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意思決定に繋げるための因果推論(DID)と PythonによるCausalImpact

hikarut
January 15, 2021

意思決定に繋げるための因果推論(DID)と PythonによるCausalImpact

hikarut

January 15, 2021
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  1. ɹˏୈճҙࢥܾఆͷͨΊͷσʔλ෼ੳษڧձPOMJOF
    ҙࢥܾఆʹܨ͛ΔͨΊͷҼՌਪ࿦ʢ%*%ʣͱ
    1ZUIPOʹΑΔ$BVTBM*NQBDU

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  2. ɾࣗݾ঺հ
    ɾҼՌਪ࿦ʹ͍ͭͯ
    ɾҼՌਪ࿦Ͱ࢖͍΍͍͢%*%
    ɾ$BVTBM*NQBDUʹ͍ͭͯ
    ɾ1ZUIPOʹΑΔ$BVTBM*NQBDUͷ࣮૷ྫ
    "HFOEB

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  3. ɾ೥גࣜձࣾΤοάγεςϜ8ΤϯδχΞ
    ɾ೥#ϦʔάἚ৓ϩϘοπ
    ɹɹɹɹɹϚʔέςΟϯάετϥςδετ σʔλ෼ੳ

    ɾ೥-"13"4ΤϯδχΞεΧ΢ταϙʔτ
    IJLBSVU IJLBSVU
    MJHIU

    ۀ
    ɾ೥:BIPP+"1"/৽ଔೖࣾ8ΤϯδχΞ
    ɾ೥גࣜձࣾΠʔϒοΫΠχγΞςΟϒδϟύϯ ग़޲

    ɾ೥σʔλαΠΤϯεάϧʔϓάϧʔϓϚωʔδϟʔ

    ۀ
    ࣗݾ঺հɹߴڮޫ

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  4. ҼՌਪ࿦

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  5. ҼՌਪ࿦ͱ͸
    ɾʮ݁Ռʯʹର͢ΔʮݪҼʯΛ໌Β͔ʹ͢Δࣄ
    ɾʮ૬ؔؔ܎ʯͱʮҼՌؔ܎ʯ͸ҧ͏
    ݪҼ ݁Ռ ݪҼ ݁Ռ
    ૬ؔؔ܎ ҼՌؔ܎

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  6. ҼՌਪ࿦ͱ͸
    ɾʮ݁Ռʯʹର͢ΔʮݪҼʯΛ໌Β͔ʹ͢Δࣄ
    ɾʮ૬ؔؔ܎ʯͱʮҼՌؔ܎ʯ͸ҧ͏
    ݪҼ ݁Ռ ݪҼ ݁Ռ
    ૬ؔؔ܎ ҼՌؔ܎
    ʮݪҼʯ͕໌Β͔ʹͳΕ͹
    ҙࢥܾఆ͕͠΍͘͢ͳΔ

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  7. ҼՌਪ࿦Ͱ࢖͍΍͍͢%*%

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  8. ɾ%J⒎FSFODFJO%J⒎FSFODFT
    ɾࠩ෼ͷࠩ෼๏
    %*%ͱ͸
    ୯७ͳલޙൺֱͰ͸ͳ͘հೖ͕ߦΘΕͨάϧʔϓͱͦ͏Ͱͳ
    ͍άϧʔϓͷલޙͷࠩ෼ͷࠩ෼Λൺֱ͢Δݕূํ๏

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  9. #"



    Ϋʔϙϯ഑෍લ



    "
    #
    %*%ͷྫɿECαΠτͰΫʔϙϯΛ഑෍ͨ͠ͱ͖ͷऔѻߴͷޮՌݕূ
    Ϋʔϙϯ഑෍ޙ
    ΫʔϙϯʹΑΔऔѻߴͷޮՌ

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  10. #"



    Ϋʔϙϯ഑෍લ



    "
    #
    %*%ͷྫɿECαΠτͰΫʔϙϯΛ഑෍ͨ͠ͱ͖ͷऔѻߴͷޮՌݕূ
    Ϋʔϙϯ഑෍ޙ
    ΫʔϙϯʹΑΔऔѻߴͷޮՌ
    ΫʔϙϯʹΑͬͯऔѻߴ্͕
    ͕ͬͨͷ͔ɺͦΕҎ֎ͷཁҼ
    Ͱ্͕ͬͨͷ͔෼͔Βͳ͍
    قઅཁҼͳͲ

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  11. հೖ͕ߦΘΕ͍ͯͳ͍άϧʔ
    ϓ Ϋʔϙϯະ഑෍
    ͷ܏޲ͱ
    ൺֱ͢Δ



    "
    $
    &
    %
    Ϋʔϙϯ഑෍
    %*%ͷྫɿECαΠτͰΫʔϙϯΛ഑෍ͨ͠ͱ͖ͷऔѻߴͷޮՌݕূ
    #
    Ϋʔϙϯ഑෍લ Ϋʔϙϯ഑෍ޙ
    Ϋʔϙϯະ഑෍
    ΫʔϙϯʹΑΔऔѻߴͷޮՌ
    Կ΋͠ͳ͚Ε͹"͸&ʹͳͬͯ
    ͍͕ͨΫʔϙϯʹΑͬͯ#ʹ
    ͳͬͨ #&
    ͕ຊ౰ͷޮՌ

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  12. "
    $
    &
    %
    Ϋʔϙϯ഑෍
    %*%ͷྫɿECαΠτͰΫʔϙϯΛ഑෍ͨ͠ͱ͖ͷऔѻߴͷޮՌݕূ
    #
    Ϋʔϙϯ഑෍લ Ϋʔϙϯ഑෍ޙ
    Ϋʔϙϯະ഑෍
    ΫʔϙϯʹΑΔऔѻߴͷޮՌ
    #&
    #"
    %$







    ࠩ෼ͷࠩ෼

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  13. %*%ͷϝϦοτ
    ɾ୯७ͳલޙൺֱʹൺ΂ͯհೖʹΑΔޮՌΛݕূ͠΍͢
    ͍ʢҼՌؔ܎Λಛఆ͠΍͍͢ʣ
    ɾσʔλ͕औಘͰ͖Ε͹୯७ͳܭࢉͰޮՌݕূͰ͖Δ
    ɾ݁Ռͷղऍ͕͠΍͍ͨ͢ΊޮՌΛ໌֬ʹ͠΍͍͢
    ҙࢥܾఆʹܨ͛΍͍͢

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  14. %*%ͷ஫ҙ఺
    ɾ%*%Λར༻͢Δʹ͸ฏߦτϨϯυͷԾఆ͕ඞཁ
    ɾฏߦτϨϯυ͕ԾఆͰ͖ͳ͍৔߹͸ޮՌ͕ਖ਼֬
    ʹଌΕͳ͍ʢผͷόΠΞε͕͔͔͍ͬͯΔՄೳੑ
    ͕͋Δʣ

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  15. "
    $
    &
    %
    Ϋʔϙϯ഑෍
    %*%ͷ஫ҙ఺ɿฏߦτϨϯυͷԾఆ
    #
    Ϋʔϙϯ഑෍લ Ϋʔϙϯ഑෍ޙ
    Ϋʔϙϯະ഑෍
    &"
    ͱ %$
    ͕ಉ͡
    ܏޲ ฏߦ
    Ͱ͋Δࣄ͕લ
    ఏ৚݅

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  16. "
    $
    &
    %
    %*%ͷ஫ҙ఺ɿฏߦτϨϯυͷԾఆ
    #
    Ϋʔϙϯ഑෍લ Ϋʔϙϯ഑෍ޙ
    ൺֱର৅܈ Ϋʔϙϯະ഑෍
    ܈
    ͷऔѻߴ͕Լ͕͍ͬͯΔ
    Ϋʔϙϯ഑෍
    Ϋʔϙϯະ഑෍
    ฏߦτϨϯυ͕ԾఆͰ͖ͳ͍
    ৔߹͸ผͷόΠΞε͕͔͔ͬ
    ͍ͯΔՄೳੑ͕͋Γਖ਼֬ͳݕ
    ূ͕Ͱ͖ͳ͍
    ྫɿΫʔϙϯ഑෍Ϣʔβʔ͸ݩʑϔϏʔϢ
    ʔβʔͰ͋Δ

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  17. $BVTBM*NQBDU

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  18. $BVTBM*NQBDUͱ͸
    %*%Ͱ͸୯७ͳࠩ෼Ͱൺֱͨ͠ͷʹରͯ͠
    $BVTBM*NQBDU͸༧ଌ஋Λجʹͯࠩ͠ΛͱΔख๏
    ɾ%*%ͷ֦ு൛
    ɾجຊతͳߟ͑ํ͸%*%ͱಉ͡

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  19. "
    $
    &
    %
    Ϋʔϙϯ഑෍
    $BVTBM*NQBDUʹ͍ͭͯ
    #
    Ϋʔϙϯ഑෍લ Ϋʔϙϯ഑෍ޙ
    Ϋʔϙϯະ഑෍
    Ϋʔϙϯະ഑෍Ϣʔβʔͷσʔ
    λΛجʹɺΫʔϙϯ͕഑෍͞Ε
    ͳ͔ͬͨͱ͖ͷσʔλΛ༧ଌ͠
    ͯͦ͜ͱͷࠩ෼Λൺֱ͢Δ

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  20. 1ZUIPOʹΑΔ$BVTBM*NQBDUͷ࣮૷ྫ

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  21. 1ZUIPOΛ࢖ͬͨ$BVTBM*NQBDUͷ࣮૷ྫ
    ɾެࣜɿIUUQTHJUIVCDPNEBpUJDBVTBMJNQBDU
    ɾ1ZUIPO൛$BVTBM*NQBDUΛ༻͍ͨ57$.ͷޮՌݕূ
    IUUQTXXXMJGVMMCMPHFOUSZ
    ࢀߟ

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  22. 1ZUIPOΛ࢖ͬͨ$BVTBM*NQBDUͷ࣮૷ྫ

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  23. 1ZUIPOΛ࢖ͬͨ$BVTBM*NQBDUͷ࣮૷ྫ
    σʔλͷલॲཧ
    EBUBશମͷσʔλ
    QSF@QFSJPEհೖલͷσʔλ
    QPTU@QFSJPEհೖޙͷσʔλ
    $BVTBM*NQBDUͷ࣮ߦͱ݁Ռͷ
    ग़ྗ

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  24. 1ZUIPOΛ࢖ͬͨ$BVTBM*NQBDUͷ࣮૷ྫɿ࣮ߦ݁Ռ

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  25. 1ZUIPOΛ࢖ͬͨ$BVTBM*NQBDUͷ࣮૷ྫɿ࣮ߦ݁Ռ
    ࣮ଌ஋ͱ༧ଌ஋ͷઢ
    հೖ͕͋ͬͨλΠϛϯά
    ࣮ଌ஋ͱ༧ଌ஋ͷࠩ෼
    ࣮ଌ஋ͱ༧ଌ஋ͷࠩ෼ͷྦྷܭ

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  26. 1ZUIPOΛ࢖ͬͨ$BVTBM*NQBDUͷ࣮૷ྫɿ࣮ߦ݁Ռ
    "DUVBM࣮ࡍͷ஋
    1SFEJDUJPO༧ଌ஋
    ࣮ࡍͷ஋ͱ༧ଌ஋ͱͷࠩ෼
    ࣮਺ͱׂ߹

    Q஋

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  27. 1ZUIPOΛ࢖ͬͨ$BVTBM*NQBDUͷ࣮૷ྫɿ࣮ߦ݁Ռ
    Ϋʔϙϯ഑෍ޙͷ࣮ࡍͷऔѻߴ͸͕ͩͬͨΫʔϙϯΛ഑෍͠ͳ
    ͚Ε͹ ༧ଌ஋Ͱ͸
    ͩͬͨͱԾఆ͞ΕΔɻ
    ͳͷͰΫʔϙϯͷޮՌͱͯ͠͸
    Ͱ͋Δ
    "DUVBM࣮ࡍͷ஋
    1SFEJDUJPO༧ଌ஋
    ࣮ࡍͷ஋ͱ༧ଌ஋ͱͷࠩ෼
    ࣮਺ͱׂ߹

    Q஋
    ECαΠτͰΫʔϙϯΛ഑෍ͨ͠ͱ͖ͷྫͰͷղऍ

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  28. ·ͱΊ

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  29. ҙࢥܾఆʹܨ͛Δ෼ੳͱͯ͠ҼՌਪ࿦͕େࣄ
    ҼՌਪ࿦ʹ%*%͸༗ޮ
    %*%ͱ͸ࠩ෼ͷࠩ෼Λܭࢉ͢Δख๏
    1ZUIPO࢖ͬͯ$BVTBM*NQBDU΋؆୯ʹͰ͖·͢
    ·ͱΊ

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  30. ɾ೥ͦ͜ཧղ͍ͨ͠ʮҼՌਪ࿦ʯͷษڧ͸͡Ί·ͨ͠ʛদຊ݈ଠ࿠
    IUUQTDPNFNPOJLLFJDPNOOFFDED

    ɾޮՌݕূೖ໳ʙਖ਼͍͠ൺֱͷͨΊͷҼՌਪ࿦ʗܭྔܦࡁֶͷجૅ
    IUUQTXXXBNB[PODPKQEQ#+/:

    ɾ1ZUIPO൛$BVTBM*NQBDUΛ༻͍ͨ57$.ͷޮՌݕূ
    IUUQTXXXMJGVMMCMPHFOUSZ
    ࢀߟ

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  31. &/%

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