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Многопериодный анализ причинно-следственного воздействия×Анализ причинно-следственного воздействия (Causal Impact Analysis)×
ОбластьПричинно-следственный выводПричинно-следственный вывод
СемействоRegression modelRegression model
Год появления2015 (base); multi-period extensions 2017–present2015
Автор методаBrodersen, Gallusser, Koehler, Remy & Scott (Google); extended to multi-period settings by subsequent applied workKay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google)
ТипBayesian structural time-series / quasi-experimentalBayesian causal inference / counterfactual forecasting
Основополагающий источникBrodersen, 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 ↗
Другие названияmulti-period CausalImpact, staggered causal impact, repeated-period causal impact, multi-wave CausalImpactCausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis
Связанные65
СводкаMulti-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.
ScholarGateНабор данных
  1. v1
  2. 2 Источники
  3. PUBLISHED
  1. v1
  2. 2 Источники
  3. PUBLISHED

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ScholarGateСравнение методов: Multi-period Causal Impact Analysis · Causal Impact Analysis. Получено 2026-06-18 из https://scholargate.app/ru/compare