Robust estimation of the mAR index of high grossing films at the US box office, 1935 to 2005

Nick Redfern

《Journal of Data Science》 12卷2期 (2014/04) Pp. 277-291

https://doi.org/10.6339/JDS.201404_12(2).0004

並列摘要

The modified autoregressive (mAR) index has been proposed as a description of the clustering of shots of similar duration in a motion picture. In this paper we derive robust estimates of the mAR index for high grossing films at the US box office using a rank-based autocorrelation function resis-tant to the inuence of outliers and compare this to estimates obtained using the classical, moment-based autocorrelation function. The results show that (1) The classical mAR index underestimates both the level of shot clustering in a _lm and the variation in style among the films in the sample; (2) there is a decline in shot clustering from 1935 to the 1950s followed by an increase from the 1960s to the 1980s and a levelling off thereafter rather than the monotonic trend indicated by the classical index, and this is mirrored in the trend of the median shot lengths and interquartile range; and (3) the rank mAR index identifies differences between genres overlooked when using the classical index.

並列關鍵字

autocorrelation ； film editing ； modified autoregressive index ； ro-bust methods