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TIME SERIES RESEARCH IN PSYCHOLOGY: CONCEPTUAL AND METHODOLOGICAL ISSUES

Stadnytska, Tetiana

German Title: Zeitreihenanalysen in der Psychologie: Inhalte und Methoden

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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.

Translation of abstract (German)

Diese Arbeit verfolgt drei Hauptziele: (1) Anwendungsmöglichkeiten der Zeitreihenanalysen in der Psychologie zu diskutieren; (2) Vorteile von zeitreihenanalytischen Methoden in der Erforschung dynamischer Konzepte zu zeigen; und (3) anwendungsrelevante methodische Probleme zu lösen. Einer kurzen Einführung in die Zeit- und Frequenzbereichterminologie folgen eine ausführliche Darstellung verschiedener Anwendungsgebiete der Zeitreihenanalysen in der Psychologie sowie ein Überblick über Theorien und empirische Studien mit zeitreihenanalytischem Hintergrund. Im Mittelpunkt der Arbeit stehen drei Simulationsstudien, die sich mit folgenden anwendungsbezogenen methodischen Problemen beschäftigen: Umgang mit instabilen Zeitreihen, Identifizierung von ARIMA-Modellen und Schätzung der Gedächtniseigenschaften einer Messreihe.

Item Type: Dissertation
Supervisor: Werner, Prof. Dr. Joachim
Date of thesis defense: 14 November 2006
Date Deposited: 28 Nov 2006 09:34
Date: 2006
Faculties / Institutes: The Faculty of Behavioural and Cultural Studies > Institute of Psychology
Subjects: 150 Psychology
Controlled Keywords: Zeitreihenanalyse, Spektralanalyse, ARIMA-Modell, ARFIMA-Modell
Uncontrolled Keywords: Automatische Modellidentifizierung , 1/f-Rauschen , Einheitswurzelteststime series analyses , ARFIMA , unit root tests , automated methods for ARIMA model identification , 1/f noise
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