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中断時系列分析(Interrupted Time Series, ITS)×ベイジアン構造時系列モデル×
分野因果推論ベイズ
系統Regression modelBayesian methods
提唱年20022014
提唱者Wagner, Soumerai, Zhang & Ross-Degnan (segmented regression); Bernal, Cummins & Gasparrini (tutorial)Scott & Varian (2014); Brodersen et al. (2015)
種類Quasi-experimental segmented regressionState-space model / Bayesian structural model
原典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. 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 ↗
別名ITS analysis, segmented regression of time series, Kesintili Zaman Serisi (ITS) AnaliziBSTS, Bayesian Yapısal Zaman Serisi (BSTS), bayesian state-space model, causal impact model
関連55
概要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.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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ScholarGate手法を比較: Interrupted Time Series · Bayesian Structural Time Series. 2026-06-18に以下より取得 https://scholargate.app/ja/compare