A method for modeling the intrinsic dynamics of intraindividual variability: Recovering the parameters of simulated oscillators in multi-wave panel data

被引:154
作者
Boker, SM [1 ]
Nesselroade, JR
机构
[1] Univ Notre Dame, Dept Psychol, Notre Dame, IN 46556 USA
[2] Univ Virginia, Charlottesville, VA 22903 USA
关键词
D O I
10.1207/S15327906MBR3701_06
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
A simple method for fitting differential equations to multi-wave panel data performs remarkably well in recovering parameters from underlying continuous models with as few as three waves of data. Two techniques for fitting models of intrinsic dynamics to intraindividual variability data are examined by testing these techniques' behavior in recovering the parameters from data generated by two simulated systems of differential equations. Each simulated data set contains 100 "subjects" each of whom are measured at only three points in time. A local linear approximation of the first and second derivatives of the subject's data accurately recovers the true parameters of each simulation. A state-space embedding technique for estimating the first and second derivatives does not recover the parameters as well. An optimum sampling interval can be estimated for this model as that interval at which multiple RI first nears its asymptotic value.
引用
收藏
页码:127 / 160
页数:34
相关论文
共 37 条
[1]  
Abarbanel H, 1996, ANAL OBSERVED CHAOTI
[2]   THE ANALYSIS OF OBSERVED CHAOTIC DATA IN PHYSICAL SYSTEMS [J].
ABARBANEL, HDI ;
BROWN, R ;
SIDOROWICH, JJ ;
TSIMRING, LS .
REVIEWS OF MODERN PHYSICS, 1993, 65 (04) :1331-1392
[3]  
[Anonymous], 2012, Practical numerical algorithms for chaotic systems
[4]  
[Anonymous], 1966, HDB MULTIVARIATE EXP
[5]  
[Anonymous], CAN PERSONALITY CHAN
[6]  
[Anonymous], DIFFERENTIAL EQUATIO
[7]  
Arminger G., 1986, SOCIOL METHODOL, P187, DOI DOI 10.2307/270923
[8]  
Beltrami Edward., 1987, MATH DYNAMIC MODELIN
[9]   Differential structural equation modeling of intraindividual variability [J].
Boker, SM .
NEW METHODS FOR THE ANALYSIS OF CHANGE, 2001, :5-27
[10]   A dynamical systems analysis of adolescent substance abuse [J].
Boker, SM ;
Graham, J .
MULTIVARIATE BEHAVIORAL RESEARCH, 1998, 33 (04) :479-507