Climate models are biased with respect to real-world observations. They usually need to be adjusted before being used in impact studies. The suite of statistical methods that enable such adjustments is called bias correction (BC). However, BC methods currently struggle to adjust temporal biases. Because they mostly disregard the dependence between consecutive time points. As a result, climate statistics with long-range temporal properties, such as the number of heatwaves and their frequency, cannot be corrected accurately. This makes it more difficult to produce reliable impact studies on such climate statistics. This article offers a novel BC methodology to correct temporal biases. This is made possible by rethinking the philosophy behind BC. We will introduce BC as a time-indexed regression task with stochastic outputs. Rethinking BC enables us to adapt state-of-the-art machine learning (ML) attention models and thereby learn different types of biases, including temporal asynchronicities. With a case study of number of heatwaves in Abuja, Nigeria and Tokyo, Japan, we show more accurate results than current climate model outputs and alternative BC methods.

An approach to the analysis of multivariate time series is presented in which linear structural relationships among multiple stochastic variables are investigated. A number of alternative structural models are considered for the case of two stochastic variables. Each model represents a possible hypothesis concerning the relationship of growth in one variable to growth in the second. Both symmetric and asymmetric models are considered. Extensions of two of the models to three variables are illustrated by means of a numerical example. Implications of the models for the problem of detecting change in multivariate time series are discussed.

Collective synchrony refers to the simultaneous occurrence of behavior, cognition, emotion, and/or physiology within teams of three or more persons. It has been suggested that collective synchrony may emanate from the copresence of team members, from their engagement in a shared task, and from coordination enacted in pursuit of a collective goal. In this paper, a regime-switching dynamic factor analytical approach is used to examine interindividual similarities in a particular behavioral measure (i.e., speed) in a collegiate soccer team. First, the analytical approach is presented didactically, including the state space modeling framework in general, followed by the regime-switching dynamic factor model in particular. Next, an empirical application of the approach is presented. Speed similarity (covariation in speed, operationalized in two ways: running cadence and distance covered) during competitive women’s soccer games is examined. A key methodological aspect of the approach is that the collective is the unit of analysis, and individuals vary about collective dynamics and their evolution. Reporting on the results of this study, we show how features of substantive interest, such as the magnitude and prevalence of behavioral similarity, can be parameterized, interpreted, and aggregated. Finally, we highlight several key findings, as well as opportunities for future research, in terms of methodological and substantive aims for advancing the study of collective synchrony.

The new software package OpenMx 2.0 for structural equation and other statistical modeling is introduced and its features are described. OpenMx is evolving in a modular direction and now allows a mix-and-match computational approach that separates model expectations from fit functions and optimizers. Major backend architectural improvements include a move to swappable open-source optimizers such as the newly written CSOLNP. Entire new methodologies such as item factor analysis and state space modeling have been implemented. New model expectation functions including support for the expression of models in LISREL syntax and a simplified multigroup expectation function are available. Ease-of-use improvements include helper functions to standardize model parameters and compute their Jacobian-based standard errors, access to model components through standard R $ mechanisms, and improved tab completion from within the R Graphical User Interface.

Network analysis is an increasingly popular approach to study mental disorders in all their complexity. Multiple methods have been developed to extract networks from cross-sectional data, with these data being either continuous or binary. However, when it comes to time series data, most efforts have focused on continuous data. We therefore propose ConNEcT, a network approach for binary symptom data across time. ConNEcT allows to visualize and study the prevalence of different symptoms as well as their co-occurrence, measured by means of a contingency measure in one single network picture. ConNEcT can be complemented with a significance test that accounts for the serial dependence in the data. To illustrate the usefulness of ConNEcT, we re-analyze data from a study in which patients diagnosed with major depressive disorder weekly reported the absence or presence of eight depression symptoms. We first extract ConNEcTs for all patients that provided data during at least 104 weeks, revealing strong inter-individual differences in which symptom pairs co-occur significantly. Second, to gain insight into these differences, we apply Hierarchical Classes Analysis on the co-occurrence patterns of all patients, showing that they can be grouped into meaningful clusters. Core depression symptoms (i.e., depressed mood and/or diminished interest), cognitive problems and loss of energy seem to co-occur universally, but preoccupation with death, psychomotor problems or eating problems only co-occur with other symptoms for specific patient subgroups.

A general model is developed for the analysis of multivariate multilevel data structures. Special cases of the model include repeated measures designs, multiple matrix samples, multilevel latent variable models, multiple time series, and variance and covariance component models.

Intensive longitudinal data (ILD) is an increasingly common data type in the social and behavioral sciences. Despite the many benefits these data provide, little work has been dedicated to realize the potential such data hold for forecasting dynamic processes at the individual level. To address this gap in the literature, we present the multi-VAR framework, a novel methodological approach allowing for penalized estimation of ILD collected from multiple individuals. Importantly, our approach estimates models for all individuals simultaneously and is capable of adaptively adjusting to the amount of heterogeneity present across individual dynamic processes. To accomplish this, we propose a novel proximal gradient descent algorithm for solving the multi-VAR problem and prove the consistency of the recovered transition matrices. We evaluate the forecasting performance of our method in comparison with a number of benchmark methods and provide an illustrative example involving the day-to-day emotional experiences of 16 individuals over an 11-week period.

Complex intraindividual variability observed in psychology may be well described using differential equations. It is difficult, however, to apply differential equation models in psychological contexts, as time series are frequently short, poorly sampled, and have large proportions of measurement and dynamic error. Furthermore, current methods for differential equation modeling usually consider data that are atypical of many psychological applications. Using embedded and observed data matrices, a statistical approach to differential equation modeling is presented. This approach appears robust to many characteristics common to psychological time series.

With the advent of new data collection technologies, intensive longitudinal data (ILD) are collected more frequently than ever. Along with the increased prevalence of ILD, more methods are being developed to analyze these data. However, relatively few methods have yet been applied for making long- or even short-term predictions from ILD in behavioral settings. Applications of forecasting methods to behavioral ILD are still scant. We first establish a general framework for modeling ILD and then extend that frame to two previously existing forecasting methods: these methods are Kalman prediction and ensemble prediction. After implementing Kalman and ensemble forecasts in free and open-source software, we apply these methods to daily drug and alcohol use data. In doing so, we create a simple, but nonlinear dynamical system model of daily drug and alcohol use and illustrate important differences between the forecasting methods. We further compare the Kalman and ensemble forecasting methods to several simpler forecasts of daily drug and alcohol use. Ensemble forecasts may be more appropriate than Kalman forecasts for nonlinear dynamical systems models, but further forecasting evaluation methods must be put into practice.

Facial electromyography (EMG) is a useful physiological measure for detecting subtle affective changes in real time. A time series of EMG data contains bursts of electrical activity that increase in magnitude when the pertinent facial muscles are activated. Whereas previous methods for detecting EMG activation are often based on deterministic or externally imposed thresholds, we used regime-switching models to probabilistically classify each individual’s time series into latent “regimes” characterized by similar error variance and dynamic patterns. We also allowed the association between EMG signals and self-reported affect ratings to vary between regimes and found that the relationship between these two markers did in fact vary over time. The potential utility of using regime-switching models to detect activation patterns in EMG data and to summarize the temporal characteristics of EMG activities is discussed.

We present an approach for evaluating coherence in multivariate systems that considers all the variables simultaneously. We operationalize the multivariate system as a network and define coherence as the efficiency with which a signal is transmitted throughout the network. We illustrate this approach with time series data from 15 psychophysiological signals representing individuals’ moment-by-moment emotional reactions to emotional films. First, we summarize the time series through nonparametric Receiver Operating Characteristic (ROC) curves. Second, we use Spearman rank correlations to calculate relationships between each pair of variables. Third, based on the obtained associations, we construct a network using the variables as nodes. Finally, we examine signal transmission through all the nodes in the network. Our results indicate that the network consisting of the 15 psychophysiological signals has a small-world structure, with three clusters of variables and strong within-cluster connections. This structure supports an effective signal transmission across the entire network. When compared across experimental conditions, our results indicate that coherence is relatively stronger for intense emotional stimuli than for neutral stimuli. These findings are discussed in relation to multivariate methods and emotion theories.

This commentary reflects on the articles included in the Psychometrika Special Issue on Network Psychometrics in Action. The contributions to the special issue are related to several possible future paths for research in this area. These include the development of models to analyze and represent interventions, improvement in exploratory and inferential techniques in network psychometrics, the articulation of psychometric theories in addition to psychometric models, and extensions of network modeling to novel data sources. Finally, network psychometrics is part of a larger movement in psychology that revolves around the analysis of human beings as complex systems, and it is timely that psychometricians start extending their rich modeling tradition to improve and extend the analysis of systems in psychology.

The longitudinal process that leads to university student dropout in STEM subjects can be described by referring to (a) inter-individual differences (e.g., cognitive abilities) as well as (b) intra-individual changes (e.g., affective states), (c) (unobserved) heterogeneity of trajectories, and d) time-dependent variables. Large dynamic latent variable model frameworks for intensive longitudinal data (ILD) have been proposed which are (partially) capable of simultaneously separating the complex data structures (e.g., DLCA; Asparouhov et al. in Struct Equ Model 24:257–269, 2017; DSEM; Asparouhov et al. in Struct Equ Model 25:359–388, 2018; NDLC-SEM, Kelava and Brandt in Struct Equ Model 26:509–528, 2019). From a methodological perspective, forecasting in dynamic frameworks allowing for real-time inferences on latent or observed variables based on ongoing data collection has not been an extensive research topic. From a practical perspective, there has been no empirical study on student dropout in math that integrates ILD, dynamic frameworks, and forecasting of critical states of the individuals allowing for real-time interventions. In this paper, we show how Bayesian forecasting of multivariate intra-individual variables and time-dependent class membership of individuals (affective states) can be performed in these dynamic frameworks using a Forward Filtering Backward Sampling method. To illustrate our approach, we use an empirical example where we apply the proposed forecasting method to ILD from a large university student dropout study in math with multivariate observations collected over 50 measurement occasions from multiple students ($N=122$\documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$N = 122$$\end{document}). More specifically, we forecast emotions and behavior related to dropout. This allows us to predict emerging critical dynamic states (e.g., critical stress levels or pre-decisional states) 8 weeks before the actual dropout occurs.

The popularity of green, social and sustainability-linked bonds (GSS bonds) continues to rise, with circa US$939 billion of such bonds issued globally in 2023. Given the rising popularity of ESG-related investment solutions, their relatively recent emergence, and limited research in this field, continued investigation is essential. Extending non-traditional techniques such as neural networks to these fields creates a good blend of innovation and potential. This paper follows on from our initial publication, where we aim to replicate the S&P Green Bond Index (i.e. this is a time series problem) over a period using non-traditional techniques (neural networks) predicting 1 day ahead. We take a novel approach of applying an N-BEATS model architecture. N-BEATS is a complex feedforward neural network architecture, consisting of basic building blocks and stacks, introducing the novel doubly residual stacking of backcasts and forecasts. In this paper, we also revisit the neural network architectures from our initial publication, which include DNNs, CNNs, GRUs and LSTMs. We continue the univariate time series problem, increasing the data input window from 1 day to 2 and 5 days respectively, whilst still aiming to predict 1 day ahead.

1. 1. Understanding whether a species still persists, or the timing of its extinction is challenging, however, such knowledge is fundamental for effective species management.

2. 2. For the vast majority of species our understanding of their existence is based solely on sighting data that can range from museum specimens and clear photographs, through vocalisations, to markings and oral accounts.

3. 3. Here we review the methods that have been developed to infer the extinction of species from a sighting record, providing an understanding of their assumptions and applications. We have also produced an RShiny package which can be used to implement some of the methods presented in the article.

4. 4. While there are a number of potential areas that could be further developed, the methods reviewed provide a useful tool for inferring species extinction.

Synthetic controls (SCs) are widely used to estimate the causal effect of a treatment. However, they do not account for the different speeds at which units respond to changes. Reactions may be inelastic or “sticky” and thus slower due to varying regulatory, institutional, or political environments. We show that these different reaction speeds can lead to biased estimates of causal effects. We therefore introduce a dynamic SC approach that accommodates varying speeds in time series, resulting in improved SC estimates. We apply our method to re-estimate the effects of terrorism on income (Abadie and Gardeazabal [2003, American Economic Review 93, 113–132]), tobacco laws on consumption (Abadie, Diamond, and Hainmueller [2010, Journal of the American Statistical Association 105, 493–505]), and German reunification on GDP (Abadie, Diamond, and Hainmueller [2015, American Journal of Political Science 59, 495–510]). We also assess the method’s performance using Monte Carlo simulations. We find that it reduces errors in the estimates of true treatment effects by up to 70% compared to traditional SCs, improving our ability to make robust inferences. An open-source R package, dsc, is made available for easy implementation.

While a large body of research explores the federal-level influences over distributive politics decisions, very little attention has been given to the active role state and local governments play in the geographic distribution of federal funds. Before presidents, legislators, and agency leaders can influence the selection of federal grants, state and local governments must expend time and resources to submit grant proposals. We focus on grant applications as our unit of analysis and advance a theory that congressional representation influences the grant application behavior of state and local governments. We analyze US Department of Transportation grant applications and awards from 2009 to 2022 and find evidence that congressional representation meaningfully influences state-level grant application behavior. States apply more aggressively for federal transportation grants when represented by senators in the Senate majority party, and states apply more efficiently for grants when represented by a senator holding an advantageous committee leadership post.

Tuberculosis (TB) remains a global leading cause of death, necessitating an investigation into its unequal distribution. Sun exposure, linked to vitamin D (VD) synthesis, has been proposed as a protective factor. This study aimed to analyse TB rates in Spain over time and space and explore their relationship with sunlight exposure. An ecological study examined the associations between rainfall, sunshine hours, and TB incidence in Spain. Data from the National Epidemiological Surveillance Network (RENAVE in Spanish) and the Spanish Meteorological Agency (AEMET in Spanish) from 2012 to 2020 were utilized. Correlation and spatial regression analyses were conducted. Between 2012 and 2020, 43,419 non-imported TB cases were reported. A geographic pattern (north–south) and distinct seasonality (spring peaks and autumn troughs) were observed. Sunshine hours and rainfall displayed a strong negative correlation. Spatial regression and seasonal models identified a negative correlation between TB incidence and sunshine hours, with a four-month lag. A clear spatiotemporal association between TB incidence and sunshine hours emerged in Spain from 2012 to 2020. VD levels likely mediate this relationship, being influenced by sunlight exposure and TB development. Further research is warranted to elucidate the causal pathway and inform public health strategies for improved TB control.