论文标题
篮球热手的连续时间状态空间建模
Continuous-time state-space modelling of the hot hand in basketball
论文作者
论文摘要
我们使用对国家篮球协会（NBA）进行的110,513次罚球的数据调查了热手现象。随着罚球在游戏内的不均匀间隔时间点发生，我们考虑了一个在连续时间中提出的状态空间模型，以研究玩家成功概率的串行依赖性。特别是，基础状态过程可以解释为玩家（潜在的）变化形式，并使用Ornstein-Uhlenbeck过程进行建模。我们的结果支持热手的存在，但是估计效果的大小相当小。
We investigate the hot hand phenomenon using data on 110,513 free throws taken in the National Basketball Association (NBA). As free throws occur at unevenly spaced time points within a game, we consider a state-space model formulated in continuous time to investigate serial dependence in players' success probabilities. In particular, the underlying state process can be interpreted as a player's (latent) varying form and is modelled using the Ornstein-Uhlenbeck process. Our results support the existence of the hot hand, but the magnitude of the estimated effect is rather small.
