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arXiv 2103.04647stat.APstat.ME
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柔性标记时空点过程及其在足球事件序列中的应用

Flexible marked spatio-temporal point processes with applications to event sequences from association football

Santhosh Narayanan, Ioannis Kosmidis, Petros Dellaportas

摘要:

我们开发了一个新的家庭的标记点过程的标记Hawkes过程的特征属性专门的空间标记,提供了自由,指定一个不同的模型的发生时间。这可以通过标记和时间的联合分布的分解来实现,该分解允许在给定过程过滤和当前时间的情况下单独指定标记的条件分布。我们开发了一个贝叶斯框架的推理和预测,从这个家庭的标记点过程,可以自然地容纳过程和点特定的协变量信息,以驱动交叉激励,提供广泛的灵活性和适用性,在现实世界的过程建模。该框架在这里使用的建模在游戏中的事件序列,从足球,导致不仅在推理有关以前未量化的特征的游戏动态和提取事件特定的团队能力,而且在预测发生的事件的兴趣,如目标,角落或犯规在指定的时间间隔。

英文摘要:

We develop a new family of marked point processes by focusing the characteristic properties of marked Hawkes processes exclusively to the space of marks, providing the freedom to specify a different model for the occurrence times. This is possible through the decomposition of the joint distribution of marks and times that allows to separately specify the conditional distribution of marks given the filtration of the process and the current time. We develop a Bayesian framework for the inference and prediction from this family of marked point processes that can naturally accommodate process and point-specific covariate information to drive cross-excitations, offering wide flexibility and applicability in the modelling of real-world processes. The framework is used here for the modelling of in-game event sequences from association football, resulting not only in inferences about previously unquantified characteristics of game dynamics and extraction of event-specific team abilities, but also in predictions for the occurrence of events of interest, such as goals, corners or fouls in a specified interval of time.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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