Abstract

The objectives of this paper are (1) demonstrate the superiority of the time series analysis over the traditional methods in dealing with dynamical phenomena; (2) discuss various possible research applications of time series procedures in psychology; and (3) solve some methodological problems occurring in applied settings. After a brief introduction into time- and frequency-domain analyses, a range of applications of time series procedures in psychology was discussed; theories and empirical studies from different fields of psychology employing time-series terminology and methods were presented. Three simulation studies designed to solve methodological problems typical for time series research in psychology, such as handling of instationary time series, identifying of appropriate dynamical models and reliable detection of long-range dependencies between successive observations in a series, represented the main field of the paper.

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