Abstract: In the fields of psychology, education, and clinical science, researchers have devoted increasing attention to the intraindividual dynamics of behaviors, minds, and treatment effects over time, making personalized modeling a growing concern. Traditional cross-sectional and longitudinal studies only have a few measurement time points for each individual, which is not suitable for studying intraindividual dynamics. Intensive longitudinal design collects a set of measures from individuals at multiple time points with higher frequency over longer periods. With its strengths in more immediate, accurate, and authentic assessments, this design is more suitable to investigate the dynamics and mechanisms of intraindividual processes. With the development of mobile phones and other mobile devices, researchers can conveniently collect intensive longitudinal data for various aspects of psychology, including individual emotion, personality, cognition, and behavior patterns.
The intensive longitudinal design has recently become one of the most prominent and promising approaches in psychological research, but most of these studies still relied on traditional analyzing methods. We first reviewed a conventional method of intensive longitudinal data analysis, the multilevel linear model (MLM), and discussed its limitations in analyzing intensive longitudinal data. We then introduced the principles, empirical applications, strengths, and weaknesses of two advanced modeling methods, dynamic structural equation model (DSEM) and group iterative multiple model estimation (GIMME). DSEM is a top-down approach of modeling intensive longitudinal data while GIMME is a bottom-up one, both being implemented in commonly used software. DSEM is one of the most promising methods for intensive longitudinal modeling and can be regarded as a multilevel extension of the dynamic factor model (DFM). It combines the strengths of various modeling approaches, including multilevel modeling, time-series modeling, structural equational model (SEM), and time-varying effects modeling (TVEM). GIMME is a dynamic network method initially proposed for functional magnetic resonance imaging (fMRI) data analysis and has recently been applied to intensive longitudinal data analysis. It combines individual- and group-level information to estimate network models at both levels, bridging nomothetic (population) and idiographic (individual) approaches to intensive longitudinal data analysis. By introducing these two advanced modeling methods, the current review can help deepen the understanding of the top-down approach and bottom-up approach and clarify their strengths and weaknesses in the intensive longitudinal data analysis.
To help empirical researchers better understand the modeling of DSEM and GIMME and show the advantages of the two models compared with MLM, we provided a tutorial on how to analyze the intensive longitudinal data with the three models (i.e., MLM, DSEM, and GIMME), respectively. We presented the analyzing processes step by step and explained how to interpret the results of these models accordingly. By comparing the output results of the three models, the current review summarized the characteristics of each model. The corresponding Mplus and R codes were provided in the appendixes.
Along with the three modeling methods mainly introduced in the current review, we also provided a general introduction of other common modeling methods in the intensive longitudinal data analysis. The current review summarized the popular models in the intensive longitudinal data analysis on their strengths and weaknesses and guided researchers to select suitable modeling methods in different situations. The current review contributes to the development and application of the advanced methods of intensive longitudinal data analysis and helps researchers better understand the dynamic process behind the intensive longitudinal data.

Key words: intensive longitudinal data, time-series, DSEM, GIMME