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| Wielookresowa analiza wpływu przyczynowego× | Analiza wpływu przyczynowego× | |
|---|---|---|
| Dziedzina | Wnioskowanie przyczynowe | Wnioskowanie przyczynowe |
| Rodzina | Regression model | Regression model |
| Rok powstania≠ | 2015 (base); multi-period extensions 2017–present | 2015 |
| Twórca≠ | Brodersen, Gallusser, Koehler, Remy & Scott (Google); extended to multi-period settings by subsequent applied work | Kay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google) |
| Typ≠ | Bayesian structural time-series / quasi-experimental | Bayesian causal inference / counterfactual forecasting |
| 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 ↗ | 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 ↗ |
| Inne nazwy | multi-period CausalImpact, staggered causal impact, repeated-period causal impact, multi-wave CausalImpact | CausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis |
| Pokrewne≠ | 6 | 5 |
| Podsumowanie≠ | 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. | Causal Impact Analysis, introduced by Brodersen et al. (2015) at Google, uses Bayesian structural time-series models to estimate what would have happened to an outcome had an intervention never occurred. By constructing a probabilistic counterfactual from pre-treatment data and control covariates, it quantifies point-in-time and cumulative treatment effects with full posterior uncertainty intervals. |
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