Marginal Structural Models for Electricity Demand under Treatment-Confounder Feedback: A Continuous-Treatment Outcome-Adaptive and Fused LASSO Approach
处理—混杂反馈下电力需求的边际结构模型与连续处理自适应 LASSOAI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
本页为预印本版本;arXiv 收录、作者填写的期刊信息以及作者既有发表经历,都不单独证明本篇已接收。作者发表记录按 OpenAlex 身份与完整姓名、本站覆盖期刊 ISSN 及正式卷期核对,只展示已核实例,档案仍可能误合并。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要明确用单条日度时间序列研究处理—混杂反馈下的连续处理因果效应。
处理—混杂反馈下电力需求的边际结构模型与连续处理自适应 LASSOAI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
Temperature is the most important meteorological driver of electricity demand, but its causal effect has not been estimated under the time-varying confounding that characterizes weather processes. Current temperature is associated with weather conditions, including precipitation, snow cover, and cloud cover, that also influence electricity demand, and past temperature shapes future weather, producing treatment-confounder feedback under which standard regression adjustment is biased, due to conditioning on a time-varying confounder. We estimate the causal effect of temperature on daily Ontario electricity demand from 2018 to 2019 using a marginal structural model with inverse-probability weighting, formulated for a single observed time series rather than a panel of independent subjects, and we extend the longitudinal outcome-adaptive LASSO and adaptive fused LASSO, previously developed for binary treatments, to a continuous treatment using density-ratio weights and a weighted-covariance balance criterion. In a Monte Carlo study, unadjusted regression is biased toward the null with coverage of $0.12$ to $0.15$, whereas the stabilized outcome-adaptive estimators are nearly unbiased with coverage near $0.92$, and the cumulative three-day estimators are approximately unbiased but less efficient. In the Ontario data all estimators identify a positive and highly significant quadratic temperature effect; the unadjusted estimate is $9.34$, the stabilized and outcome-adaptive single-lag estimators give $9.8$ to $10.1$, and the cumulative estimators give smaller values that coincide with a sharp fall in effective sample size and near-unit air-density collinearity. The temperature effect on demand is therefore large and robust to single-lag confounding adjustment, while the cumulative estimates are compromised by positivity limitation that outcome-adaptive selection cannot remove.
收缩与稀疏估计的贝叶斯方法
In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/nonparametric inference is the norm in several fields of applied econometric work. The purpose of this paper is to introduce the reader to the world of Bayesian model determination, by surveying modern shrinkage and variable selection algorithms and methodologies.…
伪增量检验:利用自然发生的干预衡量广告增量效应
We develop a method for measuring the incremental effect of advertising when randomized exper- iments are unavailable. Firms generate abrupt interventions in their own marketing as a byproduct of operations: budgets are cut, channels launch, programs pause. We propose a two-stage proce- dure that treats these events as quasi-experiments. The first stage discovers and dates interventions by exact Bayesian run-length inference on marketing activity series. The second stage…
GRACE:高维时间序列因果边发现的门控精炼方法
From climate teleconnections to gene regulation, modern time-series datasets encompass tens or hundreds of interacting variables, making causal discovery increasingly challenging. Constraint-based methods offer statistical rigor but their nonlinear CI tests are infeasible at scale, while score-based alternatives avoid CI testing but require arbitrary thresholds to binarize continuous edge scores. We propose GRACE ($\textbf{G}$ated $\textbf{R}$efinement for $\textbf{A}$ccurate…
单人移动设备非平稳时间序列中的时变因果效应:目标量与识别
Mobile technology (mobile phones and wearable devices) generates continuous data streams encompassing outcomes, exposures and covariates, presented as intensive longitudinal or multivariate time series data. The high frequency of measurements enables granular and dynamic evaluation of treatment effect, revealing their persistence and accumulation over time. Existing methods predominantly focus on the contemporaneous effect, temporal-average, or population-average effects,…
时间序列的局部神经网络建模:美国货币政策案例
In this paper, we investigate a semiparametric regression model under the context of treatment effects via a localized neural network (LNN) approach. Due to a vast number of parameters involved, we reduce the number of effective parameters by (i) exploring the use of identification restrictions; and (ii) adopting a variable selection method based on the group-LASSO technique. Subsequently, we derive the corresponding estimation theory and propose a dependent wild bootstrap…
从自激与互激时间序列中发现因果图
We present a generalized linear structural causal model, coupled with a novel data-adaptive linear regularization, to recover causal directed acyclic graphs (DAGs) from time series. By leveraging a recently developed stochastic monotone Variational Inequality (VI) formulation, we cast the causal discovery problem as a general convex optimization. Furthermore, we develop a non-asymptotic recovery guarantee and quantifiable uncertainty by solving a linear program to establish…