Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data
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Publication:107040
DOI10.48550/ARXIV.2007.05052zbMATH Open1490.62404arXiv2007.05052OpenAlexW3042169291MaRDI QIDQ107040FDOQ107040
Authors: Younghoon Kim, Barbara Fredrickson, Vladas Pipiras, Zachary Fisher, Zachary Fisher, Barbara L. Fredrickson, Vladas Pipiras, Young-Hoon Kim 
Publication date: 9 July 2020
Published in: Psychometrika (Search for Journal in Brave)
Abstract: Intensive Longitudinal Data (ILD) is increasingly available to social and behavioral scientists. With this increased availability come new opportunities for modeling and predicting complex biological, behavioral, and physiological phenomena. Despite these new opportunities psychological researchers have not taken full advantage of promising opportunities inherent to this data, the potential to forecast psychological processes at the individual level. To address this gap in the literature we present a novel modeling framework that addresses a number of topical challenges and open questions in the psychological literature on modeling dynamic processes. First, how can we model and forecast ILD when the length of individual time series and the number of variables collected are roughly equivalent, or when time series lengths are shorter than what is typically required for time series analyses? Second, how can we best take advantage of the cross-sectional (between-person) information inherent to most ILD scenarios while acknowledging individuals differ both quantitatively (e.g. in parameter magnitude) and qualitatively (e.g. in structural dynamics)? Despite the acknowledged between-person heterogeneity in many psychological processes is it possible to leverage group-level information to support improved forecasting at the individual level? In the remainder of the manuscript, we attempt to address these and other pressing questions relevant to the forecasting of multiple-subject ILD.
Full work available at URL: https://arxiv.org/abs/2007.05052
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to psychology (62P15)
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Cited In (7)
- Data mining for longitudinal data under multicollinearity and time dependence using penalized generalized estimating equations
- multivar
- Using cross-validation methods to select time series models: promises and pitfalls
- A systematic study into the factors that affect the predictive accuracy of multilevel VAR(1) models
- Guest editors' introduction to the special issue on forecasting with intensive longitudinal data
- Forecasting intra-individual changes of affective states taking into account inter-individual differences using intensive longitudinal data from a university student dropout study in math
- Two filtering methods of forecasting linear and nonlinear dynamics of intensive longitudinal data
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