Military bands

When we first moved to Stockholm it was surprising to see a military band playing and marching down the street.  What was the occasion?! 

It's not uncommon to frequently hear bands from our apartment a block away from the Army Museum.  A large tour bus will pull up near the Army Museum, unload a full band, they'll play and march in the large parade ground in front of the museum, march down the street and seemingly disappear.  Sometimes the bands are accompanied by a full regiment on horseback. 

It is a regular event, sometimes it has to do with a special changing of the guard, a royal birthday or occasion but we still haven't really figured it out.   Now that Spring weather is here the bands are back.