Data Science Stack Exchange
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Questions tagged [causalimpact]

14 questions
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Cross correlation

I am trying to find a good algo (low latency) that is able to take two time series and determine which one is leading on the other one if any. The time series do not necessarily have the same timestamp. There is a thing called the granger…
percojazz
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How far or close would feature importance information from an ML model is from causal diagrams?

The title pretty much covers my question, but to elaborate it: given data (let's assume, for simplicity, it is good enough representation of the underlying distribution) for a binary classification problem (again, for simplicity, and to give a…
dbm
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difference between feature interactions and confounding variables

Let me define the problem space. I am working a binary classification problem. I am trying to build a causal model as well as predictive model. My aim is to find list of significant features (based on causal model) and use that to build a predictive…
The Great
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Google's Bayesian Structural Time-Series

I am attempting to get my head around Google's Causal Impact paper, which isn't completely clear to me. In the methodology part of the paper, the authors say: "The framework of our model allows us to choose from among a large set of potential…
Arthur Langlois
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Treatment and Control selection in A/B Testing

I'm hoping to get a better understanding of A/B Testing design. In particular, I'm interested in understanding how treatment and control units are selected. I read that these 2 groups are selected randomly (for example, here), but then there are…
Egodym
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Which are valid covariates in CausalImpact?

I am working lately with CausalImpact developed by Google. The paper described it is this one Inferring Causal Impact Using Bayesian Structural Time-Series Models In short, what you can do with CausalImpact is study the effect of a specific event in…
Tasos
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Creating a causal DAG for irregular time-series data

I like the idea of using a dynamic Bayesian network to build a causal structure, however am unsure how to tackle time-series data where there is an irregular sampling resolution. Specifically, in a sport scenario where there are 2 teams and samples…
Hercules' Creed
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Interrupted Time Series with Unevenly Distributed Samples

I'm working on causal inference using Interrupted Time Series Design. I have multiple samples per day and am selecting my analysis bandwidth based on pre-treatment RMSE on leave-on-out cross validation. I have both a treatment and a control group,…
Matheus Schmitz
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How can you determine whether there is concept drift or whether a model is affecting the distribution of the target class?

Assume that I am building a churn prediction model, and I collect observational data of customers who registered in the last 12-18 months. Assume that 50% of customers churned. Customers who are predicted to churn are receiving more favorable…
jaiyeko
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Causal Inference where the treatment assignment is randomized

I have mostly worked with Observational data where the treatment assignment was not randomized. In the past, I have used PSM, IPTW to balance and then calculate ATE. My problem is: Now I am working on a problem where the treatment assignment is…
manish Prasad
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What is the difference between causal discovery and inverse modeling?

I do not see these words used interchangeably, but they seem to be similar. In inverse modeling we are trying to find causal factors given an effect. In causal discovery, we are also looking for causal factors, right? How would you use these terms…
user3707850
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What are different ways to determine how an explanatory variable affect a target variable?

I'm trying to determine a quantitative value by which a target variable change (inflation) by changing an indicator variable (interest rate). The industry basically uses linear models such as VAR. Are there state of the art approaches to capture…
Karim Afifi
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what is the difference between econometrics and causal inference?

Econometrics is a science concerned with designing statistical models on data to answer the same questions as Causal science, so why are they not a single science?!
Emad Ezzeldin
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Testing the impact of events on time series

Context I am working with product data for a retail company. I have the daily impressions (number of times it was viewed online) for all products over a 30 day period (can get more data). Here is the data for one product: on_sale = [False, False,…
OrangeChutney
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