Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data

TL;DR

This paper introduces a new modeling framework for Intensive Longitudinal Data (ILD) that enhances forecasting of individual psychological processes by addressing challenges related to data length, variable count, and between-person heterogeneity.

Contribution

The paper presents a novel penalized estimation method tailored for ILD, enabling improved individual-level forecasting by leveraging cross-sectional information and handling short time series.

Findings

Effective modeling of ILD with short time series

Improved individual forecasting accuracy

Utilization of group-level data for personalized predictions

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.