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Practical Tools and Guidelines for Exploring and Fitting Linear and Nonlinear Dynamical Systems Models
Authors:Sy-Miin Chow
Affiliation:1. The Pennsylvania State Universitysymiin@psu.edu
Abstract:A dynamical system is a system of variables that show some regularity in how they evolve over time. Change concepts described in most dynamical systems models are by no means novel to social and behavioral scientists, but most applications of dynamic modeling techniques in these disciplines are grounded on a narrow subset of—typically linear—theories of change. I provide practical guidelines, recommendations, and software code for exploring and fitting dynamical systems models with linear and nonlinear change functions in the context of four illustrative examples. Cautionary notes, challenges, and unresolved issues in utilizing these techniques are discussed.
Keywords:Differential equation  functional data analysis  dynamical systems  GAM  time-varying parameters
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