A stochastic differential equation approach to the analysis of the UK 2016 EU referendum polls
Autor: | Fenner, Trevor, Levene, Mark, Loizou, George |
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Rok vydání: | 2017 |
Předmět: | |
Druh dokumentu: | Working Paper |
Popis: | Human dynamics and sociophysics suggest statistical models that may explain and provide us with better insight into social phenomena. Here we propose a generative model based on a stochastic differential equation that allows us to analyse the polls leading up to the UK 2016 EU referendum. After a preliminary analysis of the time series of poll results, we provide empirical evidence that the beta distribution, which is a natural choice when modelling proportions, fits the marginal distribution of this time series. We also provide evidence of the predictive power of the proposed model. Comment: 13 pages, 2 Figures, 6 Tables |
Databáze: | arXiv |
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