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Robust estimation of the mAR index of high grossing films at the US box office, 1935 to 2005.
- Source :
-
Journal of Data Science . 2014, Vol. 12 Issue 2, p277-291. 15p. - Publication Year :
- 2014
-
Abstract
- 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 resistant to the influence 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 film 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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 1680743X
- Volume :
- 12
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- Journal of Data Science
- Publication Type :
- Academic Journal
- Accession number :
- 102041040