Time series analysis of intensive longitudinal data in psychosomatic research: A methodological overview

Time series analysis of intensive longitudinal data provides the psychological literature with a powerful tool for assessing how psychological processes evolve through time. Recent applications in the field of psychosomatic research have provided insights into the dynamical nature of the relationship between somatic symptoms, physiological measures, and emotional states. These promising results highlight the intrinsic value of employing time series analysis, although application comes with some important challenges. This paper aims to present an approachable, non-technical overview of the state of the art on these challenges and the solutions that have been proposed, with emphasis on application towards psychosomatic hypotheses. Specifically, we elaborate on issues related to measurement intervals, the number and nature of the variables used in the analysis, modeling stable and changing processes, concurrent relationships, and extending time series analysis to incorporate the data of multiple individuals. We also briefly discuss some general modeling issues, such as lag-specification, sample size and time series length, and the role of measurement errors. We hope to arm applied researchers with an overview from which to select appropriate techniques from the ever growing variety of time series analysis approaches.