Evaluating Discrete Time Methods for Subgrouping Continuous Processes
Evaluating Discrete Time Methods for Subgrouping Continuous Processes
复制标题
评估连续过程分组的离散时间方法
DOI：
10.1080/00273171.2023.2235685
复制
发表时间：
2023
影响因子：
3.8
通讯作者：
Molenaar, Peter C.
中科院分区：
文献类型：
--
作者：
Park, Jonathan J.;Fisher, Zachary F.;Chow, Sy-Miin;Molenaar, Peter C.
过去几十年的快速发展使人们越来越关注时间尺度和异质性在人类过程建模中的作用。为了解决这些新出现的问题，在离散时间框架下发展的分组方法，如向量自回归(VAR)，已经得到了广泛的发展，以从具体的建模结果中识别共同的一般趋势。鉴于基于VAR的参数对数据测量间隔的依赖性，我们试图澄清这些方法在恢复不同测量间隔下的子群动态方面的优势和局限性。在Molenaar和合作者通过分组链图形变量(SCGVAR)和分组迭代多模型估计(S-Gimme)中的分组选项对单个时间序列进行分组的工作的基础上，我们给出了一项蒙特卡罗研究的结果，该研究旨在解决将这些离散时间方法应用于连续时间数据时识别子组的含义。结果表明，当测量间隔足够大以捕捉系统动态的全部范围时，离散时间分组方法在恢复真实的子组方面表现良好，无论是标记的还是同时的影响。文中还讨论了进一步的影响和限制。
Rapid developments over the last several decades have brought increased focus and attention to the role of time scales and heterogeneity in the modeling of human processes. To address these emerging questions, subgrouping methods developed in the discrete-time framework—such as the vector autoregression (VAR)—have undergone widespread development to identify shared nomothetic trends from idiographic modeling results. Given the dependence of VAR-based parameters on the measurement intervals of the data, we sought to clarify the strengths and limitations of these methods in recovering subgroup dynamics under different measurement intervals. Building on the work of Molenaar and collaborators for subgrouping individual time-series by means of the subgrouped chain graphical VAR (scgVAR) and the subgrouping option in the group iterative multiple model estimation (S-GIMME), we present results from a Monte Carlo study aimed at addressing the implications of identifying subgroups using these discrete-time methods when applied to continuous-time data. Results indicate that discrete-time subgrouping methods perform well at recovering true subgroups when the measurement intervals are large enough to capture the full range of a system’s dynamics, eithervialagged or contemporaneous effects. Further implications and limitations are discussed therein.