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Kausaalivaikutusanalyysi×Bayesiläinen rakenteellinen aikasarja×
TieteenalaKausaalipäättelyBayesilainen tilastotiede
MenetelmäperheRegression modelBayesian methods
Syntyvuosi20152014
KehittäjäKay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google)Scott & Varian (2014); Brodersen et al. (2015)
TyyppiBayesian causal inference / counterfactual forecastingState-space model / Bayesian structural model
AlkuperäislähdeBrodersen, 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 ↗
RinnakkaisnimetCausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysisBSTS, Bayesian Yapısal Zaman Serisi (BSTS), bayesian state-space model, causal impact model
Liittyvät55
TiivistelmäCausal 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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ScholarGateVertaile menetelmiä: Causal Impact Analysis · Bayesian Structural Time Series. Haettu 2026-06-17 osoitteesta https://scholargate.app/fi/compare