its2s: a Python package for two-stage interrupted time series analysis using machine learning

When randomized controlled trials are infeasible, researchers may leverage natural experiments for causal inference. Interrupted time-series (ITS) designs compare observed post-event trends to counterfactual predictions from pre-event data. Two-stage ITS designs use flexible models to generate optimized counterfactual predictions in the first stage, then estimate intervention effects by comparing observed to predicted outcomes in the second stage. Fitting high-dimensional versions of these models is challenging, requiring systematic infrastructure to ensure rigor and reproducibility. In response, we developed its2s , an open-source Python package implementing the two-stage ITS design with machine learning. its2s allows users to specify an intervention date and training/testing periods, select among built-in model architectures (e.g., Prophet-XGBoost, NeuralProphet), and generate confidence intervals via moving block bootstrap, preserving temporal autocorrelation in residuals. its2s layers defaults, configuration files, and runtime overrides to support workflows ranging from rapid default implementations to highly tailored analyses. We validated its2s using two case studies: a simulation with a 12% policy effect, recovering the true effect as 11.77%, and an analysis of the 2021 Pacific Northwest heat dome, finding 53% excess injury mortality over the following three weeks. its2s provides a flexible, reproducible framework for ITS-based quasi-experimental research, lowering barriers to rigorous machine learning-based counterfactual modeling.