Time to Intervene: A Continuous-Time Approach to Network Analysis and Centrality

Abstract

Network analysis of ESM data has become popular in clinical psychology. In this approach, discrete-time (DT) vector autoregressive (VAR) models define the network structure with centrality measures used to identify intervention targets. However, VAR models suffer from time-interval dependency. Continuous Time (CT) models have been suggested as an alternative but require a conceptual shift, implying that DT-VAR parameters reflect total rather than direct effects. In this paper we propose and illustrate a CT network approach using CT-VAR models. We define a new network representation and develop centrality measures which inform intervention targeting. This methodology is illustrated with an ESM dataset.