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ryanvmenezes / tiepredict

Forecasting win probability in European club football
https://ryanvmenezes.github.io/tiepredict/
MIT License
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control locfit smoothing window to change over time #3

Closed ryanvmenezes closed 3 years ago

ryanvmenezes commented 5 years ago

https://www.inpredictable.com/2015/02/updated-nba-win-probability-calculator.html

Modeling approach: Locally weighted logistic regression (with the assistance of R's locfit package). It is an extension of the more common LOESS methodology to logistic regression. Logistic regression is more appropriate for modeling probabilities. The smoothing window was calibrated via cross validation. The optimal smoothing window shrank as time remaining in the game approached zero. For the final few seconds of game time, I abandoned regression entirely and built a simple decision tree to calculate the probabilities.

ryanvmenezes commented 5 years ago

http://astrostatistics.psu.edu/samsi06/tutorials/tut2larryl_all.pdf

ryanvmenezes commented 4 years ago

http://chronux.org/chronuxFiles/Documentation/chronux/locfit/m/locfit.html

ryanvmenezes commented 4 years ago

image