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| Bajezijanska analiza kauzalnog uticaja× | Analiza uzročnog uticaja× | |
|---|---|---|
| Oblast | Kauzalno zaključivanje | Kauzalno zaključivanje |
| Porodica | Regression model | Regression model |
| Godina nastanka | 2015 | 2015 |
| Tvorac≠ | Brodersen, Gallusser, Koehler, Remy & Scott (Google) | Kay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google) |
| Tip≠ | Bayesian causal inference / time series | Bayesian causal inference / counterfactual forecasting |
| Temeljni izvor | 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 ↗ |
| Drugi nazivi | CausalImpact, Bayesian structural time series causal inference, BSTS causal impact, Bayesian intervention analysis | CausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis |
| Srodne≠ | 4 | 5 |
| Sažetak≠ | 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. | 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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