Understanding human behavioural processes with Bayesian dynamic models

Individual dynamic processes are of increasing interest in psychology. An adequate time series analysis of the resulting data provides insight in the processes underlying psychological data. To enable a proper modelling of such complex multivariate time series, we will develop variants of the highly promising linear multiregression dynamic model. The empirical value of the models will be examined and compared to existing time series approaches. This will be done on basis of data from typical time series studies from emotion and psychopathology research.