Preface |
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xi | |
Acknowledgments |
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xiii | |
About the Authors |
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xv | |
Notation Used |
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xvii | |
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xix | |
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1 | (26) |
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1.1 First Encounter with Intra-Individual Variation |
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1 | (9) |
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2 | (2) |
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1.1.2 IAV in Psychology and Related Sciences |
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4 | (2) |
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1.1.3 In What Areas Have the Studies of IAV Been Useful? |
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6 | (4) |
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1.2 Statistical Analysis of IAV: An Overview of the Structure of This Book |
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10 | (6) |
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1.2.1 Focus on Dynamic Factor Models |
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11 | (1) |
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1.2.2 Focus on Replicated Multivariate Time Series |
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12 | (1) |
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1.2.3 Focus on User-Friendly Model Selection and Estimation Approaches |
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13 | (1) |
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1.2.4 Special Topic: Methods for Dealing with Heterogeneous Replications |
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14 | (1) |
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1.2.5 Special Topic: Non-Stationary Dynamic Factor Models |
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14 | (1) |
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1.2.6 Special Topic: Control Theory |
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15 | (1) |
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1.2.7 Special Topic: Intersection of Network Science and IAV |
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15 | (1) |
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1.3 Description of Exemplar Data Sets |
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16 | (2) |
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1.3.1 Big Five Personality Daily Data |
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16 | (1) |
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16 | (1) |
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17 | (1) |
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17 | (1) |
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18 | (1) |
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18 | (9) |
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18 | (4) |
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Appendix: Heuristic Introduction to Time Series Analysis for Psychologists |
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22 | (5) |
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2 Ergodic Theory: Mathematical Theorems about the Relation between Analysis of IAV and IEV |
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27 | (22) |
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27 | (1) |
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2.2 Some History Regarding Generalizability of IEV and IAV Results |
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28 | (3) |
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2.3 Two Conceptualizations of Time Series |
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31 | (1) |
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32 | (4) |
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2.5 When Is a System Ergodic? |
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36 | (1) |
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2.6 Birkhoff's Theorem of Ergodicity |
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37 | (2) |
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2.7 Heterogeneity as Cause of Non-Ergodicity |
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39 | (2) |
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2.8 Example of a Non-Ergodic Process |
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41 | (3) |
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44 | (5) |
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45 | (4) |
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49 | (24) |
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3.1 The P-Technique Factor Model |
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50 | (2) |
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3.2 The Structural Model of the Covariance Function of y(t) in P-Technique Factor Analysis |
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52 | (2) |
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3.3 Conducting P-Technique Factor Analysis |
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54 | (14) |
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54 | (1) |
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3.3.2 Constraints for Exploratory P-Technique Factor Analysis |
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55 | (2) |
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3.3.3 Assessing Goodness of Fit |
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57 | (1) |
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3.3.4 Alternative Indices of Model Fit |
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58 | (1) |
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3.3.5 An Important Caveat |
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59 | (1) |
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3.3.5.1 The Recoverability of P-Technique |
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60 | (1) |
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3.3.5.2 Statistical Theory |
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60 | (1) |
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3.3.5.3 Concluding Thoughts |
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60 | (1) |
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61 | (1) |
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3.3.7 Determining the Number of Factors in P-Technique Factor Analysis |
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61 | (2) |
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3.3.8 Oblique Rotation to Simple Structure |
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63 | (1) |
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3.3.9 Testing the Final Oblique P-Technique Two-Factor Model |
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64 | (1) |
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65 | (3) |
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68 | (5) |
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3.4.1 Statistical Background |
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68 | (1) |
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3.4.2 Application of P-Technique to Empirical Data Sets |
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69 | (1) |
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69 | (4) |
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4 Vector Autoregression (VAR) |
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73 | (30) |
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4.1 Brief Introduction to the Use of AR and VAR Analysis in the Study of Human Dynamics |
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73 | (1) |
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4.2 Elementary Linear Models for Univariate Stationary Time |
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74 | (4) |
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4.3 Stability and Stationarity |
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78 | (7) |
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4.3.1 Technical Details Regarding Stability |
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80 | (1) |
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4.3.2 Testing for Stability |
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81 | (1) |
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4.3.3 Tests for Stationarity |
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81 | (4) |
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85 | (3) |
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4.5 Univariate Order Selection |
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88 | (2) |
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90 | (3) |
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4.7 Multivariate Order Selection |
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93 | (2) |
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95 | (1) |
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4.9 Structural Vector Autoregression |
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96 | (2) |
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98 | (1) |
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99 | (4) |
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100 | (3) |
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5 Dynamic Factor Analysis |
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103 | (28) |
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5.1 General Dynamic Factor Models |
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104 | (5) |
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5.1.1 Process Factor Analysis |
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105 | (3) |
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5.1.2 Shock Factor Analysis |
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108 | (1) |
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109 | (1) |
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109 | (19) |
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5.3.1 SEM Estimation with Maximum Likelihood |
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110 | (3) |
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5.3.1.1 Application 5.1: Exploratory SFA Estimated on Simulated Data with SEM |
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113 | (3) |
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5.3.1.2 Application 5.2: PFA Estimated on Simulated Data with SEM |
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116 | (2) |
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5.3.2 SEM with MIIV-2SLS Estimation |
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118 | (2) |
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5.3.2.1 Application 5.3: PFA Estimated on Simulated Data with MIIV-2SLS |
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120 | (1) |
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5.3.2.2 Application 5.4: PFA on fMRI Data |
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121 | (1) |
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5.3.3 Raw Data Likelihood Approach |
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121 | (6) |
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5.3.3.1 Application 5.4: PFA Estimated on Simulated Data with the Kalman Filter |
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127 | (1) |
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128 | (3) |
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128 | (3) |
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6 Model Specification and Selection Procedures |
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131 | (30) |
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6.1 Data-Driven Methods for Person-Specific Discovery of Relations among Variables |
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132 | (1) |
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133 | (1) |
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134 | (8) |
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135 | (1) |
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6.3.2 Likelihood Ratio Tests |
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135 | (1) |
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136 | (1) |
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6.3.4 Example: Automated Relation Selection Using Wrapper Methods |
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137 | (1) |
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6.3.4.1 Model Search Procedure |
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137 | (2) |
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6.3.4.2 Simulated Data Example |
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139 | (2) |
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6.3.4.3 Empirical Data Example |
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141 | (1) |
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6.3.5 Conclusion on Wrapper Approaches |
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142 | (1) |
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6.4 Embedded Methods: Regularization |
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142 | (4) |
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6.4.1 Exemplar Approach: Regularization in Graphical VAR |
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144 | (2) |
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6.5 Problems with Individual-Level Searches |
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146 | (1) |
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6.6 Data Aggregation Approaches |
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147 | (3) |
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6.6.1 Exemplar Output of Aggregated Approaches |
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147 | (1) |
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6.6.2 Issues with Traditional Forms of Aggregation |
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148 | (2) |
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6.7 Replication Approaches: Group Iterative Multiple Model Estimation (GIMME) |
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150 | (6) |
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151 | (3) |
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154 | (2) |
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156 | (5) |
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157 | (4) |
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7 Models of Intra-Individual Variability with Time-Varying Parameters (TVPs) |
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161 | (32) |
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7.1 The DFM(p,q,l,m,n) across N ≥ 1 Individuals |
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163 | (1) |
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7.2 The DFM(p,q,l,m,n) with TVPs as a State-Space Model |
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163 | (4) |
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7.3 Nonlinear State-Space Model Estimation Methods |
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167 | (6) |
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7.3.1 Estimation Procedures |
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168 | (1) |
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7.3.1.1 The Extended Kalman Filter (EKF) and the Extended Kalman Smoother (EKS) |
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169 | (2) |
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7.3.1.2 Parameter Estimation |
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171 | (2) |
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7.4 Observability and Controllability Conditions in TVPs |
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173 | (1) |
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7.5 Possible Functions for Representing Changes in the TVPs |
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174 | (3) |
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7.6 Illustrative Examples |
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177 | (11) |
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7.6.1 DFM Model with Time-Varying Set-Point |
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177 | (6) |
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7.6.2 DFM(p,q,0,1,0) with Time-Varying Set-Point and Cross-Regression Parameters |
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183 | (5) |
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188 | (5) |
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188 | (5) |
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8 Control Theory Optimization of Dynamic Processes |
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193 | (16) |
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8.1 Control Theory Optimization |
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194 | (4) |
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8.2 Illustrative Simulation |
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198 | (8) |
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206 | (3) |
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206 | (3) |
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9 The Intersection of Network Science and Intensive Longitudinal Analysis |
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209 | (28) |
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209 | (4) |
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213 | (4) |
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9.2.1 Summarizing Edge Values: Degree, Density, Weight, and Strength |
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213 | (2) |
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9.2.2 Centrality Measures |
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215 | (1) |
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9.2.3 Measures of Segregation and Integration |
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216 | (1) |
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9.3 Community Detection Algorithms |
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217 | (4) |
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219 | (2) |
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9.4 Using Community Detection to Subgroup Individuals with Similar Dynamic Processes |
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221 | (4) |
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9.4.1 Exemplar Method: Subgrouping GIMME |
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222 | (2) |
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9.4.2 Community Detection Empirical Example: Identifying Subsets of Individuals |
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224 | (1) |
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9.5 Assessing Robustness of Community Detection Solutions |
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225 | (5) |
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9.5.1 Obtaining Random Networks |
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225 | (1) |
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9.5.2 Approach 1: Identifying When Solution Changes |
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226 | (4) |
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9.5.3 Approach 2: Evaluating Modularity |
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230 | (1) |
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9.6 Community Detection and P-Technique |
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230 | (4) |
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9.6.1 Community Detection Example: Identifying Subsets of Variables |
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232 | (2) |
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234 | (3) |
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234 | (3) |
Index |
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237 | |