Choosing between AR(1) and VAR(1) models in typical psychological applications

Using cross-validation methods to select time series models: Promises and pitfalls

Vector autoregressive (VAR) modelling is widely employed in psychology for time series analyses of dynamic processes. However, the typically short time series in psychological studies can lead to overfitting of VAR models, impairing their predictive ability on unseen samples. Cross-validation (CV) methods are commonly recommended for assessing the predictive ability of statistical models. However, it is unclear how the performance of CV is affected by characteristics of time series data and the fitted models. In this simulation study, we examine the ability of two CV methods, namely,10-fold CV and blocked CV, in estimating the prediction errors of three time series models with increasing complexity (person-mean, AR, and VAR), and evaluate how their performance is affected by data characteristics. We then compare these CV methods to the traditional methods using the Akaike (AIC) and Bayesian (BIC) information criteria in their accuracy of selecting the most predictive models. We find that CV methods tend to underestimate prediction errors of simpler models, but overestimate prediction errors of VAR models, particularly when the number of observations is small. Nonetheless, CV methods, especially blocked CV, generally outperform the AIC and BIC. We conclude our study with a discussion on the implications of the findings and provide helpful guidelines for practice.

Time-Varying Network Models for the Temporal Dynamics of Depressive Symptomatology in Patients With Depressive Disorders: Secondary Analysis of Longitudinal Observational Data

BACKGROUND

As depression is highly heterogenous, an increasing number of studies investigate person-specific associations of depressive symptoms in longitudinal data. However, most studies in this area of research conceptualize symptom interrelations to be static and time invariant, which may lead to important temporal features of the disorder being missed.

OBJECTIVE

To reveal the dynamic nature of depression, we aimed to use a recently developed technique to investigate whether and how associations among depressive symptoms change over time.

METHODS

Using daily data (mean length 274, SD 82 d) of 20 participants with depression, we modeled idiographic associations among depressive symptoms, rumination, sleep, and quantity and quality of social contacts as dynamic networks using time-varying vector autoregressive models.

RESULTS

The resulting models showed marked interindividual and intraindividual differences. For some participants, associations among variables changed in the span of some weeks, whereas they stayed stable over months for others. Our results further indicated nonstationarity in all participants.

CONCLUSIONS

Idiographic symptom networks can provide insights into the temporal course of mental disorders and open new avenues of research for the study of the development and stability of psychopathological processes.

Modeling psychopathology: From data models to formal theories

Over the past decade, there has been a surge of empirical research investigating mental disorders as complex systems. In this article, we investigate how to best make use of this growing body of empirical research and move the field toward its fundamental aims of explaining, predicting, and controlling psychopathology. We first review the contemporary philosophy of science literature on scientific theories and argue that fully achieving the aims of explanation, prediction, and control requires that we construct formal theories of mental disorders: theories expressed in the language of mathematics or a computational programming language. We then investigate three routes by which one can use empirical findings (i.e., data models) to construct formal theories: (a) using data models themselves as formal theories, (b) using data models to infer formal theories, and (c) comparing empirical data models to theory-implied data models in order to evaluate and refine an existing formal theory. We argue that the third approach is the most promising path forward. We conclude by introducing the abductive formal theory construction (AFTC) framework, informed by both our review of philosophy of science and our methodological investigation. We argue that this approach provides a clear and promising way forward for using empirical research to inform the generation, development, and testing of formal theories both in the domain of psychopathology and in the broader field of psychological science. (PsycInfo Database Record (c) 2023 APA, all rights reserved).

A Review of Explicit and Implicit Assumptions When Providing Personalized Feedback Based on Self-Report EMA Data

Ecological Momentary Assessment (EMA) in which participants report on their moment-to-moment experiences in their natural environment, is a hot topic. An emerging field in clinical psychology based on either EMA, or what we term Ecological Retrospective Assessment (ERA) as it requires retrospectivity, is the field of personalized feedback. In this field, EMA/ERA-data-driven summaries are presented to participants with the goal of promoting their insight in their experiences. Underlying this procedure are some fundamental assumptions about (i) the relation between true moment-to-moment experiences and retrospective evaluations of those experiences, (ii) the translation of these experiences and evaluations to different types of data, (iii) the comparison of these different types of data, and (iv) the impact of a summary of moment-to-moment experiences on retrospective evaluations of those experiences. We argue that these assumptions deserve further exploration, in order to create a strong evidence-based foundation for the personalized feedback procedure.