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A comparison of continuous and discrete time modeling of affective processes in terms of predictive accuracy.

ABSTRACT: Intra-individual processes are thought to continuously unfold across time. For equally spaced time intervals, the discrete-time lag-1 vector autoregressive (VAR(1)) model and the continuous-time Ornstein-Uhlenbeck (OU) model are equivalent. It is expected that by taking into account the unequal spacings of the time intervals in real data between observations will lead to an advantage for the OU in terms of predictive accuracy. In this paper, this is claim is being investigated by comparing the predictive accuracy of the OU model to that of the VAR(1) model on typical ESM data obtained in the context of affect research. It is shown that the VAR(1) model outperforms the OU model for the majority of the time series, even though time intervals in the data are unequally spaced. Accounting for measurement error does not change the result. Deleting large abrupt changes on short time intervals (that may be caused by externally driven events) does however lead to a significant improvement for the OU model. This suggests that processes in psychology may be continuously evolving, but that there are factors, like external events, which can disrupt the continuous flow.

SUBMITTER: Loossens T

PROVIDER: S-EPMC7973711 | biostudies-literature | 2021 Mar

REPOSITORIES: biostudies-literature

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A comparison of continuous and discrete time modeling of affective processes in terms of predictive accuracy.

Loossens Tim T Tuerlinckx Francis F Verdonck Stijn S

Scientific reports 20210318 1

Intra-individual processes are thought to continuously unfold across time. For equally spaced time intervals, the discrete-time lag-1 vector autoregressive (VAR(1)) model and the continuous-time Ornstein-Uhlenbeck (OU) model are equivalent. It is expected that by taking into account the unequal spacings of the time intervals in real data between observations will lead to an advantage for the OU in terms of predictive accuracy. In this paper, this is claim is being investigated by comparing the p ...[more]

PMID: 33737588

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Project description:BackgroundPrediction models for time-to-event outcomes are commonly used in biomedical research to obtain subject-specific probabilities that aid in making important clinical care decisions. There are several regression and machine learning methods for building these models that have been designed or modified to account for the censoring that occurs in time-to-event data. Discrete-time survival models, which have often been overlooked in the literature, provide an alternative approach for predictive modeling in the presence of censoring with limited loss in predictive accuracy. These models can take advantage of the range of nonparametric machine learning classification algorithms and their available software to predict survival outcomes.MethodsDiscrete-time survival models are applied to a person-period data set to predict the hazard of experiencing the failure event in pre-specified time intervals. This framework allows for any binary classification method to be applied to predict these conditional survival probabilities. Using time-dependent performance metrics that account for censoring, we compare the predictions from parametric and machine learning classification approaches applied within the discrete time-to-event framework to those from continuous-time survival prediction models. We outline the process for training and validating discrete-time prediction models, and demonstrate its application using the open-source R statistical programming environment.ResultsUsing publicly available data sets, we show that some discrete-time prediction models achieve better prediction performance than the continuous-time Cox proportional hazards model. Random survival forests, a machine learning algorithm adapted to survival data, also had improved performance compared to the Cox model, but was sometimes outperformed by the discrete-time approaches. In comparing the binary classification methods in the discrete time-to-event framework, the relative performance of the different methods varied depending on the data set.ConclusionsWe present a guide for developing survival prediction models using discrete-time methods and assessing their predictive performance with the aim of encouraging their use in medical research settings. These methods can be applied to data sets that have continuous time-to-event outcomes and multiple clinical predictors. They can also be extended to accommodate new binary classification algorithms as they become available. We provide R code for fitting discrete-time survival prediction models in a github repository.

Dataset Information

A comparison of continuous and discrete time modeling of affective processes in terms of predictive accuracy.

Publications

A comparison of continuous and discrete time modeling of affective processes in terms of predictive accuracy.

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