How does exponential smoothing treat seasonality when there are different time intervals to the seasonality. It seems that I have to designate a seasonality cycle for a model to work over time, however, my cycle is not always the same amount of days as I am looking at business days by month adjusted for holidays.

To give a little detail I've been looking at sales orders by day and have seen a large uptick in sales over the last ~3-5 business days of the month. However, when adjusted for holidays and weekends some months will have 20 business days, some will have 19, some will have 21. Is there any way for my ETS model to account for this? I face the same problem when I try to use seasonality coefficients on working days.

The only real solution I have come up with is to run a separate ETS model on each month since people generally get a day off even if a moving holiday falls on a weekend.