A State-Space Model for National Football League Scores
本文用1988-1993年数据构建状态空间模型，预测NFL比赛得分，考虑球队实力随时间变化及主场优势，在1993年最后110场比赛的测试中优于拉斯维加斯赌盘。
Abstract This article develops a predictive model for National Football League (NFL) game scores using data from the period 1988–1993. The parameters of primary interest—measures of team strength—are expected to vary over time. Our model accounts for this source of variability by modeling football outcomes using a state-space model that assumes team strength parameters follow a first-order autoregressive process. Two sources of variation in team strengths are addressed in our model; week-to-week changes in team strength due to injuries and other random factors, and season-to-season changes resulting from changes in personnel and other longer-term factors. Our model also incorporates a home-field advantage while allowing for the possibility that the magnitude of the advantage may vary across teams. The aim of the analysis is to obtain plausible inferences concerning team strengths and other model parameters, and to predict future game outcomes. Iterative simulation is used to obtain samples from the joint posterior distribution of all model parameters. Our model appears to outperform the Las Vegas “betting line” on a small test set consisting of the last 110 games of the 1993 NFL season.