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Bayesian GARCH modeling of functional sports data

Author

Listed:
  • Patric Dolmeta

    (Università commerciale Luigi Bocconi)

  • Raffaele Argiento

    (Università degli Studi di Bergamo
    Collegio Carlo Alberto)

  • Silvia Montagna

    (Collegio Carlo Alberto
    Università degli Studi di Torino)

Abstract

The use of statistical methods in sport analytics has gained a rapidly growing interest over the last decade, and nowadays is common practice. In particular, the interest in understanding and predicting an athlete’s performance throughout his/her career is motivated by the need to evaluate the efficacy of training programs, anticipate fatigue to prevent injuries and detect unexpected of disproportionate increases in performance that might be indicative of doping. Moreover, fast evolving data gathering technologies require up to date modelling techniques that adapt to the distinctive features of sports data. In this work, we propose a hierarchical Bayesian model for describing and predicting the evolution of performance over time for shot put athletes. We rely both on a smooth functional contribution and on a linear mixed effect model with heteroskedastic errors to represent the athlete-specific trajectories. The resulting model provides an accurate description of the performance trajectories and helps specifying both the intra- and inter-seasonal variability of measurements. Further, the model allows for the prediction of athletes’ performance in future sport seasons. We apply our model to an extensive real world data set on performance data of professional shot put athletes recorded at elite competitions.

Suggested Citation

  • Patric Dolmeta & Raffaele Argiento & Silvia Montagna, 2023. "Bayesian GARCH modeling of functional sports data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(2), pages 401-423, June.
  • Handle: RePEc:spr:stmapp:v:32:y:2023:i:2:d:10.1007_s10260-022-00656-z
    DOI: 10.1007/s10260-022-00656-z
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    References listed on IDEAS

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    1. Wimmer Valentin & Fenske Nora & Pyrka Patricia & Fahrmeir Ludwig, 2011. "Exploring Competition Performance in Decathlon Using Semi-Parametric Latent Variable Models," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 7(4), pages 1-21, October.
    2. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    3. A. Bhattacharya & D. B. Dunson, 2011. "Sparse Bayesian infinite factor models," Biometrika, Biometrika Trust, vol. 98(2), pages 291-306.
    4. Silvia Montagna & Surya T. Tokdar & Brian Neelon & David B. Dunson, 2012. "Bayesian Latent Factor Regression for Functional and Longitudinal Data," Biometrics, The International Biometric Society, vol. 68(4), pages 1064-1073, December.
    5. Martí Casals & A. Jose Martinez, 2013. "Modelling player performance in basketball through mixed models," International Journal of Performance Analysis in Sport, Taylor & Francis Journals, vol. 13(1), pages 64-82, April.
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