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| Bayesowska analiza wpływu przyczynowego× | Analiza przerwanych szeregów czasowych (ITS)× | |
|---|---|---|
| Dziedzina | Wnioskowanie przyczynowe | Wnioskowanie przyczynowe |
| Rodzina | Regression model | Regression model |
| Rok powstania≠ | 2015 | 2002 |
| Twórca≠ | Brodersen, Gallusser, Koehler, Remy & Scott (Google) | Wagner, Soumerai, Zhang & Ross-Degnan (segmented regression); Bernal, Cummins & Gasparrini (tutorial) |
| Typ≠ | Bayesian causal inference / time series | Quasi-experimental segmented regression |
| Źródło pierwotne≠ | 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 ↗ | 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 ↗ |
| Inne nazwy≠ | CausalImpact, Bayesian structural time series causal inference, BSTS causal impact, Bayesian intervention analysis | ITS analysis, segmented regression of time series, Kesintili Zaman Serisi (ITS) Analizi |
| Pokrewne≠ | 4 | 5 |
| Podsumowanie≠ | 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. | 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. |
| ScholarGateZbiór danych ↗ |
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