Re: [R] time series, longitudinal data or trajectories

2009-06-06 Thread Christophe Genolini

Thanks for yours answers. So if I understand:
- Trajectories are continuous, the other are discrete.
- The difference between time series and longitudinal is that time 
series are made at regular time whereas longitudinal are not ?

- Repeated measures are over a short period of time.


So if I measure the  weight of my patient daily during one week, it will 
be repeated measure ; if I measure it once a week during one year,
it will time series ; if I measure it once a week during one year but 
with some missing week, it will longitudinal data ? 


Well I guess it is not as simple at that, but is it the idea ?

Christophe



At 04:02 PM 6/5/2009, Christophe Genolini wrote:

Hi the list

Strictly speaking, this is not a R question, but I need the 
information for the
creation of a package. My question is about vocabulary: What is the 
difference between

time series, longitudinal data and trajectories?

Sincerely

Christophe


Longitudinal data are measurements over long periods of time, often 
at irregular periods, but consistent across subjects.


Repeated measures data are replicates at the same point in time, or 
over a short period of time (e.g., laboratory experiments).


Time series typically have constant increments of time and typically 
a stochastic character, although this term might be considered 
all-encompassing for all measurements at different times.


Trajectory implies a continuous curve in time, as opposed to 
discrete times. Trajectory also implies an underlying causal model, 
as it is a term from kinematics.


I hope this helps.


Robert A. LaBudde, PhD, PAS, Dpl. ACAFS  e-mail: r...@lcfltd.com
Least Cost Formulations, Ltd.URL: http://lcfltd.com/
824 Timberlake Drive Tel: 757-467-0954
Virginia Beach, VA 23464-3239Fax: 757-467-2947

Vere scire est per causas scire





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Re: [R] time series, longitudinal data or trajectories

2009-06-06 Thread Robert A LaBudde

At 04:54 AM 6/6/2009, Christophe Genolini wrote:

Thanks for yours answers. So if I understand:
- Trajectories are continuous, the other are discrete.
- The difference between time series and longitudinal is that time 
series are made at regular time whereas longitudinal are not ?

- Repeated measures are over a short period of time.


So if I measure the  weight of my patient daily during one week, it 
will be repeated measure ; if I measure it once a week during one year,
it will time series ; if I measure it once a week during one year 
but with some missing week, it will longitudinal data ?

Well I guess it is not as simple at that, but is it the idea ?
snip


Not exactly.

If you measure weight daily for a week, that is a time series 
(equally spaced time measurements over an arbitrary period) and 
repeated measurements (multiple measurements on the same subject, 
whether on time or at random or in some other way).


If you measure weight weekly for each week in a year this is a time 
series (equally spaced time measurements) and would generally be 
called a longitudinal study (measurements over a lengthy enough 
time period that time-related changes are expected).


Missing data are common in repeated measures or longitudinal 
studies. In longitudinal studies, an additional problem of 
dropouts is present, which may be correlated with the unobserved 
measurement (i.e., missing, not at random or non-ignorable, 
non-random). Also, the long time period of a longitudinal study 
may create issues of measurement bias (due to drift in technique or 
clinicians over time) and change in the subject baseline state.


Time series is typically used in my experience for measurements 
that have a great degree of regularity (equally-spaced times, few or 
no missing data).


Trajectory is a term for continuous time curve.

Examples:

Study to measure blood pressure measurement fluctuations: N subjects 
measured by M operators every 8 hr during a week. Note there is a 
general expectation of a constant mean value for each subject during 
the period, with probably short-time fluctuations. This would be 
called a repeated measure study, Although it could also be called a 
time series study, the expectation of no total time period effect 
and the possibility of missing measurements would argue against that 
term. On the other hand, if a posteriori there were little or no 
missing data, and regular time-dependent patterns were observed, its 
name might be shifted to a time series study.


Cohort study to measure blood pressure changes over a ten year time 
frame for treated and untreated subjects: There will be significant 
amounts of missing data, dropouts from the study and a long time 
period of observation. This would almost universally be known as a 
longitudinal study.


Controlled experiment to measure rates of gelation of batches of 
different gelatins: N lots of gelatin, each measured in solution at 
the same M time periods for viscosity. A continuous underlying 
viscosity vs. time curve is expected (the trajectory) for each lot. 
Time periods are equal, and there are few missing data. The goal is 
to compare gelation trajectories. This is a repeated measure study, 
and might more particularly be characterized as a time series study.


When the subjects are living entities, usually the terms repeated 
measures or longitudinal are used. If measurements are taken at a 
single point in time, the term cross-sectional study is used. If 
there is a single response across time, the term time series is 
used. If there are multiple responses all measured at the same times 
for the subjects, the term panel data is used.


For controlled experiments, the terms repeated measures and time 
series are common. Longitudinal could be used, but generally is not.





Robert A. LaBudde, PhD, PAS, Dpl. ACAFS  e-mail: r...@lcfltd.com
Least Cost Formulations, Ltd.URL: http://lcfltd.com/
824 Timberlake Drive Tel: 757-467-0954
Virginia Beach, VA 23464-3239Fax: 757-467-2947

Vere scire est per causas scire

__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] time series, longitudinal data or trajectories

2009-06-05 Thread Robert A LaBudde

At 04:02 PM 6/5/2009, Christophe Genolini wrote:

Hi the list

Strictly speaking, this is not a R question, but I need the 
information for the
creation of a package. My question is about vocabulary: What is the 
difference between

time series, longitudinal data and trajectories?

Sincerely

Christophe


Longitudinal data are measurements over long periods of time, often 
at irregular periods, but consistent across subjects.


Repeated measures data are replicates at the same point in time, or 
over a short period of time (e.g., laboratory experiments).


Time series typically have constant increments of time and 
typically a stochastic character, although this term might be 
considered all-encompassing for all measurements at different times.


Trajectory implies a continuous curve in time, as opposed to 
discrete times. Trajectory also implies an underlying causal model, 
as it is a term from kinematics.


I hope this helps.


Robert A. LaBudde, PhD, PAS, Dpl. ACAFS  e-mail: r...@lcfltd.com
Least Cost Formulations, Ltd.URL: http://lcfltd.com/
824 Timberlake Drive Tel: 757-467-0954
Virginia Beach, VA 23464-3239Fax: 757-467-2947

Vere scire est per causas scire

__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.