Time Series Treatment Effects Analysis with Always-Missing Controls
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arXiv
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| Main Authors: | , , , , , , , , , , |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866909499465400320 |
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| author | Shu, Juan Han, Qiyu Chen, George Cao, Xihao Luo, Kangming Pallotta, Dan Agrawal, Shivam Lu, Yuping Zhang, Xiaoyu Mansoor, Jawad Anand, Jyoti |
| author_facet | Shu, Juan Han, Qiyu Chen, George Cao, Xihao Luo, Kangming Pallotta, Dan Agrawal, Shivam Lu, Yuping Zhang, Xiaoyu Mansoor, Jawad Anand, Jyoti |
| contents | Estimating treatment effects in time series data presents a significant challenge, especially when the control group is always unobservable. For example, in analyzing the effects of Christmas on retail sales, we lack direct observation of what would have occurred in late December without the Christmas impact. To address this, we try to recover the control group in the event period while accounting for confounders and temporal dependencies. Experimental results on the M5 Walmart retail sales data demonstrate robust estimation of the potential outcome of the control group as well as accurate predicted holiday effect. Furthermore, we provided theoretical guarantees for the estimated treatment effect, proving its consistency and asymptotic normality. The proposed methodology is applicable not only to this always-missing control scenario but also in other conventional time series causal inference settings. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2502_12393 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Time Series Treatment Effects Analysis with Always-Missing Controls Shu, Juan Han, Qiyu Chen, George Cao, Xihao Luo, Kangming Pallotta, Dan Agrawal, Shivam Lu, Yuping Zhang, Xiaoyu Mansoor, Jawad Anand, Jyoti Methodology Artificial Intelligence Machine Learning Estimating treatment effects in time series data presents a significant challenge, especially when the control group is always unobservable. For example, in analyzing the effects of Christmas on retail sales, we lack direct observation of what would have occurred in late December without the Christmas impact. To address this, we try to recover the control group in the event period while accounting for confounders and temporal dependencies. Experimental results on the M5 Walmart retail sales data demonstrate robust estimation of the potential outcome of the control group as well as accurate predicted holiday effect. Furthermore, we provided theoretical guarantees for the estimated treatment effect, proving its consistency and asymptotic normality. The proposed methodology is applicable not only to this always-missing control scenario but also in other conventional time series causal inference settings. |
| title | Time Series Treatment Effects Analysis with Always-Missing Controls |
| topic | Methodology Artificial Intelligence Machine Learning |
| url | https://arxiv.org/abs/2502.12393 |