A copula-based multivariate hidden Markov model for modelling momentum in football
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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.
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Cited in
(8)- Predicting play calls in the National Football League using hidden Markov models
- Observed heterogeneity in players' football performance analysis using PLS-PM
- Markov-switching decision trees
- Copula Modeling of Serially Correlated Multivariate Data with Hidden Structures
- A zero-inflated hidden semi-Markov model with covariate-dependent sojourn parameters for analysing marine data in the Venice lagoon
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