Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data

Fuente: arXiv
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Main Authors: Fisher, Zachary F., Kim, Younghoon, Fredrickson, Barbara, Pipiras, Vladas
Format: Preprint
Published: 2020
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author Fisher, Zachary F.
Kim, Younghoon
Fredrickson, Barbara
Pipiras, Vladas
author_facet Fisher, Zachary F.
Kim, Younghoon
Fredrickson, Barbara
Pipiras, Vladas
contents 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.
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id arxiv_https___arxiv_org_abs_2007_05052
institution arXiv
publishDate 2020
record_format arxiv
spellingShingle Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data
Fisher, Zachary F.
Kim, Younghoon
Fredrickson, Barbara
Pipiras, Vladas
Methodology
Machine Learning
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.
title Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data
topic Methodology
Machine Learning
url https://arxiv.org/abs/2007.05052