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Wednesday, March 21, 2007

RLYB: SG: DMB Projection Blowout

It’s the annual projection blowout.  This year, SG performed 1000 different computer sims for each of the following pre-season projections: CHONE, DMB, ZiPS, and PECOTA.  Plus an aggregate at the end. 

All four project the Yanks to go to the post-season.  Teams none of the four system will play in October: TBD, Baltimore, CWS, KC, Texas, Seattle, Florida, DCN, Houston, Cin, Pit, Mil, Col, and SF.

Dag Nabbit apealing [sic] his own check swing Posted: March 21, 2007 at 06:29 PM | 32 comment(s) Login to Bookmark
  Tags: projections

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   1. Harold Posted: March 21, 2007 at 06:35 PM (#2315398)
Umm, the link goes to last year's projection blowout. Here's this year's.

I haven't yet digested it yet, but RB did a great job of using Google spreadsheets to present the data.
   2. RoyalsRetro (AG#1F) Posted: March 21, 2007 at 06:48 PM (#2315407)
Yay! The Royals are the only team DMB didn't project to make the postseason in 1000 sims!
   3. Dag Nabbit apealing [sic] his own check swing Posted: March 21, 2007 at 06:51 PM (#2315409)
Umm, the link goes to last year's projection blowout.

The heck? . . . . OK, I think I got it fixed now. (checks). It's coming up 2007 now, at least on my computer. I think I know what I did wrong.

Looking it over, the standard deviation is almost always 12-13 wins. Exceptions: 14 for the A's in PECTOA. Yanks 14 in ZiPS. Toronto 14 in ZiPS. Indians 14 in ZiPS. LAA 14 in ZiPS. So I guess ZiPS has the highest standard deviation. The NL looks wide open all the way around.
   4. Dingbat_Charlie Posted: March 21, 2007 at 06:55 PM (#2315411)
hey Devil Rays... FACE!
   5. JRVJ (formerly Delta Socrates) Posted: March 21, 2007 at 07:03 PM (#2315419)
I hadn't run into this before, but this sort of reminds me of the Economist's poll of polls for the U.S. 2004 elections.

Other than that, don't tell Verducci that the Yanks do this well. He may have an apoplexy.
   6. Walt Davis Posted: March 21, 2007 at 07:22 PM (#2315431)
Under the binomial theorem, the 95% confidence interval is about 12.5 so no real surprise that it's essentially the same here.

ZIPS seems to produce the most clustered mean results however which probably either means that it regresses more towards the mean then the other projections or it uses quite different playing time distributions (I know Dan doesn't project playing time for his published projections here but assume he must for the DMB build).

I'm suprised the White Sox do so poorly in all the systems though I guess that "validates" the surprising PECOTA projection. Anybody know what's going on there? Massive injury projections? Bullpen disaster? Assuming Erstad, Pod, and Uribe will each get 700 PA?
   7. Dag Nabbit apealing [sic] his own check swing Posted: March 21, 2007 at 07:23 PM (#2315432)
Golly, I like looking over this stuff. Biggest discrepencies between any of the four systems with regard to one team:

AZD: 11.0 win difference between PECOTA (89.0) and DMB (89.0). PECOTA is (by far) the outlier. Both CHONE & ZIPS are at 82.9.
STL: 10.7 win difference between ZIPS (90.4) and PECOTA (79.7). ZIPS is the big outlier.
TBD: 9.9 win difference between Pecota (77.5) and ZIPS (67.6). Pecota's the outlier of the four.
DCN: 9.1 win difference betwen DMB (75.4) and PECOTA (66.3).
Tor: 8.8 win difference between DMB (89.1) and PECOTA (80.3). I should note that CHONE is in virutal agreement with PECTOA and ZIPS only a little ahead. DMB's the real outlier.
Bal: 6.8 win difference between ZIPS (78.7) and CHONE (71.9). I think it's funny that Szym's system is as optimistic as it gets toward Baltimore.
OAK: 6.5 win difference between ZIPS (86.5) and PECOTA (80.0). ZIPS is the outlier.
HOU: 5.8 win difference between CHONE (82.0) and ZIPS (76.2). ZIPS is the outlier.
SFG: 5.7 win difference between CHONE (82.4) and DMB (76.7). CHONE's the outlier.
MIL: 5.6 win difference between PECOTA (84.4) and ZIPS (78.8). PECOTA's the outlier.
BoX: 5.6 win difference between PECOTA (91.2) and DMB (86.5).
ATL: 5.6 win difference between ZIPS (87.3) and PECOTA (81.7).
NYY: 5.3 win difference between DMB (97.4) and ZiPS (92.1).
DET: 5.3 win difference between ZIPS (89.6) and PECOTA (84.3).
FLO: 5.1 win difference between PECOTA (77.3) and ZIPS (72.1).
Cle: 4.7 win difference between DMB (91.5) and CHONE (86.8).
LAD: 4.6 win difference between ZIPS (85.6) and PECOTA (81.0). ZIPS's the outlier.
LAA: 4.6 win difference between CHONE (87.5) and ZIPS (82.9).
NYM: 4.6 win difference between ZIPS (87.1) and DMB (82.5).
SEA: 4.6 win difference between DMB (77.8) and PECOTA (73.2).
CIN: 3.9 win difference between DMB (75.8) and ZIPS (71.9).
MIN: 3.8 win difference between CHONE (91.5) and ZIPS (87.7).
PIT: 3.8 win difference between PECTOA (75.8) and ZIPS (72.0).
CWS: 3.8 win difference between DMB (77.4) and PECOTA (73.6).
TEX: 3.6 win difference between PECOTA (80.6) and DMB (77.0).
COL: 3.6 win difference between PECOTA (80.2) and DMB (76.6)
SDP: 3.3 win difference between DMB (88.0) and ZIPS (84.7).
CHC: 3.0 win difference between ZIPS (85.5) and DMB (82.5).
PHI: 2.9 win difference between PECTOTA (87.6) and DMB (84.7).
KCR: 1.8 win difference between PECOTA (65.5) and CHONE (63.7). Incredibly, CHONES's actually an outlier on that one.
   8. Smyly Smile (Walewander) Posted: March 21, 2007 at 07:24 PM (#2315433)
My brother is a longtime fan, who given that he uses a lot of stats in his own work, is just becoming interested in the number crunching. I emailed him this piece, and he opined that '1000 iterations is too low to be useful.' Is this true? It doesn't sound right to me.
   9. Dewey, Steven Wright Wannabe and Soupuss Posted: March 21, 2007 at 07:25 PM (#2315436)
I'm suprised the White Sox do so poorly in all the systems though I guess that "validates" the surprising PECOTA projection. Anybody know what's going on there? Massive injury projections? Bullpen disaster? Assuming Erstad, Pod, and Uribe will each get 700 PA?

The latter two, along with assuming that the rotation will be mediocre at best.

Most systems predict very few injuries, which is one place they tend not to work, and DMB's injury simulator never has a player out for more than a few games.
   10. Dag Nabbit apealing [sic] his own check swing Posted: March 21, 2007 at 07:34 PM (#2315440)
Let's look closer at the CWS .. . .

Offense:
CHONE says tied with Detriot for 10th in runs scored with 782.
DMB says 6th in runs scored with 829.
PECOTA says 9th in runs scored with 776. Only 11 runs out of 12th place (Oak, LAA, and, gack, KC).
ZIPS says 8th in runs scored with 787.

Defense:
CHONE says 10th in runs allowed with 840.
DMB says 12th in runs allowed with 877.
PECOTA says 13th in runs allowed with 867. (Thank God for KC!)
ZIPS says 10th in runs allowed with 837.

Here's ZIPS White Sox projections. The first couple of comments in the thread mention how pessimistic the system is on the Sox pitchers.
   11. Dan Szymborski Posted: March 21, 2007 at 07:37 PM (#2315443)
I think it's funny that Szym's system is as optimistic as it gets toward Baltimore.

I independently found that to be very amusing as well! 79 wins would be depressing as hell because it would convince the team they're on the right track. Of course, 60 wins would also do that because the front office is retarded.
   12. Juan V Posted: March 21, 2007 at 07:50 PM (#2315447)
My brother is a longtime fan, who given that he uses a lot of stats in his own work, is just becoming interested in the number crunching. I emailed him this piece, and he opined that '1000 iterations is too low to be useful.' Is this true? It doesn't sound right to me.


I think the right number of iterations is "As many as you are willing to wait for". This is pretty much a Monte Carlo simulation, and I've been doing a few of those with 10000 iterations, however it depends on how much of a computer hog DMB is. I would guess that 1000 could be pretty useful, though.
   13. DCA Posted: March 21, 2007 at 07:56 PM (#2315450)
My brother is a longtime fan, who given that he uses a lot of stats in his own work, is just becoming interested in the number crunching. I emailed him this piece, and he opined that '1000 iterations is too low to be useful.' Is this true? It doesn't sound right to me.

Too low to be definitive? Of course. Too low to predict the AL Central? Yeah. Too low to be useful? No way. Most simulation studies in stat journals that I've referred to in my work use 500-1000 cases per condition. That's plenty to get typical behavior. The real problem is the projections ... the players are not going to display the same true talent that they are projected for, even for the best projection systems, and that will cause some additional disturbance from the projected standings that no number of interations will account for.
   14. Designated Sitter (GGC) Posted: March 21, 2007 at 07:57 PM (#2315452)
...it depends on how much of a computer hog DMB is.


My machine is from 2000 so it takes me a while to run a sim, but newer machines are alot quicker. I don't do much multimedia, so I never felt the need to upgrade.
   15. Dizzypaco Posted: March 21, 2007 at 07:59 PM (#2315455)
1,000 is fine. What determines the accuracy are the assumptions that go into each iteration, not whether there are 1,000 versus 5,000.

I conduct survey research for a living. I am constantly asked the question, "How can it be that you can talk with 500 or 1,000 people about something, such as what do you think about the President or the war, and have it be representative of the population as a whole. While there is a margin of error, the margin of error for 1,000 surveys is actually quite small (3.1% at a 95% confidence interval). The real problems to watch out for are such issues as question wording, order effect, the quality of the sample, etc.

Same thing holds true here. If the assumptions are valid, then 1,000 is more than enough to get a sense of what is going on. If there are problems with the assumptions, such as injury rates, you can do a million iterations and it won't be very useful.
   16. NTNgod Posted: March 21, 2007 at 08:05 PM (#2315460)

My machine is from 2000 so it takes me a while to run a sim


Geez... no SUPREME COMMANDER for you!
   17. Danny Posted: March 21, 2007 at 08:09 PM (#2315464)
OAK: 6.5 win difference between ZIPS (86.5) and PECOTA (80.0). ZIPS is the outlier.

The combined dataset has the A's at 83.6 wins, so it doesn't seem like either is an outlier. But then I averaged the A's win totals from the four 1000-sets (80.8, 83.8, 80, 86.5) and got 82.8. What am I missing?
   18. pkb33 Posted: March 21, 2007 at 08:15 PM (#2315467)
If the assumptions are valid, then 1,000 is more than enough to get a sense of what is going on. If there are problems with the assumptions, such as injury rates, you can do a million iterations and it won't be very useful.

It's an interesting project and I enjoy looking at it every year.

That said, as noted above, this is only as good as the assumptions going into it, too. So what it really means is "given the playing time assumptions and the error bars in the underlying projections, here's what it looks like when you play 1000 seasons" That means there's a huge amount of variation, not just the wins listed above but additionally the layer of projection error and PT estimation error, too.

Not that I have a better way, mind you, just noting the issues.
   19. Designated Sitter (GGC) Posted: March 21, 2007 at 08:15 PM (#2315469)
Geez... no SUPREME COMMANDER for you!


I never got into games more complex than Minesweeper.
   20. Bitter Calculus Instructor Posted: March 21, 2007 at 08:20 PM (#2315472)
Every simulator has the Yankees as the best team in baseball and Kansas City never making the playoffs. In 4000 simulations, KC never won more than 84 games. What really suprised me though was how well the Cubs performed in the projections. Two systems had them as division favorites.
   21. Smyly Smile (Walewander) Posted: March 21, 2007 at 08:28 PM (#2315477)
I'm gonna quote him again, with the caveat that he has not looked at this specific data:


Well, the number of iterations you run depends on the model (some require a set number of iterations plus a "burn in" period; some require running until a diagnostic parameter gets to a certain value, etc.). Specifically, I'd be interested to know if these were deterministic models that just ran based on initial data or if they (preferably) were some sort of stochastic/Bayesian models that "learned" based on simulated data.

But, yeah, I've never seen iterations below, say, one million (and that's for simple data sets, ie the evolution of a single gene based on population frequency, not something as complex as 30-odd teams w/players and stats etc. etc. etc.)


DMB is deterministic, right?
   22. SG Posted: March 21, 2007 at 08:32 PM (#2315480)
The combined dataset has the A's at 83.6 wins, so it doesn't seem like either is an outlier. But then I averaged the A's win totals from the four 1000-sets (80.8, 83.8, 80, 86.5) and got 82.8. What am I missing?


Sloppy math on my part. Division titles and wild card counts are correct, but I had the standard deviation and frequency calculations in the same columns I'm averaging the wins from. That's fixed now if you refresh.

That said, as noted above, this is only as good as the assumptions going into it, too.

Hence the six different disclaimers I wrote at the top.

The one thing I did differently this year is to use Baseball Prospectus's depth charts for playing times, which account for projected injuries and playing time for bench and rotation scrubs. I kept random injuries in there as well. Playing time should be just about the same across CHONE, PECOTA, and ZiPS. I didn't mess with Diamond Mind's depth charts.

As far as running more than 1000 iterations, it's just not viable. It takes my computer, which is a beast, about an hour to get through 25 simulations, and that's automated. To do the 4000 runs took about a week. Given the short runway between when the projection disks are available or when I finish building them and when the season starts, this is probably the practical limit.
   23. SG Posted: March 21, 2007 at 08:39 PM (#2315483)
DMB is deterministic, right?


No. If it was, you'd have a standard deviation of 0. You wouldn't see 66% of a team's wins falling in a range of 12-14 wins.
   24. Smyly Smile (Walewander) Posted: March 21, 2007 at 08:45 PM (#2315487)
Thanks, SG. And thank you for running this, I can imagine how long it took.
   25. AROM Posted: March 21, 2007 at 08:52 PM (#2315493)
I think it's funny that Szym's system is as optimistic as it gets toward Baltimore.

What's also funny is that CHONE has the best results for Chone Figgin's team. We try and build objective systems, but maybe somehow our biases can be completely erased. Or maybe its just a funny coincidence. Anyone know what Nate and Tom's favorite teams are?

And SG, awesome. That's an incredible effort.
   26. Famous Original Joe C Posted: March 21, 2007 at 09:03 PM (#2315501)
SG, thanks so much for doing these. Always good fun to look through.

I have a question - do you have a good way for running so many simulations and tabulating the results without a ton of manual legwork?
   27. SG Posted: March 21, 2007 at 09:14 PM (#2315505)
I have a question - do you have a good way for running so many simulations and tabulating the results without a ton of manual legwork?


I wrote a program that does most of the work for me, and some spreadsheets with macros that pull everything together when it's done. It's a little clunky but it works ok. Check this post out for more details on how to run DMB in batch.
   28. Yeaarrgghhhh Posted: March 21, 2007 at 09:33 PM (#2315509)
One thing that gives me a tiny bit of hope as an Orioles fan is the fact that Bedard, Cabrera, Loewen, and Markakis were all significantly better in the 2nd half. that might just be a coincidence, but if it isn't and they can replicate their second half performances the Orioles should easily outperform the projections.
   29. xeifrank Posted: March 21, 2007 at 10:55 PM (#2315534)
I wrote my own baseball game simulator (seems like everyone has their own these days) and inputted only the ZIPS projections. I ran head to head simulations of the NL West (I'm a Dodger fan) with all possible 5 man rotation head to head matchups and reported the results. I also (just for fun) did an NCAA March Madness type tournament involving all NL and AL teams (NL bracket and AL bracket), each matchup was a best four out of seven series. It came out with the Red Sox beating the Cubs in the championship 4 games to 2. This experiment perked my interest. I plan on using my simulator to predict win expectancies of each game, and track my record. I try to run 2500 simulations of each game, in order to cut down on the margin of error.
http://DodgerSims.blogspot.com/
vr, Xeifrank
   30. jim in providence Posted: March 22, 2007 at 12:16 AM (#2315575)
It came out with the Red Sox beating the Cubs in the championship 4 games to 2. This experiment perked my interest.

If this turns out to be the final outcome of the 2007 season, the bolded part may constitute the understatement of the year.

Here's hoping ...
   31. RMc is the loyal supporter of the MLB event Posted: March 22, 2007 at 01:50 AM (#2315654)
87 wins for the Tigers is about right; that may be enough, and it may not. I'd say there's about a 10% chance they repeat last year (95+ wins), maybe 25% they break 90 wins, 40% they're between 81-89 wins, and 25% they're under .500 (including a 5% chance of a 100-loss collapse...)
   32. Earvin 'Gold Stars' Johnson Posted: March 22, 2007 at 02:07 AM (#2315659)
If the Dodgers come in around what's projected, that'll be regarded by the fans as a big disappointment.
The blowout has a RS/RA of 782/772, which is 59 runs worse than last year (820/751). The 38-run drop in offense I can see. But it seems the pitching staff has greater depth and upside than in '06, so I don't get the +21 there.

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