Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data - Fisher, Zachary F.; Kim, Younghoon; Fredrickson, Barbara L.; Pipiras, Vladas (Psychometrika, 2022)
Keywords: Algorithms; Assessment; Behavioral Science and Psychology; Behavioral sciences; Forecasting; Forecasting with Intensive Longitudinal Data; Humanities; Humans; Law; Physiology; Psychology; Psychometrics; Research Design; Social sciences; Statistical Theory and Methods; Statistics for Social Sciences; Testing and Evaluation; Theory and Methods; Time series; Variables; ILD; vector autoregression; forecasting; proximal gradient descent; regularization; LASSO; time series