Representing time‐varying cyclic dynamics using multiple‐subject state‐space models

Abstract

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.