[mstl_decomposition] add exogenous features support #884
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Description
Description
I'm seasonal decomposition as a features for next level model(gbt). I pass MSTL based of AutoArima trend as a model. So both models support exogenous features.
Use case
This can make decomposition more accurate as it may help to clear trend and seasonal components from for example holidays effect. Year seasonality may be the solution, but not enough trustful data available.