pith:ARXCWXVF
A market-calibrated accelerated failure time model for in-play football forecasting
Calibrating a Weibull accelerated failure time model to pre-match betting prices and adding post-shot expected goals nearly matches betting exchange accuracy for in-play football forecasts.
arxiv:2605.16066 v1 · 2026-05-15 · stat.AP
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Claims
Evaluated across 140 English Premier League matches at minute intervals, the calibrated model almost matches Betfair's classification accuracy (70.2% versus 70.6%) while retaining interpretable team-level parameters and covariate effects.
That jointly fitting team-strength parameters to pre-match 1X2 and over/under Betfair prices via squared-error minimisation produces values that remain valid for in-play forecasting once post-shot expected goals are added as a time-varying covariate.
Market-calibrated Weibull AFT model for in-play football forecasting nearly matches Betfair accuracy (70.2% vs 70.6%) and produces 4.5% ROI in simulation against in-play odds.
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| First computed | 2026-05-20T00:01:51.272691Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
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· · · · ·Agent API
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/ARXCWXVFNLPMQOMYHHW5M2SUDP \
| jq -c '.canonical_record' \
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Canonical record JSON
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