Fast Additive Switching of Seasonality, Trend, and Exogenous Regressors // Implementation of the FASSTER (Forecasting with Additive Switching of Seasonality, Trend, and Exogenous Regressors) model for forecasting time series with multiple seasonal patterns. The model combines state space methodology with a switching component in the observation equation to allow flexible modeling of complex seasonal patterns, including time- varying effects and multiple seasonalities.