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| ベイジアン構造時系列モデル× | ベイズ回帰× | |
|---|---|---|
| 分野 | ベイズ | ベイズ |
| 系統 | Bayesian methods | Bayesian methods |
| 提唱年≠ | 2014 | — |
| 提唱者≠ | Scott & Varian (2014); Brodersen et al. (2015) | — |
| 種類≠ | State-space model / Bayesian structural model | Bayesian linear model |
| 原典≠ | 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 ↗ | 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 |
| 別名≠ | BSTS, Bayesian Yapısal Zaman Serisi (BSTS), bayesian state-space model, causal impact model | bayesian linear regression, probabilistic regression, bayesian regresyon |
| 関連≠ | 5 | 2 |
| 概要≠ | 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. | Bayesian regression is a probabilistic version of linear regression that treats the model parameters as uncertain quantities. Instead of returning a single best-fit estimate, it combines prior knowledge with the observed data to produce a full posterior probability distribution for each parameter, from which credible intervals and predictions are read off. |
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