bibtype C - Conference Paper (international conference)
ARLID 0085253
utime 20240111140649.3
mtime 20070906235959.9
title (primary) (eng) Modelling the score of the sport match via dynamic generalized linear models
specification
page_count 4 s.
media_type CD ROM
serial
ARLID cav_un_epca*0085390
title Bulletin of the International Statistical Institute 56th Session. Proceedings
page_num 1-4
publisher
place Lisabon
name ISI International Statistical Institute
year 2007
title (cze) Modelování skore sportovního zápasu pomocí zobecněných lineárních modelů
keyword generalized linear model
keyword Poisson distribution
keyword sport statistics
author (primary)
ARLID cav_un_auth*0101227
name1 Volf
name2 Petr
institution UTIA-B
full_dept Department of Stochastic Informatics
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
author
ARLID cav_un_auth*0229672
name1 Hejdušek
name2 M.
country CZ
source
source_type textový dokument
cas_special
project
project_id 1M06047
agency GA MŠk
country CZ
ARLID cav_un_auth*0217941
research CEZ:AV0Z10750506
abstract (eng) In the contribution, several Poisson models (independent, inflated, bivariate) are used for prediction of the result of sport match. All these models are treated in the framework of generalized linear models. Furthermore, we show also two possibilities how a time development of parameters during the season can be incorporated. First, by updating the parameters, giving more weight to recent results than to the older ones, as in Dixon and Coles (1997). Further, we shall introduce a dynamic autoregressive model for parameters innovation through the season (described in a Bayes way, similarly as Crowder et al., 2002)), and consider an approximation leading to a variant of Kalman filtering method. Finally, a set of models is compared on the analysis of large data sets from several European football leagues and also from ice-hockey NHL.
abstract (cze) Několik variant Poissonova modelu (nezávislého, smíšeného, dvoj-rozměrného) je užito k predikci skore sportovních zápasů. Modely jsou formulovány jako zobecněné lineární, a je v nich zavedena dynamika vývoje parametrů v čase. Parametry se vyvíjejí autoregresně, metoda jejich odhadu používá aproximaci, která vede na lineární dynamický systém typu Kalmanův filtr. Metoda je ilustrována na rozsáhlých datech z několika evropských fotbalových soutěží a také z hokejové NHL.
action
ARLID cav_un_auth*0230835
name ISI 2007. Session of the International Statistical Institute /56./
place Lisboa
dates 22.08.2007-29.08.2007
country PT
reportyear 2008
RIV BB
permalink http://hdl.handle.net/11104/0147807
arlyear 2007
mrcbU56 textový dokument
mrcbU63 cav_un_epca*0085390 Bulletin of the International Statistical Institute 56th Session. Proceedings 1 4 Lisabon ISI International Statistical Institute 2007