Big Data Spain

17th ~ 18th NOV 2016 MADRID, SPAIN #BDS16

Inferring the effect of an event using CausalImpact

Thursday 17th

from 13:30 to 14:405

Theatre 25


Many phenomena that extend along time require a specific approach to determine the effects over time of a given set of events, for instance online advertising campaigns.

Causal effects in observational time series can be identified by estimating a synthetic control.

This can be done using structural time-series models and suitable predictors.

The CausalImpact R package implements one approach to this.

Kay H. Brodersen foto

Kay H. Brodersen

GoogleSenior Quantitative Analyst