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dvb
2009 Nov 29
2
Time Series Rating Model
...ver I dont know how to fit this stochatical weighted function to the completed bivariate poisson model.
I know that some other references for dynamic soccer team rating apply below two methods, while I am not familiar with these method:-
1. Brownian Motions
ifs (CRAN package)
sde (CRAN package)
dvfBm (CRAN package)
2. Kalman Filters
FKF (CRAN package)
KFAS (CRAN package)
Hereby I attach some references. I upload the model in R programming file "model.RData" in my skydrive as well.
I will appreciate if prof would sharing your precious advice or suggestion. Thank you.
Best Rega...