Continuous Time Modeling in the Behavioral and Related Sciences

Editors: van Montfort, Kees, Oud, Johan H.L., Voelkle, Manuel C (Eds.)

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  • This is the first and only book on continuous time modeling in the behavioral and related sciences
  • Introduces Newtonian dynamics modeling by means of differential equations for behavioral and related sciences
  • Covers a vast range of topics in continuous time modeling, from approaches that closely mimic traditional linear discrete time models to highly nonlinear state space modeling techniques
  • The computer code needed for running the analyses is available online
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eBook $84.99
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  • ISBN 978-3-319-77219-6
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  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $109.99
price for USA in USD
  • ISBN 978-3-319-77218-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

This unique book provides an overview of continuous time modeling in the behavioral and related sciences. It argues that the use of discrete time models for processes that are in fact evolving in continuous time produces problems that make their application in practice highly questionable. One main issue is the dependence of discrete time parameter estimates on the chosen time interval, which leads to incomparability of results across different observation intervals. Continuous time modeling by means of differential equations offers a powerful approach for studying dynamic phenomena, yet the use of this approach in the behavioral and related sciences such as psychology, sociology, economics and medicine, is still rare. This is unfortunate, because in these fields often only a few discrete time (sampled) observations are available for analysis (e.g., daily, weekly, yearly, etc.). However, as emphasized by Rex Bergstrom, the pioneer of continuous-time modeling in econometrics, neither human beings nor the economy cease to exist in between observations.

In 16 chapters, the book addresses a vast range of topics in continuous time modeling, from approaches that closely mimic traditional linear discrete time models to highly nonlinear state space modeling techniques. Each chapter describes the type of research questions and data that the approach is most suitable for, provides detailed statistical explanations of the models, and includes one or more applied examples. To allow readers to implement the various techniques directly, accompanying computer code is made available online. The book is intended as a reference work for students and scientists working with longitudinal data who have a Master's- or early PhD-level knowledge of statistics.

About the authors

Kees van Montfort is a professor of Quantitative Research Methodology at the Nyenrode Business Universiteit (Department of Marketing and Supply Chain Management) and a professor of Biostatistics at the Erasmus University Rotterdam (Department of Oncology). He is currently working on quantitative data analyses with researchers from several departments of the Nyenrode Business Universiteit and the Erasmus University Rotterdam. Additionally, he is pursuing the development of new statistical methods and techniques in the field of structural equation models, state space models and survival analysis.

Johan H.L. Oud is an associate professor at the Behavioural Science Institute of Radboud University, Nijmegen, the Netherlands, and visiting professor at Padjadjaran University, Bandung, Indonesia. His research interests are in family relations, structural equation modeling (SEM), longitudinal research, monitoring system construction, and continuous time analysis by means of SEM. He has published a series of papers and book chapters, and edited several books, in these fields.  He introduced the use of structural equation modeling into discrete-time and continuous-time state space modeling.

Manuel C. Voelkle is a professor of Psychological Research Methods at the Humboldt Universität zu Berlin and an adjunct researcher at the Max Planck Institute for Human Development. His research interests chiefly concern the design and analysis of multivariate empirical studies, with an emphasis on the use of structural equation models for the analysis of longitudinal data. Most of his methodological work addresses continuous time modeling and analyzing the intricate relationship of between- and within-person differences in psychological constructs as they evolve over time. He collaborates closely with other researchers in the study of developmental dynamics in affective and cognitive functioning.

Table of contents (16 chapters)

Table of contents (16 chapters)
  • First- and Higher-Order Continuous Time Models for Arbitrary N Using SEM

    Oud, Johan H. L. (et al.)

    Pages 1-26

  • A Continuous-Time Approach to Intensive Longitudinal Data: What, Why, and How?

    Ryan, Oisín (et al.)

    Pages 27-54

  • On Fitting a Continuous-Time Stochastic Process Model in the Bayesian Framework

    Oravecz, Zita (et al.)

    Pages 55-78

  • Understanding the Time Course of Interventions with Continuous Time Dynamic Models

    Driver, Charles C. (et al.)

    Pages 79-109

  • Continuous-Time Modeling of Panel Data with Network Structure

    Niezink, Nynke M. D. (et al.)

    Pages 111-134

Buy this book

eBook $84.99
price for USA in USD (gross)
  • ISBN 978-3-319-77219-6
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $109.99
price for USA in USD
  • ISBN 978-3-319-77218-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Continuous Time Modeling in the Behavioral and Related Sciences
Editors
  • Kees van Montfort
  • Johan H.L. Oud
  • Manuel C Voelkle
Copyright
2018
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing AG, part of Springer Nature
eBook ISBN
978-3-319-77219-6
DOI
10.1007/978-3-319-77219-6
Hardcover ISBN
978-3-319-77218-9
Edition Number
1
Number of Pages
XI, 442
Number of Illustrations
51 b/w illustrations, 44 illustrations in colour
Topics