Modelling Time-Varying Rankings with Autoregressive and Score-Driven Dynamics
结合自回归与得分驱动动态的时变排名模型
We develop a new statistical model to analyse time-varying ranking data. The model can be used with a large number of ranked items, accommodates exogenous time-varying covariates and partial rankings, and is estimated via the maximum likelihood in a straightforward manner. Rankings are modelled using the Plackett-Luce distribution with time-varying worth parameters that follow a mean-reverting time series process. To capture the dependence of the worth parameters on past…