A copula-based multivariate hidden Markov model for modelling momentum in football
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AbstractWe 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.
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2019 ◽
Vol 24
(1)
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pp. 14
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2001 ◽
Vol 15
(01)
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pp. 161-176
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2012 ◽
Vol 16
(3)
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pp. 381-387
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2001 ◽
Vol 96
(455)
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pp. 805-815
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