Detecting long-lived autodependency changes in a multivariate system via change point detection and regime switching models

Application of early warning signs to physiological contexts: a comparison of multivariate indices in patients on long-term hemodialysis

Early warnings signs (EWSs) can anticipate abrupt changes in system state, known as "critical transitions," by detecting dynamic variations, including increases in variance, autocorrelation (AC), and cross-correlation. Numerous EWSs have been proposed; yet no consensus on which perform best exists. Here, we compared 15 multivariate EWSs in time series of 763 hemodialyzed patients, previously shown to present relevant critical transition dynamics. We calculated five EWSs based on AC, six on variance, one on cross-correlation, and three on AC and variance. We assessed their pairwise correlations, trends before death, and mortality predictive power, alone and in combination. Variance-based EWSs showed stronger correlations (r = 0.663 ± 0.222 vs. 0.170 ± 0.205 for AC-based indices) and a steeper increase before death. Two variance-based EWSs yielded HR95 > 9 (HR95 standing for a scale-invariant metric of hazard ratio), but combining them did not improve the area under the receiver-operating curve (AUC) much compared to using them alone (AUC = 0.798 vs. 0.796 and 0.791). Nevertheless, the AUC reached 0.825 when combining 13 indices. While some indicators did not perform overly well alone, their addition to the best performing EWSs increased the predictive power, suggesting that indices combination captures a broader range of dynamic changes occurring within the system. It is unclear whether this added benefit reflects measurement error of a unified phenomenon or heterogeneity in the nature of signals preceding critical transitions. Finally, the modest predictive performance and weak correlations among some indices call into question their validity, at least in this context.

Real-time detection of mean and variance changes in experience sampling data: A comparison of existing and novel statistical process control approaches

Retrospective analyses of experience sampling (ESM) data have shown that changes in mean and variance levels may serve as early warning signs of an imminent depression. Detecting such early warning signs prospectively would pave the way for timely intervention and prevention. The exponentially weighted moving average (EWMA) procedure seems a promising method to scan ESM data for the presence of mean changes in real-time. Based on simulation and empirical studies, computing and monitoring day averages using EWMA works particularly well. We therefore expand this idea to the detection of variance changes and propose to use EWMA to prospectively scan for mean changes in day variability statistics (i.e.,s 2 , s , ln( s )). When both mean and variance changes are of interest, the multivariate extension of EWMA (MEWMA) can be applied to both the day averages and a day statistic of variability. We evaluate these novel approaches to detecting variance changes by comparing them to EWMA-type procedures that have been specifically developed to detect a combination of mean and variance changes in the raw data: EWMA-S 2 , EWMA-ln(S 2 ), and EWMA- X ¯ -S 2 . We ran a simulation study to examine the performance of the two approaches in detecting mean, variance, or both types of changes. The results indicate that monitoring day statistics using (M)EWMA works well and outperforms EWMA-S 2 and EWMA-ln(S 2 ); the performance difference with EWMA- X ¯ -S 2 is smaller but notable. Based on the results, we provide recommendations on which statistic of variability to monitor based on the type of change (i.e., variance increase or decrease) one expects.

Individual-Specific Animated Profiles of Mental Health

How important is the timing of the pretreatment evaluation? If we consider mental health to be a relatively fixed condition, the specific timing (e.g., day, hour) of the evaluation is immaterial and often determined on the basis of technical considerations. Indeed, the fundamental assumption underlying the vast majority of psychotherapy research and practice is that mental health is a state that can be captured in a one-dimensional snapshot. If this fundamental assumption, underlying 80 years of empirical research and practice, is incorrect, it may help explain why for decades psychotherapy failed to rise above the 50% efficacy rate in the treatment of mental-health disorders, especially depression, a heterogeneous disorder and the leading cause of disability worldwide. Based on recent studies suggesting within-individual dynamics, this article proposes that mental health and its underlying therapeutic mechanisms have underlying intrinsic dynamics that manifest across dimensions. Computational psychotherapy is needed to develop individual-specific pretreatment animated profiles of mental health. Such individual-specific animated profiles are expected to improve the ability to select the optimal treatment for each patient, devise adequate treatment plans, and adjust them on the basis of ongoing evaluations of mental-health dynamics, creating a new understanding of therapeutic change as a transition toward a more adaptive animated profile.

Individual-specific change points in circadian rest-activity rhythm and sleep in individuals tapering their antidepressant medication: an actigraphy study

Group-level studies showed associations between depressive symptoms and circadian rhythm elements, though whether these associations replicate at the within-person level remains unclear. We investigated whether changes in circadian rhythm elements (namely, rest-activity rhythm, physical activity, and sleep) occur close to depressive symptom transitions and whether there are differences in the amount and direction of circadian rhythm changes in individuals with and without transitions. We used 4 months of actigraphy data from 34 remitted individuals tapering antidepressants (20 with and 14 without depressive symptom transitions) to assess circadian rhythm variables. Within-person kernel change point analyses were used to detect change points (CPs) and their timing in circadian rhythm variables. In 69% of individuals experiencing transitions, CPs were detected near the time of the transition. No-transition participants had an average of 0.64 CPs per individual, which could not be attributed to other known events, compared to those with transitions, who averaged 1 CP per individual. The direction of change varied between individuals, although some variables showed clear patterns in one direction. Results supported the hypothesis that CPs in circadian rhythm occurred more frequently close to transitions in depression. However, a larger sample is needed to understand which circadian rhythm variables change for whom, and more single-subject research to untangle the meaning of the large individual differences.

A Selective Review on Information Criteria in Multiple Change Point Detection

Change points indicate significant shifts in the statistical properties in data streams at some time points. Detecting change points efficiently and effectively are essential for us to understand the underlying data-generating mechanism in modern data streams with versatile parameter-varying patterns. However, it becomes a highly challenging problem to locate multiple change points in the noisy data. Although the Bayesian information criterion has been proven to be an effective way of selecting multiple change points in an asymptotical sense, its finite sample performance could be deficient. In this article, we have reviewed a list of information criterion-based methods for multiple change point detection, including Akaike information criterion, Bayesian information criterion, minimum description length, and their variants, with the emphasis on their practical applications. Simulation studies are conducted to investigate the actual performance of different information criteria in detecting multiple change points with possible model mis-specification for the practitioners. A case study on the SCADA signals of wind turbines is conducted to demonstrate the actual change point detection power of different information criteria. Finally, some key challenges in the development and application of multiple change point detection are presented for future research work.

The Exponentially Weighted Moving Average Procedure for Detecting Changes in Intensive Longitudinal Data in Psychological Research in Real-Time: A Tutorial Showcasing Potential Applications

Affect, behavior, and severity of psychopathological symptoms do not remain static throughout the life of an individual, but rather they change over time. Since the rise of the smartphone, longitudinal data can be obtained at higher frequencies than ever before, providing new opportunities for investigating these person-specific changes in real-time. Since 2019, researchers have started using the exponentially weighted moving average (EWMA) procedure, as a statistically sound method to reach this goal. Real-time, person-specific change detection could allow (a) researchers to adapt assessment intensity and strategy when a change occurs to obtain the most useful data at the most useful time and (b) clinicians to provide care to patients during periods in which this is most needed. The current paper provides a tutorial on how to use the EWMA procedure in psychology, as well as demonstrates its added value in a range of potential applications.

Psychopathological networks: Theory, methods and practice

In recent years, network approaches to psychopathology have sparked much debate and have had a significant impact on how mental disorders are perceived in the field of clinical psychology. However, there are many important challenges in moving from theory to empirical research and clinical practice and vice versa. Therefore, in this article, we bring together different points of view on psychological networks by methodologists and clinicians to give a critical overview on these challenges, and to present an agenda for addressing these challenges. In contrast to previous reviews, we especially focus on methodological issues related to temporal networks. This includes topics such as selecting and assessing the quality of the nodes in the network, distinguishing between- and within-person effects in networks, relating items that are measured at different time scales, and dealing with changes in network structures. These issues are not only important for researchers using network models on empirical data, but also for clinicians, who are increasingly likely to encounter (person-specific) networks in the consulting room.

: An R Package for performing kernel change point detection on the running statistics of multivariate time series

In many scientific disciplines, researchers are interested in discovering when complex systems such as stock markets, the weather or the human body display abrupt changes. Essentially, this often comes down to detecting whether a multivariate time series contains abrupt changes in one or more statistics, such as means, variances or pairwise correlations. To assist researchers in this endeavor, this paper presents the package for performing kernel change point (KCP) detection on user-selected running statistics of multivariate time series. The running statistics are extracted by sliding a window across the time series and computing the value of the statistic(s) of interest in each window. Next, the similarities of the running values are assessed using a Gaussian kernel, and change points that segment the time series into maximally homogeneous phases are located by minimizing a within-phase variance criterion. To decide on the number of change points, a combination of a permutation-based significance test and a grid search is provided. stands out among the variety of change point detection packages available in because it can be easily adapted to uncover changes in any user-selected statistic without imposing any distribution on the data. To exhibit the usefulness of the package, two empirical examples are provided pertaining to two types of physiological data.

Early warning signals and critical transitions in psychopathology: challenges and recommendations

Empirical evidence is mounting that monitoring momentary experiences for the presence of early warning signals (EWS) may allow for personalized predictions of meaningful symptom shifts in psychopathology. Studies aiming to detect EWS require intensive longitudinal measurement designs that center on individuals undergoing change. We recommend that researchers (1) define criteria for relevant symptom shifts a priori to allow specific hypothesis testing, (2) balance the observation period length and high-frequency measurements with participant burden by testing ambitious designs with pilot studies, and (3) choose variables that are meaningful to their patient group and facilitate replication by others. Thoroughly considered designs are necessary to assess the promise of EWS as a clinical tool to detect, prevent, or encourage impending symptom changes in psychopathology.

A Markov-Switching Model of Inflation in Bolivia

The Bolivian inflation process is analyzed utilizing a time-varying univariate and multivariate Markov-switching model (TMS). With monthly data and, beginning in the late 1930s, inflation is accurately described by a univariate TMS. The intercept for the high-inflation regime is significantly higher than for the low-inflation regime and the actual inflation rate mirrors the smoothing probabilities of the Markov process. Additionally, the predicted duration of each regime closely fits the periods when the country experienced low and inordinate high inflation rates. From a long-run perspective and utilizing a multivariate TMS, the results generally fall in line with what the quantity theory of money predicts. In the high-inflation regime, money growth increases inflation (almost) one-for-one, as classical economics contends. From a short-run perspective and in the high-inflation regime, inflation is almost exclusively explained by a negative output gap. In the low-inflation regime, lagged inflation is the most important determinant of inflation, in line with price stickiness expectations. Partitioning the sources of inflation demonstrate that, from a long-run perspective and in the high inflation regime, differences in inflation are mostly explained by GDP growth; in the low-inflation regime, money growth and velocity growth are the principal factors explaining the variance of inflation. From a short-run perspective, the output gap explains almost all regression variance in the high-inflation regime, and past inflation does the same during times of low inflation, though in both cases the R2 is low which precludes making definite statements about the sources of variability in inflation.

Patterns of transitions between relapse to and remission from heavy drinking over the first year after outpatient alcohol treatment and their relation to long-term outcomes

OBJECTIVES

Studying clinical course after alcohol use disorder (AUD) treatment is central to understanding longer-term recovery. This study's two main objectives were to (a) replicate a recent study that identified heterogeneity in patterns of remission from/relapse to heavy drinking during the first year after outpatient treatment in an independent data set and (b) extend these recent findings by testing associations between patterns of remission/relapse and long-term alcohol-related and functioning outcomes.

METHOD

Latent profile analyses were conducted using data from Project MATCH (N = 952; M age = 38.9; 72.3% female) and COMBINE (N = 1,383; M age = 44.4; 69.1% male). Transitions between heavy and nonheavy drinking within consecutive 2-week periods over a 1-year posttreatment period were characterized for each participant. From this, latent profiles were identified based on participants' initial 2-week heavy drinking status, the number of observed transitions between 2-week periods of relapse and remission, and the average duration of observed remission/relapse episodes.

RESULTS

In both MATCH and COMBINE, we identified six profiles: (a) "continuous remission," 25.3% of COMBINE sample/25.3% of MATCH sample; (b) "transition to remission," 19.6%/9.6%; (c) "few long transitions," 15.9%/33.7%; (d) "many short transitions," 13.2%/13.6%; (e) "transition to relapse," 7.2%/7.1%; and (f) "continuous relapse," 18.8%/10.5%. Profiles 1 and 2 had the best long-term outcomes, Profiles 5 and 6 had the worst, and Profiles 3 and 4 fell between these groups.

CONCLUSIONS

That many individuals can remit from heavy drinking following one or more relapses to heavy drinking may be of direct interest to individuals in recovery from AUD. (PsycInfo Database Record (c) 2020 APA, all rights reserved).

Time series analysis of intensive longitudinal data in psychosomatic research: A methodological overview

Time series analysis of intensive longitudinal data provides the psychological literature with a powerful tool for assessing how psychological processes evolve through time. Recent applications in the field of psychosomatic research have provided insights into the dynamical nature of the relationship between somatic symptoms, physiological measures, and emotional states. These promising results highlight the intrinsic value of employing time series analysis, although application comes with some important challenges. This paper aims to present an approachable, non-technical overview of the state of the art on these challenges and the solutions that have been proposed, with emphasis on application towards psychosomatic hypotheses. Specifically, we elaborate on issues related to measurement intervals, the number and nature of the variables used in the analysis, modeling stable and changing processes, concurrent relationships, and extending time series analysis to incorporate the data of multiple individuals. We also briefly discuss some general modeling issues, such as lag-specification, sample size and time series length, and the role of measurement errors. We hope to arm applied researchers with an overview from which to select appropriate techniques from the ever growing variety of time series analysis approaches.

A complex systems approach to the study of change in psychotherapy

BACKGROUND

A growing body of research highlights the limitations of traditional methods for studying the process of change in psychotherapy. The science of complex systems offers a useful paradigm for studying patterns of psychopathology and the development of more functional patterns in psychotherapy. Some basic principles of change are presented from subdisciplines of complexity science that are particularly relevant to psychotherapy: dynamical systems theory, synergetics, and network theory. Two early warning signs of system transition that have been identified across sciences (critical fluctuations and critical slowing) are also described. The network destabilization and transition (NDT) model of therapeutic change is presented as a conceptual framework to import these principles to psychotherapy research and to suggest future research directions.

DISCUSSION

A complex systems approach has a number of implications for psychotherapy research. We describe important design considerations, targets for research, and analytic tools that can be used to conduct this type of research.

CONCLUSIONS

A complex systems approach to psychotherapy research is both viable and necessary to more fully capture the dynamics of human change processes. Research to date suggests that the process of change in psychotherapy can be nonlinear and that periods of increased variability and critical slowing might be early warning signals of transition in psychotherapy, as they are in other systems in nature. Psychotherapy research has been limited by small samples and infrequent assessment, but ambulatory and electronic methods now allow researchers to more fully realize the potential of concepts and methods from complexity science.

Identifying Qualitative Between-Subject and Within-Subject Variability: A Method for Clustering Regime-Switching Dynamics

Technological advancement provides an unprecedented amount of high-frequency data of human dynamic processes. In this paper, we introduce an approach for characterizing qualitative between and within-subject variability from quantitative changes in the multi-subject time-series data. We present the statistical model and examine the strengths and limitations of the approach in potential applications using Monte Carlo simulations. We illustrate its usage in characterizing clusters of dynamics with phase transitions with real-time hand movement data collected on an embodied learning platform designed to foster mathematical learning.