There's some interesting work around multi-month seasonality that covers what you're talking about, but Eamonn Keogh would probably have a better answer that I

There's some interesting work around multi-month seasonality that covers what you're talking about, but Eamonn Keogh would probably have a better answer that I :). Also, in regards to your performance issue, did you use the pip version or the code directly from Github?