University of North Carolina, Chapel Hill, North Carolina, USA.
Br J Math Stat Psychol. 2009 Nov;62(Pt 3):683-716. doi: 10.1348/000711008X384080. Epub 2009 Feb 5.
Over the last few decades, researchers have become increasingly aware of the need to consider intraindividual variability in the form of cyclic processes. In this paper, we review two contemporary cyclic state-space models: Young and colleagues' dynamic harmonic regression model and Harvey and colleagues' stochastic cycle model. We further derive the analytic equivalence between the two models, discuss their unique strengths and propose multiple-subject extensions. Using data from a study on human postural dynamics and a daily affect study, we demonstrate the use of these models to represent within-person non-stationarities in cyclic dynamics and interindividual differences therein. The use of diagnostic tools for evaluating model fit is also illustrated.
在过去的几十年中，研究人员越来越意识到需要考虑个体内部的周期性变化。在本文中，我们回顾了两种当代的循环状态空间模型：Young 及其同事的动态谐波回归模型和 Harvey 及其同事的随机循环模型。我们进一步推导出了这两种模型之间的解析等价性，讨论了它们的独特优势，并提出了多主体扩展。我们使用了一项关于人体姿势动力学的研究和一项日常情感研究的数据，展示了这些模型在表示个体内周期性动态的非平稳性和个体间差异方面的应用。还说明了使用诊断工具评估模型拟合度的方法。
