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Analýza kauzálního dopadu×Bayesovské strukturální časové řady×
OborKauzální inferenceBayesovská statistika
RodinaRegression modelBayesian methods
Rok vzniku20152014
TvůrceKay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google)Scott & Varian (2014); Brodersen et al. (2015)
TypBayesian causal inference / counterfactual forecastingState-space model / Bayesian structural model
Původní zdrojBrodersen, K. H., Gallusser, F., Koehler, J., Remy, N., & Scott, S. L. (2015). Inferring causal impact using Bayesian structural time-series models. Annals of Applied Statistics, 9(1), 247-274. DOI ↗Scott, S. L. & Varian, H. R. (2014). Predicting the Present with Bayesian Structural Time Series. International Journal of Mathematical Modelling and Numerical Optimisation, 5(1/2), 4–23. DOI ↗
Další názvyCausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysisBSTS, Bayesian Yapısal Zaman Serisi (BSTS), bayesian state-space model, causal impact model
Příbuzné55
ShrnutíCausal Impact Analysis, introduced by Brodersen et al. (2015) at Google, uses Bayesian structural time-series models to estimate what would have happened to an outcome had an intervention never occurred. By constructing a probabilistic counterfactual from pre-treatment data and control covariates, it quantifies point-in-time and cumulative treatment effects with full posterior uncertainty intervals.Bayesian Structural Time Series (BSTS) is a state-space modelling framework, introduced by Scott and Varian (2014), that decomposes a time series into additive components — trend, seasonality, and regression — and estimates them jointly through Bayesian inference. It underpins Google's CausalImpact library and is a powerful tool for both forecasting and counterfactual causal analysis of interventions.
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ScholarGatePorovnat metody: Causal Impact Analysis · Bayesian Structural Time Series. Získáno 2026-06-17 z https://scholargate.app/cs/compare