State space model multiple imputation for missing data in non-stationary multivariate time series with application in digital Psychiatry
非平稳多变量时间序列的状态空间多重填补及数字精神医学应用
Mobile technology enables unprecedented continuous monitoring of an individual's behavior, social interactions, symptoms, and other health conditions, presenting an enormous opportunity for therapeutic advancements and scientific discoveries regarding the etiology of psychiatric illness. Continuous collection of mobile data results in the generation of a new type of data: entangled multivariate time series of outcome, exposure, and covariates. Missing data is a pervasive…