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arXiv · 2002.01193

A copula-based multivariate hidden Markov model for modelling momentum in football

Marius Ötting·Roland Langrock·Antonello Maruotti
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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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Marius Ötting, Roland Langrock, Antonello Maruotti. 2020-02-04. A copula-based multivariate hidden Markov model for modelling momentum in football. https://arxiv.org/abs/2002.01193

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