A novel comparative study of NNAR approach with linear stochastic time series models in predicting tennis player's...

Prediction models have gained immense importance in various fields for decision-making purposes. In the context of tennis, relying solely on the probability of winning a single match may not be sufficient for predicting a player's future performance or ranking. The performance of a tennis player is influenced by the timing of their matches throughout the year, necessitating the incorporation of time as a crucial factor. This study aims to focus on prediction models for performance indicators that can assist both tennis players and sports analysts in forecasting player standings in future matches.

To predict player performance, this study employs a dynamic technique that analyzes the structure of performance using both linear and nonlinear time series models. A novel approach has been taken, comparing the performance of the non-linear Neural Network Auto-Regressive (NNAR) model with conventional stochastic linear and nonlinear models such as Auto-Regressive Integrated Moving Average (ARIMA), Exponential Smoothing (ETS), and TBATS (Trigonometric Seasonal Decomposition Time Series).

The study finds that the NNAR model outperforms all other competing models based on lower values of Root Mean Squared Error (RMSE), Mean Absolute Error (MAE), and Mean Absolute Percentage Error (MAPE). This superiority in performance metrics suggests that the NNAR model is the most appropriate approach for predicting player performance in tennis. Additionally, the prediction results obtained from the NNAR model demonstrate narrow 95% Confidence Intervals, indicating higher accuracy and reliability in the forecasts.

In conclusion, this study highlights the significance of incorporating time as a factor when predicting player performance in tennis. It emphasizes the potential benefits of using the NNAR model for forecasting future player standings in matches. The findings suggest that the NNAR model is a recommended approach compared to conventional models like ARIMA, ETS, and TBATS. By considering time as a crucial factor and employing the NNAR model, both tennis players and sports analysts can make more accurate predictions about player performance.