评估离散时间方法,以分组连续过程
Jonathan J Park1, Zachary F Fisher1, Sy-Miin Chow1
1Department of Human Development and Family Studies, The Pennsylvania State University.
Multivariate behavioral research
|August 17, 2023
概括
离散时间分组方法,如矢量自回归 (VAR),当数据测量间隔捕获系统行为时,有效地识别人类过程动态. 这项研究阐明了它们对于连续时间数据分析的有用性.
科学领域:
- 心理测量 心理测量 心理测量
- 计算社会科学 计算社会科学
- 时间序列分析时间序列分析
背景情况:
- 人类过程建模越来越多地关注时间尺度和异质性.
- 离散时间分组方法,如矢量自回归 (VAR),用于在单个数据中找到共享的趋势.
- VAR参数的准确性取决于数据测量间隔.
研究的目的:
- 评估离散时间分组方法在不同测量间隔下恢复分组动态时的优点和局限性.
- 澄清使用离散时间方法 (scgVAR,S-GIMME) 对连续时间数据的影响.
主要方法:
- 蒙特卡洛模拟研究.
- 将离散时间分组方法 (分组链图形VAR,S-GIMME) 应用于连续时间数据.
- 分析不同测量间隔下的子组恢复情况.
主要成果:
- 当测量间隔足够长时,离散时间分组方法可以成功地恢复真正的分组.
- 适当的间隔通过滞后或同时效应捕捉系统的动态.
- 性能取决于测量间隔和系统动态之间的关系.
结论:
- 离散时间分组方法可以可靠地分析连续时间数据,如果测量间隔被适当地选择.
- 了解测量间隔和系统动态之间的相互作用对于准确的子组识别至关重要.
- 需要进一步的研究来探索各种建模环境中的局限性和影响.
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