APBRmetrics

EvanZ wrote:Win probability calculator says Warriors had 29% chance of winning with 2 seconds left vs. Thunder down by 1 the other night. Hmm. Really?

Time Left   Games   Won   Pct
0:05        39      11    28%
0:04        53      17    32%
0:03        47      9     19%
0:02        49      8     16%
0:01        48      6     13%

boooeee wrote:

EvanZ wrote:Win probability calculator says Warriors had 29% chance of winning with 2 seconds left vs. Thunder down by 1 the other night. Hmm. Really?

That's probably a weak spot in the methodology. Here is the raw data for a team down by 1 with possession:

Code: Select all

Time Left   Games   Won   Pct
0:05        39      11    28%
0:04        53      17    32%
0:03        47      9     19%
0:02        49      8     16%
0:01        48      6     13%

My approach is using LOESS, which tries to smooth everything. I tighten up the smoothing window as things get closer to the end of the game, but it looks like I might still be borrowing too many data points from nearby game times and margins.

Crow wrote:I see you have early playoff chances here as well:

http://www.inpredictable.com/p/ticker-nba0.html

deepak wrote:At the start of the game, each team is given about a 50% chance of winning currently.

Two things you may want to incorporate into this is comparative team strength and also which team has home court.

boooeee wrote:My approach is using LOESS, which tries to smooth everything. I tighten up the smoothing window as things get closer to the end of the game, but it looks like I might still be borrowing too many data points from nearby game times and margins.

boooeee wrote:One of the nice things about my rankings is that I don't need a very large sample size since they are based on the betting lines. I randomize the rankings a bit for future projections, but I do wonder whether they are still overconfident in the probabilities.

TheSpiceWeasel wrote:

boooeee wrote:My approach is using LOESS, which tries to smooth everything. I tighten up the smoothing window as things get closer to the end of the game, but it looks like I might still be borrowing too many data points from nearby game times and margins.

I would argue that the underlying outcomes aren't themselves smooth. For instance, a 6 point difference versus a 7 point difference is different than a 3 point difference versus a 4 point difference. In both cases it's just 1 point, but in the second comparison it's the difference between 1 possession or two. I wonder if splines might be a better approach, assuming the knots are specified in a way that reflects reality.

boooeee wrote:One of the nice things about my rankings is that I don't need a very large sample size since they are based on the betting lines. I randomize the rankings a bit for future projections, but I do wonder whether they are still overconfident in the probabilities.

Phew! So glad you finally got around that pesky issue of sample size limitations. You know, that one that has confounded mathematicians everywhere for hundreds of years (except for Wayne Winston, of course).

416x wrote:Do you have rankings up for this year? When I try to view them nothing comes up. Great work by the way!

boooeee wrote:

TheSpiceWeasel wrote:Phew! So glad you finally got around that pesky issue of sample size limitations. You know, that one that has confounded mathematicians everywhere for hundreds of years (except for Wayne Winston, of course).

Thanks. For my next trick, I plan on squaring the circle.

Sarcasm aside, small sample size truly is not much of an issue for my ranking system. The market has "pre-smoothed" things for me. All I'm doing is taking the pre-smoothed Vegas point spreads and reverse engineering an implied ranking.