Saturday, October 29, 2011

2011-10-28: 2011 NFL Season Week 8


I am back from San Diego and while I ran into some computer problems while I was there, thankfully the results of my trip were much better than the results of last weeks predictions.

Our discrete winner predictor is based on a Sequential Minimization Optimization (SMO) method for training the Support Vector Model (SVM). In our experiments, the SVM has proven to be one of the best binary classifiers for predicting the winner/loser of NFL games.

As I mentioned a few weeks ago, this year we have incorporated the betting line data into the classification model as a form of collective intelligence. The betting line data quickly began to dominate the output of the prediction model followed by passing efficiency and turnovers in importance to the outcome. The result of favoring the betting line is that the classifier usually follows the favorite and when there are a number of upsets like last week, then our results are below expectations.

Indeed many of the experts did not fare that well either last week. This led me to think about how " the experts" and the hypothetical average NFL fan make their choices. Are the fans influencing the betting line with with their bets or is the line influencing the bets of the fans. Some form of endogeneity rearing its head and interfering with the model.

Washington and Buffalo will be playing in Toronto this week.  
Favorite Spread Underdog Discrete Pagerank
At TEN 3 IND TEN TEN
At HOU 7.2 JAX At HOU At HOU
At CAR 3.4 MIN CAR CAR
NO 6.8 At STL NO NO
At BAL 9.3 ARI BAL BAL
At NYG 8.4 MIA NYG NYG
At BUF 4.4 WAS BUF BUF
At DEN 1.7 DET DEN DET
At PIT 0.8 NE NE NE
At SF 5.6 CLE SF SF
CIN 2.7 At SEA CIN CIN
At PHI 4.2 DAL PHI DAL
SD 0.8 At KC SD KC

-- Greg Szalkowski

Sunday, October 23, 2011

2011-10-22: 2011 NFL Season Week 7

I have been on travel in San Diego all this week and I have had computer issues the entire time. Therefore I am posting these picks at the last minute and do not have much in the way of commentary especially since I was on an airplane during most of the games this past Sunday. I would like to thank my wife for typing in the commands I told her over the phone so that we could run the algorithms in order to get the picks done. I would not have been able to do it without her.

Favorite Spread Underdog Discrete Pagerank
TB 2.2 CHI TB CHI
at CAR 4.9WAS CAR WAS
SD 0.3 At NYJ SD NYJ
At CLE 2.7 SEA CLE SEA
At TEN 5 HOU TEN TEN
At MIA 1.3 DEN MIA DEN
At DET 3.6 ATL ATL DET
At OAK 5.5 KC OAK OAK
PIT 4.9 At ARI PIT PIT
At DAL 10.3 STL DAL DAL
GB 1.5 At MIN GB GB
At NO 4.5 IND NO NO
BAL 4 At JAX BAL JAX
-- Greg Szalkowski

Sunday, October 16, 2011

2011-10-14: 2011 NFL Season Week 6

Our neural network predictor was 68% correct straight up this past week but overall our results were not awe inspiring. Two of the games that almost everyone got wrong were the Eagles-Bills and Seahawks-Giants games. In both games the favorite lost and one of the crucial stats was interceptions. Michael Vick of the Eagles threw four interceptions and Eli Manning threw three for the Giants. This is completely out of character for either of the quarterbacks.

So far this year our Support Vector Machine (SVM) predictor has tracked the favorites very closely. With the addition of the line data this year, the line value has driven the output of the SVM. Ignoring the Line values, passing efficiency and turnovers forced by the defense have been two of the most dominant statistics.

Predictions for week 6:

Favorite Spread Underdog Discrete Pagerank
At GB 14.5 STL GB GB
At PIT 9.5 JAX PIT PIT
PHI -0.7 At WAS PHI WAS
At DET 3.4 SF DET SF
At ATL -0.3 CAR ATL ATL
At CIN 3.2 IND CIN CIN
At NYG 4.7 BUF NYG BUF
At BAL 5.6 HOU BAL BAL
At OAK 6.4 CLE OAK OAK
At NE 8.6 DAL NE DAL
NO -4.5 At TB NO NO
At CHI -1.7 MIN CHI MIN
At NYJ 3.8 MIA MIA NYJ
-- Greg Szalkowski

Friday, October 7, 2011

2011-10-06: Week 5 2011 NFL Season

Week 4 performance was rather pleasing. Straight up and against the spread were 80% and 75% correct. Buffalo lost with that last minute field goal and as to why Philadelphia fell apart in the second half and lost a 20 point lead has been the subject of numerous commentator's discussions. Hopefully the predictions continue to perform at this level but pessimism indicates that they will regress to the mean. 

Week 5 of the NFL season means the commencement of bye weeks. This week's teams on bye are the Baltimore Ravens, Cleveland Browns, Dallas Cowboys, Miami Dolphins, St. Louis Rams and Washington Redskins.

For comparison purposes we have included one of the better performing algorithms from the past two years. The PageRank algorithm that we modified to indicate strong teams averaged 68% for straight up predictions over the past two years. A more detailed explanation is provided in one of our previous posts.

The predictions for Week 5:

Favorite Line Underdog Discrete PageRank
At IND 6.3 KC IND KC
At MIN 4.6 ARI MIN ARI
At BUF 1 PHI PHI BUF
At HOU 3.4 OAK HOU OAK
At CAR 0.2 NO NO NO
CIN 3.2 At JAC JAC JAC
At PIT 1 TEN PIT TEN
At NYG 9.7 SEA NYG NYG
At SF 2 TB TB SF
At NE 11.3 NYJ NE NYJ
SD 1.3 At DEN SD DEN
GB 2.9 At ATL GB GB
At DET 5.3 CHI CHI DET

-- Greg Szalkowski

Sunday, October 2, 2011

2011-10-02: 2011 NFL Season Under Way

The 2011 NFL season is underway and we are ready to put some of our improved algorithms to the test. Last year we primarily used box score data for our predictions. This resulted in adequate performance but nothing spectacular.

This year we are increasing the collective intelligence quotient in our algorithm by incorporating betting line data and line movement. The purpose of the betting line is to make the sportsbooks money by splitting the betting population in half. The line will move as a result of betting pressure presented by the betting population. e.g. The favorite team is favored by 5 points. Many bettors may feel that the favorite team is not that good and place bets on the underdog. With an unbalanced wager profile the sportsbook has the potential to lose money so they will move the bet line until the incoming bets are equal on each side. This movement is a form of collective intelligence of the betting population.

Another change this year is that in addition to choosing the winner as a discrete value (winner or loser) we will also predict the line value as a continuous variable. This line value is what we think the line should be. If the favorite team is favored by 5pts and we predict 3pts it may be wise to vote on the underdog. However if the favorite team is favored by 2pts and we predict 7pts, the favorite is the better option.

Without further ado, here is what we are looking at for week 4:
TimeFavoriteLineUnderdogDiscrete
10/2 1:00 ET At Dallas 3.1 Detroit Dallas
10/2 1:00 ET New Orleans 2.5 At Jacksonville New Orleans
10/2 1:00 ET At Philadelphia 8.6 San Francisco Philadelphia
10/2 1:00 ET Washington 2.2 At St. Louis Washington
10/2 1:00 ET Tennessee 4.3 At Cleveland Tennessee
10/2 1:00 ET At Cincinnati 2.3 Buffalo Buffalo
10/2 1:00 ET Minnesota 3.7 At Kansas City Kansas City
10/2 1:00 ET Carolina 0.7 At Chicago Chicago
10/2 1:00 ET At Houston 0.9 Pittsburgh Houston
10/2 4:05 ET Atlanta 2.0 At Seattle Atlanta
10/2 4:05 ET NY Giants 0.3 At Arizona NY Giants
10/2 4:15 ET At San Diego 5.2 Miami San Diego
10/2 4:15 ET At Green Bay 9.5 Denver Green Bay
10/2 4:15 ET New England 4.5 At Oakland New England
10/2 8:25 ET At Baltimore 6.8 NY Jets Baltimore
10/3 8:35 ET At Tampa Bay 1.3 Indianapolis Tampa Bay
--Greg Szalkowski