Posts tagged forecasting
Interrupted time series analysis
- 26 October 2022
This notebook focuses on how to conduct a simple Bayesian interrupted time series analysis. This is useful in quasi-experimental settings where an intervention was applied to all treatment units.
Forecasting with Structural AR Timeseries
- 20 October 2022
Bayesian structural timeseries models are an interesting way to learn about the structure inherent in any observed timeseries data. It also gives us the ability to project forward the implied predictive distribution granting us another view on forecasting problems. We can treat the learned characteristics of the timeseries data observed to-date as informative about the structure of the unrealised future state of the same measure.
Counterfactual inference: calculating excess deaths due to COVID-19
- 26 July 2022
Causal reasoning and counterfactual thinking are really interesting but complex topics! Nevertheless, we can make headway into understanding the ideas through relatively simple examples. This notebook focuses on the concepts and the practical implementation of Bayesian causal reasoning using PyMC.