A copula-based multivariate hidden Markov model for modelling momentum in football
Applications
2020-07-22 v2
Abstract
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 correlation of the variables considered, 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.
Cite
@article{arxiv.2002.01193,
title = {A copula-based multivariate hidden Markov model for modelling momentum in football},
author = {Marius Ötting and Roland Langrock and Antonello Maruotti},
journal= {arXiv preprint arXiv:2002.01193},
year = {2020}
}