Ensemble Player Projections and Model Disagreement

Ensemble Player Projections and Model Disagreement

Three projection models say 62, 68 and 74 receiving yards. Which one do you trust? Ensemble player projections answer with a blend, but a plain average is the weak version of that idea. You will work through weights of 0.50, 0.30 and 0.20 and see how the blended mean lands at 66.2 yards. Then comes the harder part: the mean alone cannot tell you the chance of beating 69.5. You will mix whole distributions instead of averaging standard deviations, set weights using time-ordered out-of-sample data, and watch for models that share a data vendor or leak outcome information. Disagreement between models becomes information you can read, not noise you smooth away.

Learning objectives

  • Explain and apply the named analytical technique.
  • Reproduce the example and critique its assumptions.
  • Distinguish a model estimate from an executable market opportunity.
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