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| 複数期間因果影響分析× | ベイジアン因果影響分析 (Bayesian Causal Impact Analysis)× | |
|---|---|---|
| 分野 | 因果推論 | 因果推論 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 2015 (base); multi-period extensions 2017–present | 2015 |
| 提唱者≠ | Brodersen, Gallusser, Koehler, Remy & Scott (Google); extended to multi-period settings by subsequent applied work | Brodersen, Gallusser, Koehler, Remy & Scott (Google) |
| 種類≠ | Bayesian structural time-series / quasi-experimental | Bayesian causal inference / time series |
| 原典 | Brodersen, 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 ↗ | Brodersen, 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 ↗ |
| 別名 | multi-period CausalImpact, staggered causal impact, repeated-period causal impact, multi-wave CausalImpact | CausalImpact, Bayesian structural time series causal inference, BSTS causal impact, Bayesian intervention analysis |
| 関連≠ | 6 | 4 |
| 概要≠ | Multi-period Causal Impact Analysis extends the Bayesian structural time-series framework of Brodersen et al. (2015) to settings where an intervention occurs across multiple distinct periods, is applied at staggered times to different units, or where researchers wish to evaluate cumulative and period-specific effects within a single unified model. It builds a synthetic counterfactual from control covariates and projects it across each intervention window to quantify causal effects. | Bayesian Causal Impact Analysis uses a Bayesian structural time series (BSTS) model to estimate the causal effect of an intervention on a time series outcome. Developed by Brodersen and colleagues at Google in 2015, it builds a probabilistic counterfactual — what the series would have looked like without the intervention — from pre-intervention data and optional control covariates, then compares it with the observed post-intervention values to produce a fully Bayesian posterior over the causal effect. |
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