Which NFL Teams Are the Biggest Surprises of 2015 So Far?

We’re now 4.0625 weeks into the NFL’s 2015 regular season. (If you don’t know what the NFL is, you should probably stop reading now.) That’s about one-quarter of the whole 256-game shebang, enough to start taking stock of preseason predictions. So I got to wondering: Which teams have been the biggest surprises so far?

To get one answer to this question, I downloaded game results from Pro-Football-Reference.com (here) and compared them to the central tendencies of my preseason predictive simulations (here). The mean error of the predictions for each team so far is plotted below. The error in this case is the difference between the number of points by which the team was expected to win or lose each game and the number of points by which it actually won or lost. For example, my simulations had the Colts, on average, winning this week’s Thursday-night game against the Texans by 4, but they actually won by 7. That’s an error of +3 for the Colts and -3 for Houston. The mean error is the average of those errors across all games played so far. So, a positive mean error (blue dots) means the team is over-performing relative to the preseason predictions, while a negative mean error (red dots) means it’s under-performing.

team.error.lollipops.20151009

Most of those results won’t surprise regular NFL watchers. The New York Football Jets finished 4–12 last year and ranked near the bottom in my preseason wiki survey, but they’re off to a 3–1 start this year. The Falcons, who went 6–10 in 2014 and garnered a low-middle score in the wiki survey, are undefeated after four weeks. At the other end of the scale, the Dolphins got a high-middle score in the preseason survey, but they have stumbled to a 1–3 start.

It’s also interesting (to me, anyway) to note how the team-specific errors are only loosely correlated with differences between predicted and observed records. For example, the Giants are only 2–2 so far this year, but they show up as one of the biggest over-performers of the first four weeks. That’s partly because both of those two losses were close games that could easily have flipped the other way. The Giants were expected to be on the bad side of mediocre, but they’ve been competitive in every game so far. Ditto for the Ravens, who only show up as mild under-performers but have a 1–3 record (sob). At least three of those four games were expected to be close, and all of them turned on late scores; unfortunately, only one of those four late turns broke in Baltimore’s favor.

This exercise is only interesting if the preseason predictions on which we’re basing the calls about over– or under-performance are sound. So far, they look pretty solid. After four weeks, the root mean squared error for the predicted net scores is 12.8, and the mean squared error is 165. Those look large, but I think they’re in line with other preseason score forecasts. If we convert the predicted net scores to binary predicted outcomes, the model is 40–23 after four weeks, or 41–23 if we include last night’s Colts-Texans game. That’s not exactly clairvoyant, but it beats eight of ESPN’s 13 experts and matches one more, and they make their predictions each week with updated information.

Interactive 2015 NFL Forecasts

As promised in my last post, I’ve now built and deployed a web app that lets you poke through my preseason forecasts for the 2015 NFL regular season:

2015 NFL Forecasts

I learned several new tricks in the course of generating these forecasts and building this app, so the exercise served its didactic purpose. (You can find the code for the app here, on GitHub.) I also got lucky with the release of a new R package that solved a crucial problem I was having when I started to work on this project a couple of weeks ago. Open source software can be a wonderful thing.

The forecasts posted right now are based on results of the pairwise wiki survey through the morning of Monday, August 17. At that point, the survey had already logged upwards of 12,000 votes, triple the number cast in last year’s edition. This time around, I posted a link to the survey on the r/nfl subreddit, and that post produced a brief torrent of activity from what I hope was a relatively well-informed crowd.

The regular season doesn’t start until September, and I will update these forecasts at least once more before that happens. With so many votes already cast, though, the results will only change significantly if a) a large number of new votes are cast and b) those votes differ substantially from the ones already cast, and those conditions are highly unlikely to intersect.

One thing these forecasts help to illustrate is how noisy a game professional football is. By noisy, I mean hard to predict with precision. Even in games where one team is much stronger than the other, we still see tremendous variance in the simulated net scores and the associated outcomes. Heavy underdogs will win big every once in a while, and games we’d consider close when watching can produce a wide range of net scores.

Take, for example, the week 1 match-up between the Bears and Packers. Even though Chicago’s the home team, the simulation results (below) favor Green Bay by more than eight points. At the same time, those simulations also include a smattering of outcomes in which the Bears win by multiple touchdowns, and the peak of the distribution of simulations is pretty broad and flat. Some of that variance results from the many imperfections of the model and survey scores, but a lot of it is baked into the game, and plots of the predictive simulations nicely illustrate that noisiness.

nfl.forecast.packers.bears

The big thing that’s still missing from these forecasts is updating during the season. The statistical model that generates the predictive simulations takes just two inputs for each game — the difference between the two teams’ strength scores and the name of the home team — and, barring catastrophe, only one of those inputs can change as the season passes. I could leave the wiki survey running throughout the season, but the model that turns survey votes into scores doesn’t differentiate between recent and older votes, so updating the forecasts with the latest survey scores is unlikely to move the needle by much.*

I’m now hoping to use this problem as an entry point to learning about Bayesian updating and how to program it in R. Instead of updating the actual survey scores, we could treat the preseason scores as priors and then use observed game scores or outcomes to sequentially update estimates of them. I haven’t figured out how to implement this idea yet, but I’m working on it and will report back if I do.

* The pairwise wiki survey runs on open source software, and I can imagine modifying the instrument to give more weight to recent votes than older ones. Right now, I don’t have the programming skills to make those modifications, but I’m still hoping to find someone who might want to work with me, or just take it upon himself or herself, to do this.

Yes, By Golly, I Am Ready for Some Football

The NFL’s 2015 season sort of got underway last night with the Hall of Fame Game. Real preseason play doesn’t start until this weekend, and the first kickoff of the regular season is still a month away.

No matter, though — I’m taking the Hall of Fame Game as my cue to launch this year’s football forecasting effort. As it has for the past two years (see here and here), the process starts with me asking you to help assess the strength of this year’s teams by voting in a pairwise wiki survey:

In the 2015 NFL season, which team will be better?

That survey produces scores on a scale of 0–100. Those scores will become the crucial inputs into simulations based on a simple statistical model estimated from the past two years’ worth of survey data and game results. Using an R function I wrote, I’ve determined that I should be able to improve the accuracy of my forecasts a bit this year by basing them on a mixed-effects model with random intercepts to account for variation in home-team advantages across the league. Having another season’s worth of predicted and actual outcomes should help, too; with two years on the books, my model-training sample has doubled.

An improvement in accuracy would be great, but I’m also excited about using R Studio’s Shiny to build a web page that will let you explore the forecasts at a few levels: by game, by team, and by week. Here’s a screenshot of the game-level tab from a working version using the 2014 data. It plots the distribution of the net scores (home – visitor) from the 1,000 simulations, and it reports win probabilities for both teams and a line (the median of the simulated scores).

nfl.forecasts.app.game.20150809

The “By team” tab lets you pick a team to see a plot of the forecasts for all 16 of their games, along with their predicted wins (count of games with win probabilities over 0.5) and expected wins (sum of win probabilities for all games) for the year. The “By week” tab (shown below) lets you pick a week to see the forecasts for all the games happening in that slice of the season. Before, I plan to add annotation to the plot, reporting the lines those forecasts imply (e.g., Texans by 7).

nfl.forecasts.app.week.20150809

Of course, the quality of the forecasts displayed in that app will depend heavily on participation in the wiki survey. Without a diverse and well-informed set of voters, it will be hard to do much better than guessing that each team will do as well this year as it did last year. So, please vote here; please share this post or the survey link with friends and family who know something about pro football; and please check back in a few weeks for the results.

Estimating NFL Team-Specific Home-Field Advantage

This morning, I tinkered a bit with my pro-football preseason team strength survey data from 2013 and 2014 to see what other simple things I might do to improve the accuracy of forecasts derived from future versions of them.

My first idea is to go beyond a generic estimate of home-field advantage—about 3 points, according to my and everyone else’s estimates—with team-specific versions of that quantity. The intuition is that some venues confer a bigger advantage than others. For example, I would guess that Denver enjoys a bigger home-field edge than most teams because their stadium is at high altitude. The Broncos live there, so they’re used to it, but visiting teams have to adapt, and that process supposedly takes about a day for every 1,000 feet over 3,000. Some venues are louder than others, and that noise is often dialed up when visiting teams would prefer some quiet. And so on.

To explore this idea, I’m using a simple hierarchical linear model to estimate team-specific intercepts after taking preseason estimates of relative team strength into account. The line of R code used to estimate the model requires the lme4 package and looks like this:

mod1 <- lmer(score.raw ~ wiki.diff + (1 | home_team), results)

Where

score.raw = home_score - visitor_score
wiki.diff = home_wiki - visitor_wiki

Those wiki vectors are the team strength scores estimated from preseason pairwise wiki surveys. The ‘results’ data frame includes scores for all regular and postseason games from those two years so far, courtesy of devstopfix’s NFL results repository on GitHub (here). Because the net game and strength scores are both ordered home to visitor, we can read those random intercepts for each home team as estimates of team-specific home advantage. There are probably other sources of team-specific bias in my data, so those estimates are going to be pretty noisy, because I think it’s a reasonable starting point.

My initial results are shown in the plot below, which I get with these two lines of code, the second of which requires the lattice package:

ha1 <- ranef(mod1, condVar=TRUE)
dotplot(ha1)

Bear in mind that the generic (fixed) intercept is 2.7, so the estimated home-field advantage for each team is what’s shown in the plot plus that number. For example, these estimates imply that my Ravens enjoy a net advantage of about 3 points when they play in Baltimore, while their division-rival Bengals are closer to 6.

home.advantage.estimates

In light of DeflateGate, I guess I shouldn’t be surprised to see the Pats at the top of the chart, almost a whole point higher than the second-highest team. Maybe their insanely home low fumble rate has something to do with it.* I’m also heartened to see relatively high estimates for Denver, given the intuition that started this exercise, and Seattle, which I’ve heard said enjoys an unusually large home-field edge. At the same time, I honestly don’t know what to make of the exceptionally low estimates for DC and Jacksonville, who appear from these estimates to suffer a net home-field disadvantage. That strikes me as odd and undercuts my confidence in the results.

In any case, that’s how far my tinkering took me today. If I get really bored motivated, I might try re-estimating the model with just the 2013 data and then running the 2014 preseason survey scores through that model to generate “forecasts” that I can compare to the ones I got from the simple linear model with just the generic intercept (here). The point of the exercise was to try to get more accurate forecasts from simple models, and the only way to test that is to do it. I’m also trying to decide if I need to cross these team-specific effects with season-specific effects to try to control for differences across years in the biases in the wiki survey results when estimating these team-specific intercepts. But I’m not there yet.

* After I published this post, Michael Lopez helpfully pointed me toward a better take on the Patriots’ fumble rate (here), and Mo Patel observed that teams manage their own footballs on the road, too, so that particular tweak—if it really happened—wouldn’t have a home-field-specific effect.

Post Mortem on 2014 Preseason NFL Forecasts

Let’s end the year with a whimper, shall we?

Back in September (here), I used a wiki survey to generate a preseason measure of pro-football team strength and then ran that measure through a statistical model and some simulations to gin up forecasts for all 256 games of the 2014 regular season. That season ended on Sunday, so now we can see how those forecasts turned out.

The short answer: not awful, but not so great, either.

To assess the data and model’s predictive power, I’m going to focus on predicted win totals. Based on my game-level forecasts, how many contests was each team expected to win? Those totals nicely summarize the game-level predictions, and they are the focus of StatsbyLopez’s excellent post-season predictive review, here, against which I can compare my results.

StatsbyLopez used two statistics to assess predictive accuracy: mean absolute error (MAE) and mean squared error (MSE). The first is the average of the distance between each team’s projected and observed win totals. The second is the average of the square of those distances. MAE is a little easier to interpret—on average, how far off was each team’s projected win total?—while MSE punishes larger errors more than the first, which is nice if you care about how noisy your predictions are. StatsbyLopez used those stats to compare five sets of statistical predictions to the preseason betting line (Vegas) and a couple of simple benchmarks: last year’s win totals and a naive forecast of eight wins for everyone, which is what you’d expect to get if you just flipped a coin to pick winners.

Lopez’s post includes some nice column charts comparing those stats across sources, but it doesn’t include the stats themselves, so I’m going to have to eyeball his numbers and do the comparison in prose.

I summarized my forecasts two ways: 1) counts of the games each team had a better-than-even chance of winning, and 2) sums of each team’s predicted probabilities of winning.

  • The MAE for my whole-game counts was 2.48—only a little bit better than the ultra-naive eight-wins-for-everyone prediction and worse than everything else, including just using last year’s win totals. The MSE for those counts was 8.89, still worse than everything except the simple eights. For comparison, the MAE and MSE for the Vegas predictions were roughly 2.0 and 6.0, respectively.
  • The MAE for my sums was 2.31—about as good as the worst of the five “statsheads” Lopez considered, but still a shade worse than just carrying forward the 2013 win totals. The MSE for those summed win probabilities, however, was 7.05. That’s better than one of the sources Lopez considered and pretty close to two others, and it handily beats the two naive benchmarks.

To get a better sense of how large the errors in my forecasts were and how they were distributed, I also plotted the predicted and observed win totals by team. In the charts below, the black dots are the predictions, and the red dots are the observed results. The first plot uses the whole-game counts; the second the summed win probabilities. Teams are ordered from left to right according to their rank in the preseason wiki survey.

Predicted (black) and observed (red) 2014 regular-season win totals by team using whole-game counts

Predicted (black) and observed (red) 2014 regular-season win totals by team using whole-game counts

Predicted (black) and observed (red) 2014 regular-season win totals by team using summed win probabilities

Predicted (black) and observed (red) 2014 regular-season win totals by team using summed win probabilities

Substantively, those charts spotlight some things most football fans could already tell you: Dallas and Arizona were the biggest positive surprises of the 2014 regular season, while San Francisco, New Orleans, and Chicago were probably the biggest disappointments.  Detroit and Buffalo also exceeded expectations, although only one of them made it to the postseason, while Tampa Bay, Tennessee, the NY Giants, and the Washington football team also under-performed.

Statistically, it’s interesting but not surprising that the summed win probabilities do markedly better than the whole-game counts. Pro football is a noisy game, and we throw out a lot of information about the uncertainty of each contest’s outcome when we convert those probabilities into binary win/lose calls. In essence, those binary calls are inherently overconfident, so the win counts they produce are, predictably, much noisier than the ones we get by summing the underlying probabilities.

In spite of its modest performance in 2014, I plan to repeat this exercise next year. The linear regression model I use to convert the survey results into game-level forecasts has home-field advantage and the survey scores as its only inputs. The 2014 version of that model was estimated from just a single prior season’s data, so doubling the size of the historical sample to 512 games will probably help a little. Like all survey results, my team-strength score depends on the pool of respondents, and I keep hoping to get a bigger and better-informed crowd to participate in that part of the exercise. And, most important, it’s fun!

2014 NFL Football Season Predictions

Professional (American) football season starts tonight when the Green Bay Packers visit last year’s champs, the Seattle Seahawks, for a Thursday-night opener thing that still seems weird to me. (SUNDAY, people. Pro football is played on Sunday.) So, who’s likely to win?

With the final preseason scores from our pairwise wiki survey in hand, we can generate a prediction for that game, along with all 255 other regular-season contests on the 2014 schedule. As I described in a recent post, this wiki survey offers a novel way to crowdsource the problem of estimating team strength before the season starts. We can use last year’s preseason survey data and game results to estimate a simple statistical model that accounts for two teams’ strength differential and home-field advantage. Then, we can apply that model to this year’s survey results to get game-level forecasts.

In the last post, I used the initial model estimates to generate predicted net scores (home minus visitor) and confidence intervals. This time, I thought I’d push it a little further and use predictive simulations. Following Gelman and Hill’s Data Analysis Using Regression and Multilevel/Hierarchical Models (2009), I generated 1,000 simulated net scores for each game and then summarized the distributions of those scores to get my statistics of interest.

The means of those simulated net scores for each game represent point estimates of the outcome, and the variance of those distributions gives us another way to compute confidence intervals. Those means and confidence intervals closely approximate the ones we’d get from a one-shot application of the predictive model to the 2014 survey results, however, so there’s no real new information there.

What we can do with those distributions that is new is compute win probabilities. The share of simulated net scores above 0 gives us an estimate of the probability of a home-team win, and 1 minus that estimate gives us the probability of a visiting-team win.

A couple of pictures make this idea clearer. First, here’s a histogram of the simulated net scores for tonight’s Packers-Seahawks game. The Packers fared pretty well in the preseason wiki survey, ranking 5th overall with a score of 77.5 out of 100. The defending-champion Seahawks got the highest score in the survey, however—a whopping 92.6—and they have home-field advantage, which is worth about 3.1 points on average, according  to my model. In my predictive simulations, 673 of the 1,000 games had a net score above 0, suggesting a win probability of 67%, or 2:1 odds, in favor of the Seahawks. The mean predicted net score is 5.8, which is pretty darn close to the current spread of -5.5.

Seattle Seahawks.Green Bay Packers

Things look a little tighter for the Bengals-Ravens contest, which I’ll be attending with my younger son on Sunday in our once-annual pilgrimage to M&T Bank Stadium. The Ravens wound up 10th in the wiki survey with a score of 60.5, but the Bengals are just a few rungs down the ladder, in 13th, with a score of 54.7. Add in home-field advantage, though, and the simulations give the Ravens a win probability of 62%, or about 3:2 odds. Here, the mean net score is 3.6, noticeably higher than the current spread of -1.5 but on the same side of the win/loss line. (N.B. Because the two teams’ survey scores are so close, the tables turn when Cincinnati hosts in Week 8, and the predicted probability of a home win is 57%.)

Baltimore Ravens.Cincinnati Bengals

Once we’ve got those win probabilities ginned up, we can use them to move from game-level to season-level forecasts. It’s tempting to think of the wiki survey results as season-level forecasts already, but what they don’t do is account for variation in strength of schedule. Other things being equal, a strong team with a really tough schedule might not be expected to do much better than a mediocre team with a relatively easy schedule. The model-based simulations refract those survey results through the 2014 schedule to give us a clearer picture of what we can expect to happen on the field this year.

The table below (made with the handy ‘textplot’ command in R’s gplots package) turns the predictive simulations into season-level forecasts for all 32 teams.* I calculated two versions of a season summary and juxtaposed them to the wiki survey scores and resulting rankings. Here’s what’s in the table:

  • WikiRank shows each team’s ranking in the final preseason wiki survey results.
  • WikiScore shows the score on which that ranking is based.
  • WinCount counts the number of games in which each team has a win probability above 0.5. This process gives us a familiar number, the first half of a predicted W-L record, but it also throws out a lot of information by treating forecasts close to 0.5 the same as ones where we’re more confident in our prediction of the winner.
  • WinSum, is the sum of each team’s win probabilities across the 16 games. This expected number of wins is a better estimate of each team’s anticipated results than WinCount, but it’s also a less familiar one, so I thought I would show both.

Teams appear in the table in descending order of WinSum, which I consider the single-best estimate in this table of a team’s 2014 performance. It’s interesting (to me, anyway) to see how the rank order changes from the survey to the win totals because of differences in strength of schedule. So, for example, the Patriots ranked 4th in the wiki survey, but they get the second-highest expected number of wins this year (9.8), just behind the Seahawks (9.9). Meanwhile, the Steelers scored 16th in the wiki survey, but they rank 11th in expected number of wins with an 8.4. That’s a smidgen better than the Cincinnati Bengals (8.3) and not much worse than the Baltimore Ravens (9.0), suggesting an even tighter battle for the AFC North division title than the wiki survey results alone.

2014 NFL Season-Level Forecasts from 1,000 Predictive Simulations Using Preseason Wiki Survey Results and Home-Field Advantage

2014 NFL Season-Level Forecasts from 1,000 Predictive Simulations Using Preseason Wiki Survey Results and Home-Field Advantage

There are a lot of other interesting quantities we could extract from the results of the game-level simulations, but that’s all I’ve got time to do now. If you want to poke around in the original data and simulation results, you can find them all in a .csv on my Google Drive (here). I’ve also posted a version of the R script I used to generate the game-level and season-level forecasts on Github (here).

At this point, I don’t have plans to try to update the forecasts during the season, but I will be seeing how the preseason predictions fare and occasionally reporting the results here. Meanwhile, if you have suggestions on other ways to use these data or to improve these forecasts, please leave a comment here on the blog.

* The version of this table I initially posted had an error in the WikiRank column where 18 was skipped and the rankings ran to 33. This version corrects that error. Thanks to commenter C.P. Liberatore for pointing it out.

Turning Crowdsourced Preseason NFL Strength Ratings into Game-Level Forecasts

For the past week, nearly all of my mental energy has gone into the Early Warning Project and a paper for the upcoming APSA Annual Meeting here in Washington, DC. Over the weekend, though, I found some time for a toy project on forecasting pro-football games. Here are the results.

The starting point for this toy project is a pairwise wiki survey that turns a crowd’s beliefs about relative team strength into scalar ratings. Regular readers will recall that I first experimented with one of these before the 2013-2014 NFL season, and the predictive power wasn’t terrible, especially considering that the number of participants was small and the ratings were completed before the season started.

This year, to try to boost participation and attract a more knowledgeable crowd of respondents, I paired with Trey Causey to announce the survey on his pro-football analytics blog, The Spread. The response has been solid so far. Since the survey went up, the crowd—that’s you!—has cast nearly 3,400 votes in more than 100 unique user sessions (see the Data Visualizations section here).

The survey will stay open throughout the season, but that doesn’t mean it’s too early to start seeing what it’s telling us. One thing I’ve already noticed is that the crowd does seem to be updating in response to preseason action. For example, before the first round of games, I noticed that the Baltimore Ravens, my family’s favorites, were running mid-pack with a rating of about 50. After they trounced the defending NFC champion 49ers in their preseason opener, however, the Ravens jumped to the upper third with a rating of 59. (You can always see up-to-the-moment survey results here, and you can cast your own votes here.)

The wiki survey is a neat way to measure team strength. On their own, though, those ratings don’t tell us what we really want to know, which is how each game is likely to turn out, or how well our team might be expected to do this season. The relationship between relative strength and game outcomes should be pretty strong, but we might want to consider other factors, too, like home-field advantage. To turn a strength rating into a season-level forecast for a single team, we need to consider the specifics of its schedule. In game play, it’s relative strength that matters, and some teams will have tougher schedules than others.

A statistical model is the best way I can think to turn ratings into game forecasts. To get a model to apply to this season’s ratings, I estimated a simple linear one from last year’s preseason ratings and the results of all 256 regular-season games (found online in .csv format here). The model estimates net score (home minus visitor) from just one feature, the difference between the two teams’ preseason ratings (again, home minus visitor). Because the net scores are all ordered the same way and the model also includes an intercept, though, it implicitly accounts for home-field advantage as well.

The scatterplot below shows the raw data on those two dimensions from the 2013 season. The model estimated from these data has an intercept of 3.1 and a slope of 0.1 for the score differential. In other words, the model identifies a net home-field advantage of 3 points—consistent with the conventional wisdom—and it suggests that every point of advantage on the wiki-survey ratings translates into a net swing of one-tenth of a point on the field. I also tried a generalized additive model with smoothing splines to see if the association between the survey-score differential and net game score was nonlinear, but as the scatterplot suggests, it doesn’t seem to be.

2013 NFL Games Arranged by Net Game Score and Preseason Wiki Survey Rating Differentials

2013 NFL Games Arranged by Net Game Score and Preseason Wiki Survey Rating Differentials

In sample, the linear model’s accuracy was good, not great. If we convert the net scores the model postdicts to binary outcomes and compare those postdictions to actual outcomes, we see that the model correctly classifies 60 percent of the games. That’s in sample, but it’s also based on nothing more than home-field advantage and a single preseason rating for each team from a survey with a small number of respondents. So, all things considered, it looks like a potentially useful starting point.

Whatever its limitations, that model gives us the tool we need to convert 2014 wiki survey results into game-level predictions. To do that, we also need a complete 2014 schedule. I couldn’t find one in .csv format, but I found something close (here) that I saved as text, manually cleaned in a minute or so (deleted extra header rows, fixed remaining header), and then loaded and merged with a .csv of the latest survey scores downloaded from the manager’s view of the survey page on All Our Ideas.

I’m not going to post forecasts for all 256 games—at least not now, with three more preseason games to learn from and, hopefully, lots of votes yet to be cast. To give you a feel for how the model is working, though, I’ll show a couple of cuts on those very preliminary results.

The first is a set of forecasts for all Week 1 games. The labels show Visitor-Home, and the net score is ordered the same way. So, a predicted net score greater than 0 means the home team (second in the paired label) is expected to win, while a predicted net score below 0 means the visitor (first in the paired label) is expected to win. The lines around the point predictions represent 90-percent confidence intervals, giving us a partial sense of the uncertainty around these estimates.

Week 1 Game Forecasts from Preseason Wiki Survey Results on 10 August 2014

Week 1 Game Forecasts from Preseason Wiki Survey Results on 10 August 2014

Of course, as a fan of particular team, I’m most interested in what the model says about how my guys are going to do this season. The next plot shows predictions for all 16 of Baltimore’s games. Unfortunately, the plotting command orders the data by label, and my R skills and available time aren’t sufficient to reorder them by week, but the information is all there. In this plot, the dots for the point predictions are colored red if they predict a Baltimore win and black for an expected loss. The good news for Ravens fans is that this plot suggests an 11-5 season, good enough for a playoff berth. The bad news is that an 8-8 season also lies within the 90-percent confidence intervals, so the playoffs don’t look like a lock.

2014 Game-Level Forecasts for the Baltimore Ravens from 10 August 2014 Wiki Survey Scores

2014 Game-Level Forecasts for the Baltimore Ravens from 10 August 2014 Wiki Survey Scores

So that’s where the toy project stands now. My intuition tells me that the predicted net scores aren’t as well calibrated as I’d like, and the estimated confidence intervals surely understate the true uncertainty around each game (“On any given Sunday…”). Still, I think this exercise demonstrates the potential of this forecasting process. If I were a betting man, I wouldn’t lay money on these estimates. As an applied forecaster, though, I can imagine using these predictions as priors in a more elaborate process that incorporates additional and, ideally, more dynamic information about each team and game situation over the course of the season. Maybe my doppelganger can take that up while I get back to my day job…

Postscript. After I published this post, Jeff Fogle suggested via Twitter that I compare the Week 1 forecasts to the current betting lines for those games. The plot below shows the median point spread from an NFL odds-aggregating site as blue dots on top of the statistical forecasts already shown above. As you can see, the statistical forecasts are tracking the betting lines pretty closely. There’s only one game—Carolina at Tampa Bay—where the predictions from the two series fall on different sides of the win/loss line, and it’s a game the statistical model essentially sees as a toss-up. It’s also reassuring that there isn’t a consistent direction to the differences, so the statistical process doesn’t seem to be biased in some fundamental way.

Week 1 Game-Level Forecasts Compared to Median Point Spread from Betting Sites on 11 August 2014

Week 1 Game-Level Forecasts Compared to Median Point Spread from Betting Sites on 11 August 2014

Forecasting Round-Up No. 7

1. I got excited when I heard on Twitter yesterday about a machine-learning process that turns out to be very good at predicting U.S. Supreme Court decisions (blog post here, paper here). I got even more excited when I saw that the guys who built that process have also been running a play-money prediction market on the same problem for the past several years, and that the most accurate forecasters in that market have done even better than that model (here). It sounds like they are now thinking about more rigorous ways to compare and cross-pollinate the two. That’s part of what we’re trying to do with the Early Warning Project, so I hope that they do and we can learn from their findings.

2. A paper in the current issue of the Journal of Personality and Social Psychology (here, but paywalled; hat-tip to James Igoe Walsh) adds to the growing pile of evidence on the forecasting power of crowds, with an interesting additional finding on the willingness of others to trust and use those forecasts:

We introduce the select-crowd strategy, which ranks judges based on a cue to ability (e.g., the accuracy of several recent judgments) and averages the opinions of the top judges, such as the top 5. Through both simulation and an analysis of 90 archival data sets, we show that select crowds of 5 knowledgeable judges yield very accurate judgments across a wide range of possible settings—the strategy is both accurate and robust. Following this, we examine how people prefer to use information from a crowd. Previous research suggests that people are distrustful of crowds and of mechanical processes such as averaging. We show in 3 experiments that, as expected, people are drawn to experts and dislike crowd averages—but, critically, they view the select-crowd strategy favorably and are willing to use it. The select-crowd strategy is thus accurate, robust, and appealing as a mechanism for helping individuals tap collective wisdom.

3. Adam Elkus recently spotlighted two interesting papers involving agent-based modeling (ABM) and forecasting.

  • The first (here) “presents a set of guidelines, imported from the field of forecasting, that can help social simulation and, more specifically, agent-based modelling practitioners to improve the predictive performance and the robustness of their models.”
  • The second (here), from 2009 but new to me, describes an experiment in deriving an agent-based model of political conflict from event data. The results were pretty good; a model built from event data and then tweaked by a subject-matter expert was as accurate as one built entirely by hand, and the hybrid model took much less time to construct.

4. Nautilus ran a great piece on Lewis Fry Richardson, a pioneer in weather forecasting who also applied his considerable intellect to predicting violent conflict. As the story notes,

At the turn of the last century, the notion that the laws of physics could be used to predict weather was a tantalizing new idea. The general idea—model the current state of the weather, then apply the laws of physics to calculate its future state—had been described by the pioneering Norwegian meteorologist Vilhelm Bjerknes. In principle, Bjerkens held, good data could be plugged into equations that described changes in air pressure, temperature, density, humidity, and wind velocity. In practice, however, the turbulence of the atmosphere made the relationships among these variables so shifty and complicated that the relevant equations could not be solved. The mathematics required to produce even an initial description of the atmosphere over a region (what Bjerknes called the “diagnostic” step) were massively difficult.

Richardson helped solve that problem in weather forecasting by breaking the task into many more manageable parts—atmospheric cells, in this case—and thinking carefully about how those parts fit together. I wonder if we will see similar advances in forecasts of social behavior in the next 100 years. I doubt it, but the trajectory of weather prediction over the past century should remind us to remain open to the possibility.

5. Last, a bit of fun: Please help Trey Causey and me forecast the relative strength of this year’s NFL teams by voting in this pairwise wiki survey! I did this exercise last year, and the results weren’t bad, even though the crowd was pretty small and probably not especially expert. Let’s see what happens if more people participate, shall we?

How’d Those Football Forecasts Turn Out?

Yes, it’s February, and yes, the Winter Olympics are on, but it’s a cold Sunday so I’ve got football on the brain. Here’s where that led today:

Last August, I used a crowdsourcing technique called a wiki survey to generate a set of preseason predictions on who would win Super Bowl 48 (see here). I did this fun project to get a better feel for how wiki surveys work so I could start applying them to more serious things, but I’m also a pro football fan who wanted to know what the season portended.

Now that Super Bowl 48’s in the books, I thought I would see how those forecasts fared. One way to do that is to take the question and results at face value and see if the crowd picked the right winner. The short answer is “no,” but it didn’t miss by a lot. The dot plot below shows teams in descending order by their final score on the preseason survey. My crowd picked New England to win, but Seattle was second by just a whisker, and the four teams that made the conference championship games occupied the top four slots.

nflpostmortem.dotplotSo the survey did great, right? Well, maybe not if you look a little further down the list. The Atlanta Falcons, who finished the season 4-12, ranked fifth in the wiki survey, and the Houston Texans—widely regarded as the worst team in the league this year—also landed in the top 10. Meanwhile, the 12-4 Carolina Panthers and 11-5 KC Chiefs got stuck in the basement. Poke around a bit more, and I’m sure you can find a few other chuckles.

Still, the results didn’t look crazy, and I was intrigued enough to want to push it further. To get a fuller picture of how well this survey worked as a forecasting tool, I decided to treat the results as power rankings and compare them across the board to postseason rankings. In other words, instead of treating this as a classification problem (find the Super Bowl winner), I thought I’d treat it as a calibration problem, where the latent variable I was trying to observe before and after is relative team strength.

That turned out to be surprisingly difficult—not because it’s hard to compare preseason and postseason scores, but because it’s hard to measure team strength, even after the season’s over. I asked Trey Causey and Sean J. Taylor, a couple of professional acquaintances who know football analytics, to point me toward an off-the-shelf “ground truth,” and neither one could. Lots of people publish ordered lists, but those lists don’t give us any information about the distance between rungs on the ladder, a critical piece of any calibration question. (Sean later produced and emailed me a set of postseason Bradley-Terry rankings that look excellent, but I’m going to leave the presentation of that work to him.)

About ready to give up on the task, it occurred to me that I could use the same instrument, a wiki survey, to convert those ordered lists into a set of scores that would meet my criteria. Instead of pinging the crowd, I would put myself in the shoes of those lists’ authors for a while, using their rankings to guide my answers to the pairwise comparisons the wiki survey requires. Basically, I would kluge my way to a set of rankings that amalgamated the postseason judgments of several supposed experts. The results would have the added advantage of being on the same scale as my preseason assessments, so the two series could be directly compared.

To get started, I Googled “nfl postseason power rankings” and found four lists that showed up high in the search results and had been updated since the Super Bowl (here, here, here, and here). Then I set up a wiki survey and started voting as List Author #1. My initial thought was to give each list 100 votes, but when I got to 100, the results of the survey in progress didn’t look as much like the original list as I’d expected. Things were a little better at 200 but still not terrific. In the end, I decided to give each survey 320 votes, or the equivalent of 10 votes for each item (team) on the list. When I got to 320 with List 1, the survey results were nearly identical to the original, so I declared victory and stuck with that strategy. That meant 1,280 votes in all, with equal weight for each of the four list-makers.

The plot below compares my preseason wiki survey’s ratings with the results of this Mechanical Turk-style amalgamation of postseason rankings. Teams in blue scored higher than the preseason survey anticipated (i.e., over-performed), while teams in red scored lower (i.e., under-performed).

nflpostmortemplot

Looking at the data this way, it’s even clearer that the preseason survey did well at the extremes and less well in the messy middle. The only stinkers the survey badly overlooked were Houston and Atlanta, and I think it’s fair to say that a lot of people were surprised by how dismal their seasons were. Ditto the Washington [bleep]s and Minnesota Vikings, albeit to a lesser extent. On the flip side, Carolina stands out as a big miss, and KC, Philly, Arizona, and the Colts can also thumb their noses at me and my crowd. Statistically minded readers might want to know that the root mean squared error (RMSE) here is about 27, where the observations are on a 0-100 scale. That 27 is better than random guessing, but it’s certainly not stellar.

A single season doesn’t offer a robust test of a forecasting technique. Still, as a proof of concept, I think this exercise was a success. My survey only drew about 1,800 votes from a few hundred respondents whom I recruited casually through my blog and Twitter feed, which focuses on international affairs and features very little sports talk. When that crowd was voting, the only information they really had was the previous season’s performance and whatever they knew about off-season injuries and personnel changes. Under the circumstances, I’d say a RMSE of 27 ain’t terrible.

It’d be fun to try this again in August 2014 with a bigger crowd and see how that turns out. Before and during the season, it would also be neat to routinely rerun that Mechanical Turk exercise to produce up-to-date “wisdom of the (expert) crowd” power rankings and see if they can help improve predictions about the coming week’s games. Better yet, we could write some code to automate the ingestion of those lists, simulate their pairwise voting, and apply All Our Ideas‘ hierarchical model to the output. In theory, this approach could scale to incorporate as many published lists as we can find, culling the purported wisdom of our hand-selected crowd without the hassle of all that recruiting and voting.

Unfortunately, that crystal palace was a bit too much for me to build on this dim and chilly Sunday. And now, back to our regularly scheduled programming…

PS If you’d like to tinker with the data, you can find it here.

Using Wiki Surveys to Forecast Rare Events

Pro football starts back up for real in just a few weeks. Who’s going to win the next Super Bowl?

This is a hard forecasting problem. The real action hasn’t even started yet, so most of the information we have about how a team will play this season is just extrapolated from other recent seasons, and even without big personnel changes, team performance can vary quite a bit from year to year. Also, luck plays a big role in pro football; one bad injury to a key player or one unlucky break in a playoff game can visibly bend (or end) the arc of a team’s season. I suspect that most fans could do a pretty good job sorting teams now by their expected strength, but correctly guessing exactly who will win the championship is a much tougher nut to crack.

Of course, that doesn’t mean people aren’t trying. PredictWise borrows from online betting site Betfair to give us one well-informed set of forecasts about that question. Here’s a screenshot from this morning (August 11, 2013) of PredictWise’s ten most likely winners of Super Bowl XLVIII:

predictwise 2014 super bowl forecast 20130811

I’m not trying to make the leap into sports bookmaking, but I am interested in hard forecasting questions, and I’m currently using this Super Bowl-champs question as a toy problem to explore how we might apply a relatively new crowdsourced survey technology to forecasting rare events. So far, I think the results look promising.

The technology is a pairwise wiki survey. It’s being developed by a Princeton-based research project called All Our Ideas, and according to its creators, here’s how it works:

[A pairwise wiki survey] consists of a single question with many possible answer items. Respondents can participate in a pairwise wiki survey in two ways: fi rst, they can make pairwise comparisons between items (i.e., respondents vote between item A and item B); and second, they can add new items that are then presented to future respondents.

The resulting pairwise votes are converted into aggregate ratings using a Bayesian hierarchical model that estimates collective preferences most consistent with the observed data.

Pairwise wiki surveys weren’t designed specifically for forecasting, but I think we can readily adapt them to versions of that task that involve comparisons of risk. Instead of asking which item in a pair respondents prefer, we can ask them which item in a pair is more likely. The resulting scores won’t quite be the forecasts we’re looking for, but they’ll contain a lot of useful information about rank ordering and relative likelihoods.

My Super Bowl survey has only been running for a few days now, but I’ve already got more than 1,300 votes, and the results it’s produced so far look pretty credible to me. Here’s a screenshot of the top 10 from my wiki survey on the next NFL champs, as of 8 AM on August 11, 2013. As you can see, the top 10 is nearly identical to the top 10 at Betfair—they’ve got the Bengals where my survey has the NY Giants—and even within the top 10, the teams sort pretty similarly.

allourideas 2014 super bowl survey results 20130811

The 0-100 scores in that chart aren’t estimates of the probability that a team will win the Super Bowl. Because only one team can win, those estimates would have to sum to 100 across all 32 teams in the league. Instead, the scores shown here are the model-estimated chances that each team will win if pitted against another team chosen at random. As such, they’re better thought of as estimates of relative strength with an as-yet unspecified relationship to the probability of winning the championship.

This scalar measure of relative strength will often be interesting on its own, but for forecasting applications, we’d usually prefer to have these values expressed as probabilities. Following PredictWise, we can get there by summing all the scores and treating that sum as the denominator in a likelihood ratio that behaves like a true probability. For example, when that screenshot of my wiki survey was taken, the scores across all 32 NFL teams summed to 1,607, so the estimated probability of the Atlanta Falcons winning Super Bowl XLVIII were 5.4% (87/1,607), while the chances that my younger son’s Ravens will repeat were pegged about 4.9% (79/1,607).

For problems with a unique outcome, this conversion is easy to do, because the contours of the event space are known in advance. As the immortals in Highlander would have it, “There can be only one.”

Things get tougher if we want to apply this technique to problems where there isn’t a fixed number of events—say, trying to anticipate where coups or insurgencies or mass atrocities are likely to happen in the coming year.  One way to extend the method to these kinds of problems would be to use historical data to identify the base rate of relevant events and then use that base rate as a multiplier in the transformation math as follows:

predicted probability = base rate * [ score / (sum of scores) ]

When a rare-events model is well calibrated, the sum of the predicted probabilities it produces should roughly equal the number of events that actually occur. The approach I’m proposing just works that logic in reverse, starting with the (reasonable) assumption that the base rate is a good forecast of the number of events that will occur and then inflating or deflating the estimated probabilities accordingly.

For example, say I’m interested in forecasting onsets of state-sponsored mass killing around the world, and I know the annual base rate of these events over the past few decades has only been about 1.2. I could use a pairwise wiki survey to ask respondents “Which country is more likely to experience an onset of state-sponsored mass killing in 2014?” and get scores like the ones in the All Our Ideas chart above. To convert the score for Country X to a predicted probability, I could sum the resulting scores for all countries, divide Country X’s score by that sum, and then multiply the result by 1.2.

This process might seem a bit ad hoc, but I think it’s one reasonable solution to a tough problem. In fact, this is basically the same thing that happens in a logistic regression model, which statisticians (and wannabes like me) often use to forecast discrete events. In the equation we get from a logistic regression model, the intercept captures information about the base rate and uses that as a starting point for all of the responses, which are initially expressed as log odds. The vector of predictors and the associated weights just slides the log odds up or down from that benchmark, and a final operation converts those log odds to a familiar 0-1 probability.

On the football problem, I would expect Betfair to be more accurate than my wiki survey, because Betfair’s odds are based on the behavior of people who are putting money on the line. For rare events in international politics, though, there is no Betfair equivalent. In situations where statistical modeling is inefficient or impossible—or we just want to know what some pool of respondents believe the risks are—I think this wiki-survey approach could be a useful tool.

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