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베이지안 인과적 영향 분석(Bayesian Causal Impact Analysis)×합성 통제 방법 (SCM)×
분야인과추론인과추론
계열Regression modelRegression model
기원 연도20152003–2010
창시자Brodersen, Gallusser, Koehler, Remy & Scott (Google)Alberto Abadie & Javier Gardeazabal (2003); Abadie, Diamond & Hainmueller (2010)
유형Bayesian causal inference / time seriesQuasi-experimental causal inference
원전Brodersen, 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 ↗Abadie, A., Diamond, A., & Hainmueller, J. (2010). Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California's Tobacco Control Program. Journal of the American Statistical Association, 105(490), 493-505. DOI ↗
별칭CausalImpact, Bayesian structural time series causal inference, BSTS causal impact, Bayesian intervention analysisSCM, synthetic control, synth estimator, Abadie-Diamond-Hainmueller method
관련44
요약Bayesian 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.The Synthetic Control Method estimates the causal effect of a treatment or policy on a single treated unit by constructing a weighted combination of untreated units — the synthetic control — that closely resembles the treated unit before the intervention. The gap between the treated unit and its synthetic counterpart after the intervention is the estimated treatment effect.
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