An analytical approach for identifying trend-seasonal components and detecting unexpected behaviour in psychological time-series

The recent advances in technological capabilities have led to a massive production of time-series data and remarkable progress in longitudinal designs and analyses within psychological research. However, implementing time-series analysis can be challenging due to the various characteristics and complexities involved, as well as the need for statistical expertise. This paper introduces a statistical pipeline on time-series analysis for studying the changes in a single process over time at either a population or individual level, both retrospectively and prospectively. This is achieved through systemization and extension of existing modelling and inference techniques. This analytical approach enables practitioners not only to track but also to model and evaluate emerging trends and apparent seasonality. It also allows for the detection of unexpected events, quantifying their deviations from baseline and forecasting future values. Given that other discernible population- and individual-level changes in psychological and behavioural processes have not yet emerged, continued surveillance is warranted. A near real-time monitoring tool of time-series data could guide community psychological responses across multiple ecological levels, making it a valuable resource for field practitioners and psychologists. An empirical study is conducted to illustrate the implementation of the introduced analytical pipeline in practice and to demonstrate its capabilities.