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jamalsenouci

Description

Python port of CausalImpact R library

128 Stars 30 Forks Apache License 2.0 87 Commits 5 Opened issues

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CausalImpact

build status

Disclaimer: CURRENTLY WIP

TO DO

  • Estimation is MLE not Bayesian
  • More unit tests

A Python package for causal inference using Bayesian structural time-series models

This is a port of the R package CausalImpact, see: https://github.com/google/CausalImpact.

This package implements an approach to estimating the causal effect of a designed intervention on a time series. For example, how many additional daily clicks were generated by an advertising campaign? Answering a question like this can be difficult when a randomized experiment is not available. The package aims to address this difficulty using a structural Bayesian time-series model to estimate how the response metric might have evolved after the intervention if the intervention had not occurred.

As with all approaches to causal inference on non-experimental data, valid conclusions require strong assumptions. The CausalImpact package, in particular, assumes that the outcome time series can be explained in terms of a set of control time series that were themselves not affected by the intervention. Furthermore, the relation between treated series and control series is assumed to be stable during the post-intervention period. Understanding and checking these assumptions for any given application is critical for obtaining valid conclusions.

Installation

get the latest version from https://github.com/jamalsenouci/causalimpact:

bash
pip install git+ssh://github.com/jamalsenouci/causalimpact.git

Getting started

Documentation and examples

Further resources

Bugs

The issue tracker is at https://github.com/jamalsenouci/causalimpact/issues. Please report any bugs that you find. Or, even better, fork the repository on GitHub and create a pull request.

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