Hyperparameter Tuning for Time Series Causal Impact Analysis in Python

Amy @GrabNGoInfo
GrabNGoInfo
Published in
13 min readSep 21, 2022

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Hyperparameter tuning for Google’s Python package CausalImpact on time series intervention with Bayesian Structural Time Series Model (BSTS)

Hyperparameter Tuning for Time Series Causal Impact Analysis in Python Hyperparameter tuning for Google’s Python package CausalImpact on time series intervention with Bayesian Structural Time Series Model (BSTS)
Photo by noor Younis on Unsplash

CausalImpact package created by Google estimates the impact of an intervention on a time series. In this tutorial, we will talk about how to tune the hyperparameters of the time series causal impact model…

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