In this paper, Poisson time series models are considered to describe the number of field goals made by a basketball team or player at both the game (within-season) and the minute (within-game) level. To deal with the existence of temporal autocorrelation in the data, the model is endowed with a doubly self-exciting structure, following the INGARCH(1,1) specification. To estimate the model at the within-game level, a divide-and-conquer procedure, under a Bayesian framework, is carried out. The model is tested with a selection of NBA teams and players from the 2018-2019 season.
翻译:本文考虑使用泊松时间序列模型来描述篮球队或球员在比赛(赛季内)和分钟(比赛内)两个层面的投篮命中数。为处理数据中存在的时间自相关问题,模型采用INGARCH(1,1)规范,引入双重自激结构。在比赛层面进行模型估计时,我们采用贝叶斯框架下的分治策略。本文选取2018-2019赛季的NBA球队及球员数据对模型进行了检验。