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Alex Chen
雙變量卜瓦松分佈
雙變量卜瓦松分佈
雙變量卜瓦松分佈
By
Alex Chen
Risk Analyst
・
Kaohsiung City, Taiwan
Connect
每年 NBA 例行賽是世界各地的球迷高度的關注球賽之一,而該賽事也是運動彩券 重點經營的項目之一,若可從過去賽季的歷史資料來預測 NBA 賽事的結果,不僅可增 加看球賽的樂趣,也可從投注運動彩券獲得獎金。 1.使用 2016-17 球季資料,本研究採用 Karlis 與 Ntzoufras (2003) 提出得雙變量卜瓦 松迴歸模型 (Bivariate Poisson Regression Model) 來建構預測模 型 2. 使用 2017-18 例行 賽的賽事結果來驗證,而使用 Karlis 與 Ntzoufras (2005) 所發表 bivpois R 套件來建模 3. 本研究建模會使用球隊隊名,再加入球賽前三場的 NBA 聯盟所提供的基本數據資料來建模 4.並使用 AIC 與 BIC 等選模指標來選則最佳模型,最後再 將預測與觀察的得分轉成勝負 5. 利用Confusion Matrix指標中的敏感度、指定度與準確 率來評估模型的預測能力。 6. 本研究總共建置五種類型的模型,主要解釋變數為隊伍名 稱,另外加入由基本數據所建構的兩種類型的指標,在組 合隊伍名稱與兩種類型的指標 7. 最終僅有隊名的模型有最小的 AIC 與 BIC,而該模型使用 2017-18 球季驗證可正確判定主場獲勝的敏感度可達 76%,而可正確判定客場獲勝的指定度僅有43%,整體的 準確度為 62.5%。
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Alex Chen
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Published: juil. 5ème 2020
21
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confusion
Excel
R
NBA
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