A copula-based multivariate hidden Markov model for modelling momentum in football

Ötting M, Langrock R, Maruotti A (2021)
AStA Advances in Statistical Analysis.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Abstract / Bemerkung
We investigate the potential occurrence of change points—commonly referred to as “momentum shifts”—in the dynamics of football matches. For that purpose, we model minute-by-minute in-game statistics of Bundesliga matches using hidden Markov models (HMMs). To allow for within-state dependence of the variables, we formulate multivariate state-dependent distributions using copulas. For the Bundesliga data considered, we find that the fitted HMMs comprise states which can be interpreted as a team showing different levels of control over a match. Our modelling framework enables inference related to causes of momentum shifts and team tactics, which is of much interest to managers, bookmakers, and sports fans.
Erscheinungsjahr
2021
Zeitschriftentitel
AStA Advances in Statistical Analysis
ISSN
1863-8171
eISSN
1863-818X
Page URI
https://pub.uni-bielefeld.de/record/2953327

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Ötting M, Langrock R, Maruotti A. A copula-based multivariate hidden Markov model for modelling momentum in football. AStA Advances in Statistical Analysis. 2021.
Ötting, M., Langrock, R., & Maruotti, A. (2021). A copula-based multivariate hidden Markov model for modelling momentum in football. AStA Advances in Statistical Analysis. https://doi.org/10.1007/s10182-021-00395-8
Ötting, M., Langrock, R., and Maruotti, A. (2021). A copula-based multivariate hidden Markov model for modelling momentum in football. AStA Advances in Statistical Analysis.
Ötting, M., Langrock, R., & Maruotti, A., 2021. A copula-based multivariate hidden Markov model for modelling momentum in football. AStA Advances in Statistical Analysis.
M. Ötting, R. Langrock, and A. Maruotti, “A copula-based multivariate hidden Markov model for modelling momentum in football”, AStA Advances in Statistical Analysis, 2021.
Ötting, M., Langrock, R., Maruotti, A.: A copula-based multivariate hidden Markov model for modelling momentum in football. AStA Advances in Statistical Analysis. (2021).
Ötting, Marius, Langrock, Roland, and Maruotti, Antonello. “A copula-based multivariate hidden Markov model for modelling momentum in football”. AStA Advances in Statistical Analysis (2021).

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