Seasonality manifests as periodic and repetitive fluctuations in a time series and hence are modeled as sum of weighted sum of sine waves of known periodicity. Assuming that long run trend has been removed by a trend line, the seasonality model can be expressed as xt = st + yt, where the seasonal variation 
with known periodicity is α.
Seasonality models are also known as harmonic regression model as they attempt to fit the sum of multiple sin waves.
The four models described here are building blocks of a fully-fledged time series model. As you might have gathered by now, a zero sum model represents irreducible error of the ...
