[R] ARIMA with more than one seasonality period

[Paulo Tanimoto]

Dear R community,

I have a project with electricity load forecasting, and I got hourly
data for system load.  If you haven't worked with electricity before,
seasonality comes in many flavors: a daily pattern, with a peak at
around 7pm; a weekly pattern, in which we use more electricity on
weekdays in comparison to weekends; a winter-summer pattern, with air
conditioning and heaters playing an important role, etc.

In SAS, I could specify an ARIMA with multiple seasonality terms, say
(1,0,1) with period=24, and (1,0,1) with period=168 (I don't remember
the orders I was using).  This is how many studies I found on IEEE
were modeling electricity load and it worked pretty well with the data
I have.

However, I can't seem to find how to do that in R.  I've read the help
files a few times, but to no avail. Is it possible?  I hope I'm
missing something straightforward.

Thank you,

Paulo Tanimoto
University of Arizona