# Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data

arXiv: https://arxiv.org/abs/2007.05052 · HTML: https://mlsanity.com/paper/2007.05052/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 9 Jul 2020.

## Built on by (most cited first, 2 of 2)

- [Structured Estimation of Heterogeneous Time Series](https://mlsanity.com/paper/2311.08658/) (2023)
- [DTVEM-RE: A Hierarchical Random-Effects Extension of the Differential Time-Varying Effect Model for Person-Specific Multi-Lag Estimation in Intensive Longitudinal Data](https://mlsanity.com/paper/2606.14116/) (2026)

## Abstract (arXiv)

Intensive Longitudinal Data (ILD) is increasingly available to social and behavioral scientists. With this increased availability come new opportunities for modeling and predicting complex biological, behavioral, and physiological phenomena. Despite these new opportunities psychological researchers have not taken full advantage of promising opportunities inherent to this data, the potential to forecast psychological processes at the individual level. To address this gap in the literature we present a novel modeling framework that addresses a number of topical challenges and open questions in the psychological literature on modeling dynamic processes. First, how can we model and forecast ILD when the length of individual time series and the number of variables collected are roughly equivalent, or when time series lengths are shorter than what is typically required for time series analyses? Second, how can we best take advantage of the cross-sectional (between-person) information inherent to most ILD scenarios while acknowledging individuals differ both quantitatively (e.g. in parameter magnitude) and qualitatively (e.g. in structural dynamics)? Despite the acknowledged between-person heterogeneity in many psychological processes is it possible to leverage group-level information to support improved forecasting at the individual level? In the remainder of the manuscript, we attempt to address these and other pressing questions relevant to the forecasting of multiple-subject ILD.