مقایسهٔ روش‌ها

	سری‌های زمانی ساختاری بیزی	تحلیل سری زمانی مقطع‌دار (ITS)	زنجیره مارکوف مونت کارلو (MCMC)
حوزه	بیزی	استنتاج علّی	بیزی
خانواده	Bayesian methods	Regression model	Bayesian methods
سال پیدایش	2014	2002	—
پدیدآور	Scott & Varian (2014); Brodersen et al. (2015)	Wagner, Soumerai, Zhang & Ross-Degnan (segmented regression); Bernal, Cummins & Gasparrini (tutorial)	—
نوع	State-space model / Bayesian structural model	Quasi-experimental segmented regression	Posterior sampling algorithm
منبع بنیادین	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.	Bernal, J. L., Cummins, S., & Gasparrini, A. (2017). Interrupted time series regression for the evaluation of public health interventions: a tutorial. International Journal of Epidemiology, 46(1), 348-355.	Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955
نام‌های دیگر	BSTS, Bayesian Yapısal Zaman Serisi (BSTS), bayesian state-space model, causal impact model	ITS analysis, segmented regression of time series, Kesintili Zaman Serisi (ITS) Analizi	markov chain monte carlo, MCMC sampling, MCMC (Markov Zinciri Monte Carlo)
مرتبط	5	5	3
خلاصه	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.	Interrupted Time Series analysis is a quasi-experimental design that estimates the effect of a single, well-dated intervention by comparing the trajectory of an outcome before and after it occurs. Formalised as segmented regression by Wagner and colleagues (2002) and popularised as a public-health evaluation tutorial by Bernal, Cummins and Gasparrini (2017), it separates the intervention's impact into a change in level and a change in slope.	Markov Chain Monte Carlo (MCMC) is a family of computational algorithms for sampling from complex probability distributions, most commonly the posterior distributions that arise in Bayesian inference. Rather than computing posteriors analytically — which is rarely possible for realistic models — MCMC constructs a Markov chain whose stationary distribution is the target posterior and draws dependent samples from it, enabling full probabilistic inference for virtually any model.