How do I set up a time series model to predict percentages across time that need to aggregate up to 100%?

[jessegrabowski]

You could use a mutlinomial likelihood if you want the percentages to be latent, or you could use a dirichlet likelihood if you want to predict the percentages directly.

@Jordan_Howell

We cannot “just” make another forecasting model at the day level aggregate because when “month 3” becomes “month 2”, the forecast either has big jumps or dips (due to moving from one model to the next.)

What do you mean by this? If you have a daily model, it doesn’t know anything about moving from one month to the next.