Сравнение методов
Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| Многопериодный анализ причинно-следственного воздействия× | Анализ причинно-следственного воздействия (Causal Impact Analysis)× | |
|---|---|---|
| Область | Причинно-следственный вывод | Причинно-следственный вывод |
| Семейство | Regression model | Regression model |
| Год появления≠ | 2015 (base); multi-period extensions 2017–present | 2015 |
| Автор метода≠ | 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) |
| Тип≠ | Bayesian structural time-series / quasi-experimental | Bayesian causal inference / counterfactual forecasting |
| Основополагающий источник | 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 ↗ |
| Другие названия | multi-period CausalImpact, staggered causal impact, repeated-period causal impact, multi-wave CausalImpact | CausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis |
| Связанные≠ | 6 | 5 |
| Сводка≠ | 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. |
| ScholarGateНабор данных ↗ |
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