series decomposition tools for handling seasonalities in time series data: MSTL and …