Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez,...

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Parity and Predictability of Competitions: Nonlinear Dynamics of Sports Eli Ben-Naim Complex Systems Group & Center for Nonlinear Studies Los Alamos National Laboratory Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific, Pohang, Korea, July 12, 2006 Talk, papers available from: http://cnls.lanl.gov/~ebn

Transcript of Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez,...

Page 1: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

Parity and Predictability of Competitions: Nonlinear Dynamics of Sports

Eli Ben-Naim

Complex Systems Group & Center for Nonlinear StudiesLos Alamos National Laboratory

Federico Vazquez, Sidney Redner (Los Alamos & Boston University)

2006 Dynamics Days Asia Pacific, Pohang, Korea, July 12, 2006

Talk, papers available from: http://cnls.lanl.gov/~ebn

Page 2: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

Plan

• Parity of sports leagues

• Theory: competition model

• Predictability of competitions

• Competition and social dynamics

Page 3: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

What is the most competitive sport?

Football

Baseball

Hockey

Basketball

American football

Page 4: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

What is the most competitive sport?

Football

Baseball

Hockey

Basketball

American football

Can competitiveness be quantified?How can competitiveness be quantified?

Page 5: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

• Teams ranked by win-loss record

• Win percentage

• Standard deviation in win-percentage

• Cumulative distribution = Fraction of teams with winning percentage < x

Parity of a sports leagueMajor League Baseball

American League2005 Season-end Standings

! =!!x2" # !x"2

F (x)0.400 < x < 0.600

! = 0.08

In baseball

x =Number of wins

Number of games

Page 6: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

Data

• 300,000 Regular season games (all games)

• 5 Major sports leagues in US, England

sport league full name country years games

soccer FA Football Association England 1888-2005 43,350

baseball MLB Major League Baseball US 1901-2005 163,720

hockey NHL National Hockey League US 1917-2005 39,563

basketball NBA National Basketball Association US 1946-2005 43,254

american football NFL National Football League US 1922-2004 11,770

source: http://www.shrpsports.com/ http://www.the-english-football-archive.com/

Page 7: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

0 0.2 0.4 0.6 0.8 1x

0

0.2

0.4

0.6

0.8

1

F(x)

NFLNBANHLMLB

Standard deviation in winning percentage

data theory

Page 8: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

0 0.2 0.4 0.6 0.8 1x

0

0.2

0.4

0.6

0.8

1

F(x)

NFLNBANHLMLB

Distribution of winning percentage clearly distinguishes sports

!

•Baseball most competitive?•American football least competitive?

data theory

Standard deviation in winning percentage

00.050.100.150.200.25

MLB FA NHL NBA NFL

0.210

0.1500.1200.1020.084

Page 9: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

• Two, randomly selected, teams play

• Outcome of game depends on team record

- Better team wins with probability 1-q

- Worst team wins with probability q

- When two equal teams play, winner picked randomly

• Initially, all teams are equal (0 wins, 0 losses)

• Teams play once per unit time

Theory: competition model

(i, j)!!

(i + 1, j) probability 1" q

(i, j + 1) probability qi > j

!x" =12

q =

!1/2 random1 deterministic

Page 10: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

• Probability distribution functions

• Evolution of the probability distribution

• Closed equations for the cumulative distribution

Boundary Conditions Initial Conditions

Rate equation approach

dgk

dt= (1! q)(gk!1Gk!1 ! gkGk) + q(gk!1Hk!1 ! gkHk) +

12

!g2

k!1 ! g2k

"

gk = fraction of teams with k wins

Gk =k!1!

j=0

gj = fraction of teams with less than k wins Hk = 1!Gk+1 =!!

j=k+1

gj

G0 = 0 G! = 1 Gk(t = 0) = 1

better team wins worse team wins equal teams play

Nonlinear Difference-Differential Equations

dGk

dt= q(Gk!1 !Gk) + (1/2! q)

!G2

k!1 !G2k

"

Page 11: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

An exact solution• Winner always wins (q=0)

• Transformation into a ratio

• Nonlinear equations reduce to linear recursion

• Exact solution

dGk

dt= Gk(Gk !Gk!1)

dPk

dt= Pk!1

Gk =Pk

Pk+1

Gk =1 + t + 1

2! t2 + · · · + 1

k! tk

1 + t + 12! t

2 + · · · + 1(k+1)! t

k+1

Page 12: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

0 0.5 1 1.5 2x

0

0.2

0.4

0.6

0.8

1

F(x

)

k=10k=20k=100scaling theory

Long-time asymptotics

• Long-time limit

• Scaling form

• Scaling function

Gk !k + 1

t

F (x) = x

Seek similarity solutionsUse winning percentage as scaling variable

Gk ! F

!k

t

"

Page 13: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

Scaling analysis• Rate equation

• Treat number of wins as continuous

• Stationary distribution of winning percentage

• Scaling equation

dGk

dt= q(Gk!1 !Gk) + (1/2! q)

!G2

k!1 !G2k

"

Gk+1 !Gk "!G

!k

Gk(t)! F (x) x =k

t

[(x! q)! (1! 2q)F (x)]dF

dx= 0

!G

!t+ [q + (1! 2q)G]

!G

!k= 0

Page 14: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

Scaling analysis• Rate equation

• Treat number of wins as continuous

• Stationary distribution of winning percentage

• Scaling equation

dGk

dt= q(Gk!1 !Gk) + (1/2! q)

!G2

k!1 !G2k

"

Gk+1 !Gk "!G

!k

Gk(t)! F (x) x =k

t

[(x! q)! (1! 2q)F (x)]dF

dx= 0

!G

!t+ [q + (1! 2q)G]

!G

!k= 0

Inviscid Burgers equation!v

!t+ v

!v

!x= 0

Page 15: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

Scaling solution• Stationary distribution of winning percentage

• Distribution of winning percentage is uniform

• Variance in winning percentage

F (x) =

!""#

""$

0 0 < x < qx! q

1! 2qq < x < 1! q

1 1! q < x.

f(x) = F !(x) =

!""#

""$

0 0 < x < q1

1! 2qq < x < 1! q

0 1! q < x.

! =1/2! q"

3

q 1! q

1

F (x)

x

q 1! qx

f(x)

12q ! 1

!"!

q = 1/2 perfect parityq = 1 maximum disparity

Page 16: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

0 0.2 0.4 0.6 0.8 1x

0

0.2

0.4

0.6

0.8

1

F(x)

Theoryt=100t=500

0 200 400 600 800 1000

t

0.1

0.2

0.3

0.4

0.5

!

14!

3

NFL

MLB

League games

MLB 160

FA 40

NHL 80

NBA 80

NFL 16

Approach to scaling

•Winning percentage distribution approaches scaling solution•Correction to scaling is very large for realistic number of games•Large variance may be due to small number of games

Numerical integration of the rate equations, q=1/4

Variance inadequate to characterize competitiveness!!(t) =

1/2! q"3

+ f(t) Large!

t!1/2

t!1/2

Page 17: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

0 0.2 0.4 0.6 0.8 1x

0

0.2

0.4

0.6

0.8

1F(x)

NFLNBANHLMLB

The distribution of win percentage

•Treat q as a fitting parameter, time=number of games•Allows to estimate qmodel for different leagues

Page 18: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

• Upset frequency as a measure of predictability

• Addresses the variability in the number of games

• Measure directly from game-by-game results

- Ties: count as 1/2 of an upset (small effect)

- Ignore games by teams with equal records

- Ignore games by teams with no record

The upset frequency

q =Number of upsetsNumber of games

Page 19: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

1900 1920 1940 1960 1980 2000year

0.30

0.32

0.34

0.36

0.38

0.40

0.42

0.44

0.46

0.48

q

FAMLBNHLNBANFL

The upset frequency

Page 20: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

1900 1920 1940 1960 1980 2000year

0.30

0.32

0.34

0.36

0.38

0.40

0.42

0.44

0.46

0.48

q

FAMLBNHLNBANFL

The upset frequencyLeague q qmodel

FA 0.452 0.459

MLB 0.441 0.413

NHL 0.414 0.383

NBA 0.365 0.316

NFL 0.364 0.309

Football, baseball most competitiveBasketball, American football least competitive

q differentiatesthe different

sport leagues!

Page 21: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

1900 1920 1940 1960 1980 2000year

0.08

0.10

0.12

0.14

0.16

0.18

0.20

0.22

0.24

0.26

0.28

!

NFLNBANHLMLBFA

1900 1920 1940 1960 1980 2000year

0.30

0.32

0.34

0.36

0.38

0.40

0.42

0.44

0.46

0.48

q

FAMLBNHLNBANFL

Evolution with time

•Parity, predictability mirror each other•American football, baseball increasing competitiveness•Football decreasing competitiveness (past 60 years)

! =1/2! q"

3

Page 22: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

Century versus Decade

0.25

0.30

0.35

0.40

0.45

0.50

FA MLB NHL NBA NFL

0.3640.365

0.414

0.4410.452

Century (1900-2005)

0.25

0.30

0.35

0.40

0.45

0.50

FA MLB NHL NBA NFL

0.39

0.34

0.430.45

0.41

Decade (1995-2005)

Football-American Football gap narrows from 9% to 2%!

Page 23: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

0.44 0.46 0.48 0.5 0.52 0.54 0.56x

0

0.2

0.4

0.6

0.8

1F

(x)

MLB

All-time team records

•Provides the longest possible record (t~13000)•Close to a linear function

NY Yankees (0.567)

! = 0.024q = 0.458

Page 24: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

Discussion

• Model limitation: it does not incorporate

- Game location: home field advantage

- Game score

- Upset frequency dependent on relative team strength

- Unbalanced schedule

• Model advantages:

- Simple, involves only 1 parameter

- Enables quantitative analysis

Page 25: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

Conclusions• Parity characterized by variance in winning percentage

- Parity measure requires standings data

- Parity measure depends on season length

• Predictability characterized by upset frequency

- Predictability measure requires game results data

- Predictability measure independent of season length

• Two-team competition model allows quantitative modeling of sports competitions

Page 26: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

Competition and Social Dynamics

• Teams are agents

• Number of wins represents fitness or wealth

• Agents advance by competing against age

• Competition is a mechanism for social differentiation

Page 27: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

• Agents advance by competition

• Agent decline due to inactivity

• Rate equations

• Scaling equations

The social diversity model

k ! k " 1 with rate r

dGk

dt= r(Gk+1 !Gk) + pGk!1(Gk!1 !Gk) + (1! p)(1!Gk)(Gk!1 !Gk)! 1

2(Gk !Gk!1)2

(i, j)!!

(i + 1, j) rate p

(i, j + 1) rate 1" pi > j

[(p + r ! 1 + x)! (2p! 1)F (x)]dF

dx= 0

Page 28: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

Social structures1. Middle class

Agents advance at different rates

2. Middle+lower classSome agents advance at different rates

Some agents do not advance

3. Lower classAgents do not advance

4. Egaliterian class All agents advance at equal rates

Bonabeau 96

Sports

Page 29: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

Publications

• Parity and Predictability of CompetitionsE. Ben-Naim, F. Vazquez, S. RednerJ. Quant. Anal. in Sports, submitted (2006)

• What is the Most Competitive Sport?E. Ben-Naim, F. Vazquez, S. Rednerphysics/0512143

• Dynamics of Multi-Player GamesE. Ben-Naim, B. Kahng, and J.S. KimJ. Stat. Mech. P07001 (2006)

• On the Structure of Competitive SocietiesE. Ben-Naim, F. Vazquez, S. RednerEur. Phys. Jour. B 26 531 (2006)

• Dynamics of Social DiversityE. Ben-Naim and S. RednerJ. Stat. Mech. L11002 (2005)

Page 30: Parity and Predictability of Competitions: Nonlinear ...ebn/talks/sports.pdf · Federico Vazquez, Sidney Redner (Los Alamos & Boston University) 2006 Dynamics Days Asia Pacific,

“I do not make predictions,

especially not about the future.”

Yogi Bera