A novel nonvisual procedure for screening for nonstationarity in time series as obtained from intensive longitudinal designs
Publication date
2025-04-25
Document type
Forschungsartikel
Author
Organisational unit
Publisher
Wiley-Blackwell
Series or journal
British Journal of Mathematical and Statistical Psychology
ISSN
Peer-reviewed
✅
Part of the university bibliography
✅
Language
English
Abstract
Researchers working with intensive longitudinal designs often encounter the challenge of determining whether to relax the assumption of stationarity in their models. Given that these designs typically involve data from a large number of subjects (N >> 1), visual screening all time series can quickly become tedious. Even when conducted by experts, such screenings can lack accuracy. In this article, we propose a nonvisual procedure that enables fast and accurate screening. This procedure has potential to become a widely adopted approach for detecting nonstationarity and guiding model building in psychology and related fields, where intensive longitudinal designs are used and time series data are collected.
Version
Online first
Access right on openHSU
Metadata only access