A Continuous-Time Approach to Intensive Longitudinal Data: What, Why, and How?
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Abstract
The aim of this chapter is to (a) provide a broad didactical treatment of the first-order stochastic differential equation model—also known as the continuous-time (CT) first-order vector autoregressive (VAR(1)) model—and (b) argue for and illustrate the potential of this model for the study of psychological processes using intensive longitudinal data. We begin by describing what the CT-VAR(1) model is and how it relates to the more commonly used discrete-time VAR(1) model. Assuming no prior knowledge on the part of the reader, we introduce important concepts for the analysis of dynamic systems, such as stability and fixed points. In addition we examine why applied researchers should take a continuous-time approach to psychological phenomena, focusing on both the practical and conceptual benefits of this approach. Finally, we elucidate how researchers can interpret CT models, describing the direct interpretation of CT model parameters as well as tools such as impulse response functions, vector fields, and lagged parameter plots. To illustrate this methodology, we reanalyze a single-subject experience-sampling dataset with the R package ctsem; for didactical purposes, R code for this analysis is included, and the dataset itself is publicly available.
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Methods exist to consider associations on multiple time scales, but they further increase the complexity of person-specific networks, which are already difficult for patients to understand.
“There are methods to consider associations on multiple time scales [43]. However, such methods further increase the complexity of PSNs, which are already difficult to understand for patients.”
From Using person-specific networks in psychotherapy: challenges, limitations, and how we could use them anyway (2020) · cites this paper as [43]
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Drawing conclusions from cross-lagged relationships: Re-considering the role of the time-interval
Kuiper, R. M., & Ryan, O. (2018) · Structural Equation Modeling A Multidisciplinary Journal · doi:10.1080/10705511.2018.1431046 · Cited by 155 · see citing works
von Klipstein, L., Riese, H., van der Veen, D. C., Servaas, M. N., & Schoevers, R. A. (2020) · BMC Medicine · doi:10.1186/s12916-020-01818-0 · Cited by 63 · see citing works
- Authors
- Ryan, O., Kuiper, R. M., & Hamaker, E. L.
- Affiliations
- Utrecht University (NL)
- Corresponding author
- Ryan, Oisín
- Venue
- Continuous Time Modeling in the Behavioral and Related Sciences
- Publisher
- Springer International Publishing
- Published
- 2018
- Pages
- 27-54
- OpenAlex
- W2895832607
- Cited by
- 67
- References
- 60
- Citations by year
- 2026: 5 · 2025: 9 · 2024: 10 · 2023: 12 · 2022: 9 · 2021: 11 · 2020: 7 · 2019: 1 · 2018: 3
- FWCI
- 31.79
- Type
- book chapter
- Language
- en
- Open access
- green
- doi.org
- Licence
- public-domain
- www.springer.com/tdm (tdm)
- Locations
- Springer eBooks (publishedVersion)
- Utrecht University Repository (Utrecht University) (submittedVersion, other-oa)
- PsyArXiv (OSF Preprints) (submittedVersion)
- PsyArXiv (OSF Preprints) (submittedVersion, public-domain)
- Utrecht University Repository (Utrecht University) (submittedVersion)
- Topics
- Social Sciences › Psychology › Experimental and Cognitive Psychology › Mental Health Research Topics
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
- Social Sciences › Decision Sciences › Management Science and Operations Research › Psychometric Methodologies and Testing
- Keywords
- intensive longitudinal data, ecological momentary assessment, cognitive processes, dynamical systems, impulse response functions, vector fields
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