Empirical determination of baseball eras: multivariate change point analysis in major league baseball

We use multivariate change point analysis methods to identify not only mean shifts but also changes in variance across a wide array of statistical time series. Our primary objective is to empirically discern distinct eras in the evolution of baseball, shedding light on significant transformations in team performance and management strategies. We employ baseball statistics from the late 1800s to 2021, spanning over a century of the sport's history. Results confirm previous historical research, pinpointing well-known baseball eras, such as the Dead Ball Era, Integration Era, Steroid Era, and Post-Steroid Era. Moreover, the study investigates changes in team performance, effectively identifying periods of both dynasties and collapses within a team's history. The multivariate change point analysis proves to be a valuable tool for understanding the dynamics of baseball's evolution. The method offers a data-driven approach to unveil structural shifts in the sport's historical landscape, providing fresh insights into the impact of rule changes, player strategies, and external factors on baseball's evolution. This not only enhances our comprehension of baseball, showing more robust identification of eras than past univariate time series work, but also showcases the broader applicability of multivariate change point analysis in the domain of sports research and beyond.