对异质时间序列的处罚分组
Christopher M Crawford1, Jonathan J Park2, Sy-Miin Chow3
1The University of North Carolina at Chapel Hill, Chapel Hill, NC, USA.
Multivariate behavioral research
|February 20, 2026
概括
这项研究扩展了多VAR框架,以确定纵向数据中的子组动态. 新方法有效地模拟了个人之间共享的模式,改善了复杂过程的分析.
科学领域:
- 社会科学 社会科学 社会科学
- 行为科学 行为科学
- 卫生科学 卫生科学 卫生科学
背景情况:
- 密集的纵向数据越来越多地可用于社会,行为和健康科学.
- 在动态过程中建模持久异质性仍然是一个挑战.
- 多个VAR框架解决了多个主题时间序列中的异质动态.
研究的目的:
- 扩大多VAR框架,以确定子组特定的动态.
- 为了允许对个体子集中共享模式的惩罚性估计.
- 为了评估分组扩展的性能.
主要方法:
- 扩展多向量自回归 (多向量VAR) 框架.
- 个人层次过渡矩阵的分解成共同的,唯一的和子组特定的动态.
- 对参数估计的结构化惩罚.
主要成果:
- 拟议的分组扩展成功地确定了分组特定的动态.
- 通过模拟和经验应用评估的性能.
- 与多变量时间序列的替代分组方法进行比较.
结论:
- 扩展的多VAR框架提供了一个强大的方法来分析纵向数据中的子组动态.
- 这种方法增强了对个体子集中共享模式的理解.
- 为复杂,异质的过程提供了改进的建模能力.
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