Finding Order in the Noise:

A Conceptual Overview on the Shift to Complex Dynamical Models

in Psychology

By Gaby Lunansky, student number 10206345

Bachelor Thesis, 2016

Psychological Methods, University of Amsterdam

Supervisor: Lisa Wijsen, MSc

Word count: 6412

1
 Abstract

Since the emergence of the new complexity sciences in the 1970s (e.g. Zeeman, 1979; Gleick,
1987; Stewart, 1989), researchers in the psychological field have been applying complex
dynamical systems theory into psychological models. Dynamical complexity models study the
behaviour of a system over time and bring new possibilities for modelling qualitative changes
and complex interactions. Dynamical complexity models thus bring a new perspective on the
possibilities and functions of models in psychology. However, many suggestions for new
complexity models in psychology have failed to build formal, testable complexity models and
have only presented verbal representations of possible complex behaviour in psychological
attributes (Wagenmakers, van der Maas & Farrell, 2012). In order to build new complexity
models in psychology, the fundamental differences between linear regression models and
complexity models have to be clear. This thesis focuses on the shift in the function of
psychological models from traditional, linear models to complex dynamical models. I give a
conceptual overview of the main differences between traditional, linear models and new
complex dynamical models in psychology. The most important shift in the function of
complex dynamical models is that the focus is on the systems process over time, not on the
underlying, linear relationship between variables at a certain point of time. This has to do with
three important aspects of complex dynamical models that will be discussed: the concept of
irreversible time, the concept of equilibrium and the concept of qualitative change. Finally, it
is argued that complex dynamical systems also have an influence on the discussion on inter-
individual variance versus intra-individual variance, as both kinds of variances should be
taken into account for many complex dynamical models in psychology.

2
 Introduction

The psychological field applied mostly linear regression models since its entrance into formal
science. The main focus has been on finding underlying linear relationships between variables
and behaviour structures. This excluded the possibility to do research on changing processes,
where the underlying structures change over time and are not always linear. Even though
there was an interest in the process of change in psychology, there was not an accepted
methodology to do research of this kind. As Cronbach and Furby stated in their essay How
we should measure" change": Or should we? (1970): It appears that investigators who ask
questions regarding gain scores [change] would ordinarily be better advised to frame their
questions in other ways. (p 80).
However, in the physical field, there was an emergence of new complexity sciences in
the 1970s (e.g. Zeeman, 1979; Gleick, 1987; Stewart, 1989). These new complexity sciences
implied a shift of focus from traditional linear systems following strict laws to complex
dynamical systems. As these new complexity sciences brought new ways of modelling and
methods for doing research, psychological researchers have applied complex dynamical
systems theory into their own models for the past decades. Psychological attributes are being
modelled as dynamical systems in various psychological fields, e.g. reaction time
(Wagenmakers, Farrell & Ratcliff, 2004; Wagenmakers, van der Maas & Farrell, 2011),
psychopathological disorders (Cramer, Waldorp, van der Maas & Borsboom, 2010; Kendler,
Zachar & Craver, 2010; Kendler, 2012; Borsboom & Cramer, 2013), personality (Cramer et
al., 2012; Costantini et al., 2015) and developmental psychology (van der Maas & Molenaar,
1992; van der Maas & Molenaar, 1996; Keller, 2005). Research on dynamical systems in
psychology is growing and developing advanced methods to build formal psychological
complexity models (e.g. Grasman, van der Maas & Wagenmakers, 2009; van Borkulo et al.,
2014). As a result, there is an increasing focus on interdisciplinary research programs,
combining insights from biology, neuroscience, physics and mathematics with psychology.
Although fully accepted and developed dynamical complexity models are yet absent in
psychology, the enthusiasm for complexity is growing. This can be shown by for example the
special Complexity programme by the Netherlands Organisation for Scientific Research
(NWO) which funded seven million euros to academic research on complexity in 2009 1.
To understand the enthusiasm for complex dynamical models in psychology one has to
grasp what new possibilities they bring for doing psychological research. Dynamical systems

1
http://www.nwo.nl/en/research-and-results/programmes/complexity/background, last visited on 29-05-2016

3
theory focuses on the behaviour of systems and their change over time. It is primarily a
mathematical and physicist field, describing the system in several mathematical functions and
calculating its behaviour with different input values 2 (Gleick, 1983). Complex dynamical
systems have some specific characteristics making them fundamentally different from
traditional linear models. An important aspect is the different perception on time. Traditional
linear psychological models assume individuals as time invariant constants and analyse the
variation between people (the inter-individual variance). Time invariance means time doesn't
explicitly have an influence on the observed variables, i.e. a process is time invariant when an
outcome is not affected by earlier outcomes and when it does not matter at what point in time
the measurement occurs (Molenaar, 2004). Molenaar (2009) already argued that most
psychological attributes and people in general do not meet this time invariance condition.
Some examples of time variant processes in psychology are the development of the
embryonic brain (Edelman, 1987 via Molenaar, 2004), infant motor development (Thelen,
Kelso & Foger, 1987), memory (Barton, 1994), perception in the visual network (Linsker,
1988) and early lexical development in children (Li, Zhao, & Mac Whinney, 2007), since
there are indicators of the underlying (growth) structure of the processes changing over time.
Complex dynamical models make it possible to build models that do not meet the time
invariance assumption, by modelling the process of the interaction of variables over time.
Another important difference between complex dynamical models and traditional
linear models is that complex dynamical systems can have phase transitions, meaning they
can (suddenly) change radically in their behaviour (Stewart & Peregoy, 1983). These changes
are qualitatively in nature, i.e. the system does not change in a stable and linear manner. Of
course, the ability of modelling qualitative change rises many new possibilities for
psychological models (e.g. phase transitions in developmental psychology (van der Maas &
Molenaar, 1992), however, it also brings difficulties; complexity systems can be
fundamentally unpredictable over a long time since the smallest change in initial values might
cause a completely different development (the butterfly effect) (Gleick, 1983).
These difficulties are a real problem for building psychological complexity models.
Despite the latest investigations on complex psychological behaviour, there is also critique on
how psychological researchers use dynamic systems theory to model complex behaviour. It
has been argued that many proposed complex models are only verbal representations of

2
In this thesis I give a small overview of only the most relevant aspects for this thesis subject, more
comprehensive introductions to the field are for example by Glendinning (1994), Tschacher and Scheier (1997)
and Luenberger (1979).

4
possible complex behaviour in psychological attributes, instead of testable and formal
(mathematical) models (Wagenmakers, van der Maas & Farrell, 2012). In order to build new
complexity models in psychology, the fundamental differences between linear regression
models and complexity models have to be clear. As the research on complexity in psychology
is growing, it is important to understand what this shift really entails and to grasp what new
possibilities it brings for building models and theories. In this thesis, I investigate the
conceptual shift in the function of psychological models from linear to complex dynamical
models. I give a conceptual overview of the most fundamental differences between
traditional, linear models and new complex dynamical models in psychology. First, I discuss
the linear regression model and its assumptions. To illustrate the theoretical implications of
using a linear regression model, the factor model will be shortly explained. Second, I discuss
complex dynamical models, their assumptions and the associated difficulties. As an example
of the new possibilities brought by complex dynamical models, the network perspective of
psychopathological disorders will be discussed. Finally, I argue that using complex dynamical
models has new implications for the distinction of inter-individual and intra-individual
variance.

Linear regression models

Traditionally, psychological models are based on linear regression equations. Here follows a
brief outline of linear regression and modelling. The basic idea is that there is a linear
regression equation that can formally represent the relationship between two or more
variables. The simple linear regression function is:

= + +

Where there are datapoints of the dataset , , = 1, , . There is a dependent or

outcome variable , an independent variable , an intercept (the expected value of when
= 0), a regression coefficient (indicating the expected increment of the dependent
variable per unit change of the independent variable ) and an independent error variable
. Of course, this simple regression function can be made more complex by adding more
dependent variables and/or adding interacting regression functions.
The goal of the researcher is to find the linear function that best represents the
relationship of the variables of interest. This linear function is what is called the model,
describing the most important variables affecting the psychological attribute and describing

5
how variables act singly and in concert (Heiby, 1995). Thus, the researcher has to find the
most important independent variables that affect the dependent variable. This is normally
done by controlling the effects of the independent variables through experimental
manipulation, by studying them in isolation, and seeing what effect they have on the
dependent variables (Hoyert, 1992).
Linear functions satisfy the superposition principle, which states that the function
meets the homogeneity and additivity property (Barton, 1994). The additivity property states
that for every function ( + ) = () + (), i.e. that the common effect of two
independent variables at a given value and measurement point on a dependent variable is the
same as the sum effect of the two independent variables individually (Barton, 1994). The
homogeneity property states that for every function () = (), i.e. the strength of the
input function is proportional to the strength of the output function (Barton, 1994). Since
linear functions satisfy the superposition principle, a small change in the (initial) value of the
independent variable produces a proportionally small change in the predicted dependent
variable. The superposition principle makes it convenient to use linear equations for
modelling: linear equations can be represented with a straight line on a graph which makes
them easy to interpret, relatively easy solvable and most important, they can be taken apart
and put together again (Heiby, 1995). Thus, the researcher can experimentally manipulate the
individual independent variables and add their effect to the general linear equation.
Linear models can be tested by fitting them to the data. There are many different
methods, but the basic idea is that the predicted values by the model have to be close to the
observed values. If a large part of the variance of the dependent variables can be explained by
the independent variables, the researcher knows he or she has found important variables. The
deviation between the expected values and the observed values is called error. There are
different types of error. Random error, or noise, is error one cannot control for. Systematic
error is error by bias, i.e. some systematic error of the researcher (either in measurement or
modelling). The variance of the data that is unexplained by the independent variables is called
residual variance. This residual variance should be as small as possible, but without the model
overfitting the data. Overfitting happens when the model parameters fit the specific dataset
too well, lowering the generalizability of the model for new data.
There are some important assumptions in linear regression (Heiby, 1995). First of all,
naturally, the assumption is that the data are linear. A second assumption is statistical
independence of errors, thus only random error is assumed. Additionally, homoscedasticity is
assumed. This means that the error in the data has constant variance and is independent of the

6
variance of the independent variables. Finally, the error distribution is assumed to be normally
distributed (Heiby, 1995). Thus, many assumptions in linear regression are linked to the
conception that the error is random. However, sometimes this is not the case. There are
possible transformations for when these assumptions havent been met, for example
transforming the data to its log function. Another possibility is that the data that is assumed to
be random error is not in fact random error. This possibility will be elaborated in the non-
linear paragraph.

Linear regression models in psychology: Factor analysis

To illustrate the use of linear regression models in psychology, a widely-used linear model in
psychology will be briefly discussed: the factor model. The factor model is a latent variable
model. A latent variable is a variable which is impossible to observe directly, but which acts
as a common cause for manifest (i.e. observable) variables. Thus, latent variable models
assume that the relationship between two or more manifest variables can be explained by an
underlying latent variable, causing the variation in the manifest variables (Borsboom,
Mellenbergh & Van Heerden, 2003). Controlling for the latent variable (i.e. assuming the
existence of a latent variable causing the variation in the manifest variables, and holding this
latent variable constant), the correlation between the manifest variables disappears, which is
called local independence (Bollen, 2002).
In a factor model, the latent variables are called factors. The factor model tests if the
factors have a causal influence on the manifest variables, by analysing the variance of the
manifest variables. The more equally the variance of the manifest variables is (the
covariance), the more plausible that the manifest variables are caused by the same underlying
factor (Bollen, 2002). The residual variance in a factor analysis is the variance of the manifest
variable which is not caused by the factor, i.e. the unique variance of the manifest variable.
The residual variances of the manifest variables are assumed to be independent of each other
and should be as small as possible, representing random error fluctuations of the manifest
variables. If the residual variance of an manifest variable is too high, there is not much
variance caused by the factor in the model, indicating a poor fit of the model (Bollen, 2002).
This fitting to data is normally done with a likelihood function: a function that calculates the
most likely expected parameters from the model, and compares these expected values with the
observed values in the data (Bollen, 2002). The fit of the model depends on how big the
difference is between the expected values by the model and the observed values in the data.
The factor model is a frequently used psychological model, in fields of e.g.

7
intelligence, personality and psychopathological disorders like depression. It is the basis of
the psychopathological diagnostic system and the DSM. The theoretical implication is that
there is an assumed underlying common cause of the manifest indicator variables (Borsboom,
Mellenbergh & Van Heerden, 2003). For the psychopathological diagnostic system, this
means that depression is viewed as the common cause of the depression symptoms. In other
words, the patient suffers from depression symptoms because he or she is depressed. The one
factor model implies that the clinician should focus on this latent variable itself to cure the
patient, since the depression latent variable is the common cause of the symptoms (Cramer &
Borsboom, 2015). If the common cause has been treated, the symptoms should also disappear,
like the symptoms of a cancer would disappear if the tumor is removed (Cramer & Borsboom,
2015).

Complex Dynamical Models

Contrary to assuming an underlying, constant linear structure like the traditional regression
models, dynamical systems theory studies the way in which systems behave and change over
time. As stated before, dynamical systems theory is a broad field and an extensive
introduction is beyond the scope of this thesis. Therefore, the most relevant concepts for a
conceptual comparison of traditional linear models and complex dynamical models in
psychology will be discussed. The most important shift in the function of models in non-linear
dynamical models is that the focus of the model is on its process over time, not with the
relationship between the most important variables at one certain point in time. This has to do
with three important aspects of complex dynamical models that will be discussed in this
paragraph: the concept of irreversible time, the concept of equilibrium and the concept of
qualitative change or phase transitions.
Complexity models take a different perspective on the influence of time than
traditional, linear models. This different perspective has to do with the distinction between
open and closed systems. Traditional linear models are normally modelled as closed systems,
meaning they only operate internally and have no exchange with their environment. In
contrast, open systems do exchange elements (e.g. energy, matter) and have feedback loops
with their environment (Prigogine & Stengers, 1984). Closed systems treat time as if it were
reversible. Reversible time is endless, cyclical and ongoing, without an ending point. A
moment (in past or future) is assumed to be like any other moment. However, a new
perspective on the relationship between time and energy was proposed from the field of
thermodynamics, stating that there is an inescapable loss of energy in the universe (Toffler,

8
1983, p 19). This statement became the Second Law of Thermodynamics in the 19th century
and challenged the perspective that time is reversible. It became clear that the universe, like
all other natural and biological systems, is aging and that this is not a reversible process
(Prigogine & Stengers, 1984). For open systems there actually is a clear arrow in the direction
of time, thus, these systems are not time invariant. This means they do not meet the
stationarity principle, which entails that the mean of a variable is constant over time. Thus, to
adequately model an open system, its process over time has to be taken into account (Green et
al,. 1999).
To model a dynamic system over time, the model normally has an underlying
differential equation. In differential equations the next state of the system (next result of the
equation) is always dependent of the former state (former result of the equation) (Green et al,.
1999). Mathematically, dynamics can be linear or non-linear. Linear dynamics assume that
systems are most effectively modelled with linear equations, whose solutions can combine to
another solution. Because of the superposition principle, a small change in the (initial) value
of the independent variable produces a proportionally small change in the predicted dependent
variable. In contrast, non-linear systems use non-linear equations that dont meet the
superposition principle. Thus, the output of the non-linear equation is not directly proportional
to its input. There are discontinuities or sudden changes (Stewart & Peregoy, 1983). In a non-
linear model each controlling variable affects all other variables. If the value of one variable
changes, the effects of all other variables subsequently change. Thus, the effects of each
variable depend upon the simultaneous states of all other variables (Barton, 1994).
Running the data through a system of equations in which the results feed back into the
same equations themselves is a way of finding the pattern of solutions for non-linear dynamic
equations. This process is called iteration and every new iteration represents a new time point
(Barton, 1994). A classic non-linear equation is:

= + (1 )

where there is a constant feedback of the result back into the equation (Barton, 1994). The
is the result of former iteration of the equation, and becomes the value for the next iteration
of the equation (the next time point), creating a pattern of results. The is the parametric
factor of the equation. To illustrate why this equation is non-linear, figure 1 shows the
trajectory of a system with the underlying equation = + (1 ), a starting value of

9
 = 0.5 and varying from 1.5 3 3. For the first values of , the system shows stability, but
as increases there is a sudden change, and there is a bifurcation into two equilibrium points.
The equilibrium is the state of the system where there is only one solution to the dynamic
equation and the trajectory of the system is stable (Barton, 1994).

Figure 1

The trajectory of a dynamical system can be thought to exist in the hypothetical phase
space. This phase space shows the position of the system at any point in time (Hoyert, 1992).
A simple phase space can be depicted in a two or three dimensional graph, with the state
variables (the most important independent variables that specify the instantaneous state of the
system) represented on the axes. By plotting the outcome pattern of the iterations over the
(assumed) underlying equation of the dynamical system, the trajectory of the system over
time becomes visible (Hoyert, 1992). The trajectory is dependent on the attractors of the
system. The attractor is the force that determines important features of the system, like the
size and shape. There are numerous types of attractors; a system can be drawn to point
attractors, limit cycles or so-called strange attractors. In the simpler attractors (point and limit
cycles), the system will approach the specific point or curve, independent from the starting
value (Hoyert, 1992).. However, with the strange attractors, this is not the case. The initial
values determine all future trajectories and there is a high sensitivity for input values, meaning
that a small difference in the initial values of the independent variables can lead to a
completely different outcome process of the system, a phenomenon called the butterfly effect
(discovered by Lorenz in 1961; Gleick, 1983). The system becomes unstable, which is what
3
Code in appendix A. The non-linear equation and values for and are taken from Barton (1994), p 6

10
happens in figure 1.
Another aspect of non-linear dynamical models is that they can have qualitative
changes. Physics has very clear examples of qualitative changes, e.g. water that changes from
a liquid to a solid when it freezes. In dynamical system theory there are different models with
different qualitative changes, like phase transitions and sudden jumps. A sudden jump is not a
simple acceleration, or caused by a large change in the independent variables. A sudden jump
is caused by a smooth continuous change in the independent variables, which can be caused
when the attractor of the system changes, becoming unstable itself (Glendinning,
1994). However, these sudden jumps in the dependent variables are not smooth, continue
changes but radical and qualitative changes.
An example of a model with sudden jumps is the cusp model (Grasman, van der Maas
& Wagenmakers, 2009). The cusp model is a model that can be in two different states, having
a radical change from one state into the other. Figure 2 shows a cusp-model for data that
shows a sudden jump. The data are collected by measuring 103 points of a simple catastrophe
machine (for examples, see Zeeman, 1979). The three dimensional surface represents the
behaviour of the system for different values of the independent variables. Two of the three
modes are stable, but the one in the middle (the fold) is unstable, which means that the system
jumps from one stable state to the other (Grasman, van der Maas & Wagenmakers, 2009).
Thus, for certain values of the independent variables, the system suddenly radically jumps
from one state to the other. Figure 2 shows no data points in the fold, since the data-points
can only be in one of either stable states but not in the bifurcation of the sudden jump.

Figure 2

11
 Thus, in complex dynamical models, it is important to model the process of
development of a system over time because the model is assumed to be time variant, the
system can have different states (depending on how far away it is from its equilibrium) and
there are possibilities of qualitative changes like sudden jumps. These aspects are not visible
if the system would be modelled measuring at one point in time. However, the discussed
characteristics also bring technical and conceptual difficulties for modelling complex
dynamical models.
The already discussed sensitivity of input values, or butterfly effect, implies that it
might be useless to study each independent variable in isolation in a non-linear dynamical
system, which makes it a difficult task for the researcher to find the important independent
variables and to understand their simultaneous effects all together (Hoyert, 1992). Another
implication of not meeting the superposition principle is that it is fundamentally impossible to
predict the behaviour of a complex dynamic system over a long period of time, since every
current state of the independent variables affects the future output of the other independent
variables through a feedback mechanism. Thus, a very small measurement error in the initial
estimation of the model parameters can increase exponentially in every iteration or feedback
loop (Hoyert, 1992). A final difficulty of dynamic complexity models is distinguishing noise
from relevant data. Non-linear dynamical models do not follow a simple linear regression line
and can have sudden perturbations or jumps. Given that every small error in prediction can
lead to huge error in the further estimation of the model, erroneously distinguishing noise
from relevant data can have big implications for the correctness of the model. The noise
might actually be indicating a characteristic of the complexity system, being relevant for the
correct representation of the model.
However, these difficulties do not always apply in every (stage of a) complex
dynamical model and can also be partly evaded. Different equations might be the best ones to
describe the different stages of the system. Normally, when a system is said to be in a stable
state, meaning the system is close to its equilibrium, linear equations are used to describe the
system (Gleick, 1987). Thus, not every stage of the dynamical system needs to be modelled
with non-linear equations. Also, sometimes there are possible transformations for non-linear
equations to linear equations, thereby avoiding some of the discussed difficulties (see for
example Lo & Andrews (2015) about using Generalized Linear Mixed Models for
transforming non-linear reaction time data). Another important method are dimension
reduction techniques (Fontanella, Fontanella, Ippoliti & Valentini, 2015), which try to find
underlying attractors of a high-dimensional system (i.e. the joint probability model over all

12
the variables), thus trying to simplify the model. The reduced dimensionality model should
represent the minimum needed parameters to find the intrinsic dimensionality of the data. One
example is assuming a known, underlying linear attractor field (e.g. a Markov Random Field),
which means that although the system is assumed to be complex and dynamic, its underlying
attractors are already being assumed in order to make it easier to build a model.

Complex dynamical models in psychology: Network models for psychopathology

The difficulties for modelling complex dynamical models did not stop researchers from
investigating the possibilities of complexity in psychology. Although these investigations
sometimes lack formal models and testable hypotheses (Wagenmakers, van der Maas, &
Farrell, 2012), there are proposals of new complexity models in psychology. A recently new
and growing theory is the network perspective (Borsboom & Cramer, 2013), which applies
complex dynamical models to psychopathological disorders like depression. The network
perspective (Borsboom & Cramer, 2013) is the first theory to present a formalized model on
psychological disorders without taking a latent variable perspective (like the factor model
previously discussed). The network model perspective claims that there is no latent variable
the disorder causing the symptoms, but that the network of interactions between symptoms
is the disorder (Borsboom & Cramer, 2013). This means that depression symptoms are no
longer thought of as dependent variables of the latent common cause variable named
depression, but instead the symptoms and their interactions themselves are the depression.
The nodes in the network represent the symptoms, and the edges between the symptoms
represent the causal relationship between the symptoms (Borsboom & Cramer, 2013). The
activated symptoms have a causal influence on their connected other symptoms. There is no
need for an underlying, latent variable to explain the relationship between depression
symptoms (Borsboom & Cramer, 2013). The symptoms themselves interact, and it is this
interaction of symptoms that accounts for the depression.
The network model theory clearly calls for a different clinical approach towards
therapy (Cramer & Borsboom, 2015). There is no longer one underlying factor causing the
symptomology, which means that there is no underlying disorder that needs to be treated. The
symptomology itself needs to be treated, focusing on the most central symptoms. These
central symptoms have the most connections and most important causal connections with
other symptoms, implying that if these central symptoms can be treated, their connected
symptoms will also lower in activation. This leads to an important difference between the
network perspective and the latent variable model of depression: their view on the

13
exchangeability of symptoms (Cramer & Borsboom, 2015). DSM criteria state that in order to
get the diagnosis of depression, the patient has to get a score of for example 5 out of 8 major
depression symptoms. Two patients diagnosed with major depression disorder can have a
different symptomology, but get an identical diagnosis. A latent variable model would treat
symptoms as exchangeable, since the symptoms all have the same common cause (Cramer &
Borsboom, 2015). Contrary, the network perspective takes the individual symptomatology of
the patient into account and presents a formal way to give a different importance to depression
symptoms, namely, their centrality in the network.
The network perspective of depression is an example of how new dynamical models
bring new theoretical insights into psychology. Currently, researchers are still investigating
the depression networks develop over time, using longitudinal repeated measures data.
However, there are indications of complex behaviour in depression networks; van de
Leemput et al., (2014) found indications of critical slowing down before depression networks
reach a tipping point and the mood depression symptoms activate. Critical slowing down is
specific behaviour a dynamic system can show before reaching a tipping point into a phase
transition. Van de Leemput et al., (2014) took this phenomenon from dynamical systems
theory and found criteria indicating critical slowing down in depression network by showing
that there is an elevated correlation and variance of the depression symptoms, thus more
fluctuation, indicating a loss of resilience of the depression network before the mood
depression symptoms activate. Thus, even though the whole trajectory of the depression
network is not yet fully known, looking at specific indications of complex behaviour can also
bring insights into the dynamic behaviour of systems.

Longitudinal Data in Dynamical Complexity Models

The previous sections discussed conceptual differences between traditional linear

psychological models and complexity models and the new theoretical possibilities brought by
complexity models, like the new network perspective of depression. However, there is another
important aspect of using complexity models in psychology. A much debated issue is the fact
that inter-individual variance is not always equivalent to intra-individual variance. Dynamic
complexity models bring new possibilities for making correct inferences based on both kinds
of variance.
To understand the difference of inter-individual and intra-individual variance, the
hypothetical behaviour space was introduced. This hypothetical behaviour space contains all
scientific relevant information of individuals (De Groot, 1954, via Molenaar, 2004). All life

14
histories of a population can be represented by a collection of life trajectories in this
behaviour space. Inter-individual variance is the variation between people at certain
measurement moment(s), and intra-individual variance is the variation of one person over
time. Thus, for the collection of life-trajectories in the behaviour space, inter-individual
variance is collected by (Molenaar & Ram, 2010):

- Selecting a fixed subset of relevant variables for the research

- Selecting one or more time points for the measurement occasions
- Calculating the variance by pooling across subjects at the selected time points and for
the selected variables

In contrast, intra-individual variance is collected by (Molenaar & Ram, 2010):

- Selecting a fixed subset of relevant variables for the research

- Selecting a fixed subject
- Calculated the variance is by pooling across time points for the selected subject and
for the selected variables

The important point of this distinction is that these two types of variation are not always
equivalent, thus only under specific conditions the intra-individual variation will give the
same results as the inter-individual variation. The equivalence between these two structures
only exists in ergodic processes. An ergodic process is one in which the ensemble average
(the average of the population) is the same as the time average (the average of one person
over a certain timespan). The two necessary conditions for a process to be ergodic are
stationarity (the mean of the variable has to be constant over time, i.e. time invariant) and
homogeneity of the population (Molenaar 2004).
However, psychologic processes normally do not meet this ergodic criteria. Thus,
intra-individual variation and inter-individual variation are not equivalent in most cases. This
implies that one cannot take intra-individual inferences based on inter-individual variation and
vice-versa (Molenaar, 2004). In regular factor analysis, the used variance is inter-individual
variance. This means that one cannot say anything about the score of an individual on itself,
other than its score relative to others. However, it is a fairly common use in psychology to let
an individual take some ability-test, analyse the results with regular factor analysis and make
intra-individual inferences of the ability of the individual.
There are many situations where psychologists are interested in the individual score of
a person, e.g. for an IQ test or in a diagnostic setting. For this, the intra-individual variance of

15
that person is needed. Thus, since most psychological attributes dont meet the ergodicity
principle, psychologists needs longitudinal, repeated-measures data to make intra-individual
inferences. However, collecting repeated-measures data is more time-intensive for both the
researcher as for the participants. Although there still is a main focus on collecting inter-
individual data and doing inter-individual analyses, there is an increase in awareness of the
importance of collecting intra-individual data. With new techniques such as Experience
Sampling Methodology (ESM) where people are asked to fill in several questions during the
day via an app on their telephone, the first investigations on longitudinal networks of
depression have started (Bringmann et al., 2013).
However, complex dynamical systems bring a new point of interest in this matter.
Since complexity models normally do not meet the stationarity principle (e.g. do not have a
constant mean value over time), but are now starting to being measured over time, it is
possible for the inter-individual variance to change over time. Stated in terms of the
behavioural space: if there are clear trends of different individual life trajectories, such as
certain sub-populations having significant different trajectories, the inter-individual variance
should be calculated over the whole range of individual trajectories and not at only one time-
point, or important information will be missed. Thus, if the data do not meet the ergodicity
principle, because of non-stationarity and heterogeneity of the population, the variation
between all individual trajectories should be calculated to obtain the correct inter-individual
variance. This means that both intra-individual variance and inter-individual variance should
be taken into account. Otherwise, the inter-individual variance will miss relevant data-points
to be calculated correctly. If the dynamic system is not ergodic, one cannot just simply pool
across subjects to calculate the inter-individual variance and model a system on the
population level, since the subjects trajectories could show trends of sub-populations which
should be taken into account.
Both inter-individual variance and intra-individual variance should thus be calculated
to see how a system behaves over time on a population level. Bringmann et al. (2013)
developed a method to do this by analysing a multilevel vector autoregression (VAR) model
on the data. With this analysis, it is possible to see the development of the population
depression network over time. The VAR model can test for trends in intra-individual
depression network trajectories, thus check if there are sub-populations having a different
structure of depression. Hopefully, methods for analysing both inter-individual variance and
intra-individual variance will be more frequently used as the research on complex dynamical
psychological systems increases.

16
 Discussion

This thesis investigated the conceptual shift in the function of models from traditional linear
models in psychology to complex dynamical models. Important changes in the function of
models are complex dynamical models taking time into account, not meeting the
superposition principle (thus, the change in input values not being proportional to the change
in output values of the model) and having the possibility of qualitative changes in the model
(i.e. chaos, the butterfly effect). A consequence of the shift to complex dynamical models is
that models no longer try to find the product of the interaction of some variables at a certain
point in time, but instead have to model the process of the interactions of these variables over
time.
I discussed theoretical implications of the shift to complex dynamical models in
psychology. First, time is now perceived and modelled as irreversible instead of reversible,
which is more plausible for living and changing and open organisms like human beings.
Complexity models cannot be simply assumed to be time-invariant. Secondly, complex
dynamical models make it possible to model qualitative changes and phase transitions in
psychological attributes, for example in developmental psychology. Thirdly, complex
dynamical models open the possibility for modelling complex and causal interactions of
various variables without having to assume latent variables, i.e. the discussed network
perspective of psychopathology. Finally, dynamical models call for more longitudinal data
collection. For this last subject, I argued that complex dynamical models also bring a new
aspect into the inter-intra individual variance discussion, since non-stationary dynamic models
should take both inter- and intra-individual variance into account for their model.
There is much more to say about every topic I have only briefly touched, and the
discussed assumptions, methods or models were simplified to some extent. However, the goal
of this thesis was to give a conceptual overview of the most important (theoretical)
implications of the shift from traditional linear to complex dynamical models in psychology.
Given the enormous research area of complex dynamical systems, the most relevant subjects
have been discussed at their most fundamental level. Further readings for more extensive
discussions or specific subjects are suggested in the text, in footnotes or in the reference
section.
As Perna and Masterpasqua (1997, p 7) state: Physicists, chemists, and biologists are
finally speaking a language that offers a new way to apprehend the complexity and
uncertainty of the psyche that many always knew would never be approached by reductionist,

17
linear models. With a real understanding of the fundamental issues underlying the shift to
complexity models, comprehending both the new possibilities complexity brings for
modelling psychological attributes as also the difficulties it entails, the psychological field can
work towards formal, dynamic complexity models to gain a better understanding on its
complex research subject of human beings.

18
 References

Barton, S. (1994). Chaos, self-organization, and psychology. American Psychologist, 49(1), 5-

14.

Bringmann, L. F., Vissers, N., Wichers, M., Geschwind, N., Kuppens, P., Peeters, F. &
Tuerlinckx, F. (2013). A network approach to psychopathology: new insights into
clinical longitudinal data. PloS one, 8(4), 1-13

Bollen, K. A. (2002). Latent variables in psychology and the social sciences. Annual review of
psychology, 53(1), 605-634.

Borsboom, D., & Cramer, A. O. (2013). Network analysis: an integrative approach to the
structure of psychopathology. Annual review of clinical psychology, 9, 91-121.

Borsboom, D., Mellenbergh, G. J., & Van Heerden, J. (2003). The theoretical status of latent
variables. Psychological review, 110(2), 203.

Borsboom, D., Rhemtulla, M., Cramer, A. O., van der Maas, H. L., Scheffer, M., & Dolan, C.
V. (2016). Kinds versus continua: a review of psychometric approaches to uncover the
structure of psychiatric constructs. Psychological medicine, 1-13.

Cramer, A. O., Waldorp, L. J., van der Maas, H. L., & Borsboom, D. (2010). Comorbidity: A
network perspective. Behavioral and Brain Sciences, 33(2-3), 137-150.

Cramer, A. O. J., Waldorp, L. J., van der Maas, H., & Borsboom, D. (2010).Comorbidity: A
network perspective. Behavioral and Brain Sciences, 33,137-193.

Cramer, A. O., Sluis, S., Noordhof, A., Wichers, M., Geschwind, N., Aggen, S. H. &
Borsboom, D. (2012). Dimensions of normal personality as networks in search of
equilibrium: You can't like parties if you don't like people. European Journal of
Personality, 26(4), 414-431.

Cronbach, L. J., & Furby, L. (1970). How we should measure" change": Or should
we?. Psychological bulletin, 74(1), 68-80.

Costantini, G., Epskamp, S., Borsboom, D., Perugini, M., Mttus, R., Waldorp, L. J., &
Cramer, A. O. (2015). State of the aRt personality research: A tutorial on network
analysis of personality data in R. Journal of Research in Personality, 54, 13-29.

19
Donald, S. G., & Lang, K. (2007). Inference with difference-in-differences and other panel
data. The review of Economics and Statistics, 89(2), 221-233.

Fontanella, S., Fontanella, L., Ippoliti, L., & Valentini, P. (2015). Learning Non-linear
Structures with Gaussian Markov Random Fields. Procedia Environmental
Sciences, 26, 38-44.

Glendinning, P. (1994). Stability, instability and chaos: an introduction to the theory of

nonlinear differential equations (Vol. 11). Cambridge university press.

Grasman, R. P. P. P., van der Maas, H. L. J. & Wagenmakers, E.-J. (2009) Fitting the cusp
catastrophe in R: A cusp-package primer. Journal of Statistical Software, 32(8), 1-27.

Green, J. B., Daw, C. S., Armfield, J. S., Finney, C. E. A., Wagner, R. M., Drallmeier, J. A.,
& Durbetaki, P. (1999). Time irreversibility and comparison of cyclic-variability
models. SAE transactions, 108(3), 355-362.

Heiby, E. M. (1995). Chaos theory, nonlinear dynamical models, and psychological

assessment. Psychological Assessment, 7(1), 5.

Hoyert, M. S. (1992). Order and chaos in fixed-interval schedules of reinforcement. Journal

of the experimental analysis of behavior, 57(3), 339-363.

Kaplan, M. L., & Kaplan, N. R. (1991). The selforganization of human psychological

functioning. Behavioral science, 36(3), 161-178.

Keller, E. F. (2005). DDS: Dynamics of developmental systems. Biology and

Philosophy, 20(2-3), 409-416.

Kendler, K. S. (2012). The dappled nature of causes of psychiatric illness: Replacing the
organicfunctional/hardwaresoftware dichotomy with empirically based
pluralism. Molecular psychiatry, 17(4), 377-388.

Kendler, K. S. (2016). The nature of psychiatric disorders. World Psychiatry,15(1), 5-12.

Kossmann, M. R., & Bullrich, S. (1997). Systematic chaos: Self-organizing systems and the
process of change. American Psychological Association.

Lo, S., & Andrews, S. (2015). To transform or not to transform: using generalized linear
mixed models to analyse reaction time data. Frontiers in Psychology, 6, 1171.

20
Molenaar, P. C. (2004). A manifesto on psychology as idiographic science: Bringing the
person back into scientific psychology, this time forever. Measurement, 2(4), 201-218.

Molenaar, P. C. (2006). The future of dynamic factor analysis in psychology and

biomedicine. Bulletin de la Societe des Sciences Medicales du Grand-Duche de
Luxembourg, 2006(2), 201-213.

Molenaar, P. C., & Ram, N. (2009). Advances in dynamic factor analysis of psychological
processes. In Dynamic process methodology in the social and developmental
sciences (pp. 255-268). Springer US.

Perna, P. A., & Masterpasqua, F. (1997). Introduction: The history, meaning, and implications
of chaos and complexity. American Psychological Association.

Stewart, I. N., & Peregoy, P. L. (1983). Catastrophe theory modeling in

psychology. Psychological Bulletin, 94(2), 336-362.

Tschacher, W., & Scheier, C. (1997). Complex psychological systems: Synergetics and chaos.
American Psychological Association.

Wagenmakers, E. J., van der Maas, H. L., & Farrell, S. (2012). Abstract Concepts Require
Concrete Models: Why Cognitive Scientists Have Not Yet Embraced Nonlinearly
Couple d, Dynamical, SelfOrganized Critical, Synergistic, ScaleFree, Exquisitely
ContextSensitive, InteractionDominant, Multifractal, Interdependent BrainBody
Niche Systems. Topics in cognitive science, 4(1), 87-93.

van Borkulo, C., Boschloo, L., Borsboom, D., Penninx, B. W. J. H., Waldorp, L. J., &
Schoevers, R. A. (2015). Association of symptom network structure with the course
of longitudinal depression. JAMA Psychiatry

van de Leemput, I. A, et al. (2014). Critical slowing down as early warning for the onset and
termination of depression. Proceedings of the National Academy of Sciences, 111(1),
87-92.

van der Maas, H.L.J., & Molenaar, P.C.M. (1992). Stagewise cognitive development: an
application of catastrophe theory. Psychological Review, 99(3), 395-417

van der Maas, H.L.J., & Molenaar, P.C.M. (1996). Catastrophe analysis of discontinuous
development. In A.A. van Eye & C.C. Clogg (Eds.), Categorical variables in

21
 developmental research. Methods of analysis (pp.77-105). San Diego: Academic
Press.

Zachar, P., & Kendler, K. S. (2007). Psychiatric disorders: a conceptual taxonomy. American
Journal of Psychiatry, 164(4), 557-565.

Zeeman, E. C. (1979). Catastrophe theory (pp. 12-22). Springer Berlin Heidelberg.

22
 APPENDIX A

Code for creating figure 1

# Bifurcation for-loop
# Gaby Lunansky
# Based on values & function in Barton, S. (1994). Chaos, self-organization
, and psychology. American Psychologist, 49(1), page 6

rmax = 3
plot(-1, -1, xlim = c(1.5, rmax), ylim = c(0, 1.4), xlab = "r", ylab = "Y",
main="Bifurcation Arising from Iterations of Non-Linear Equation x'=x+rx(1-
x)")
r <- seq(1.5, rmax, by = 0.0001)

n <- 150

for (z in 1:length(r)) {
xl <- vector()
xl[1] <- 0.5
for (i in 2:n) {

xl[i] <- xl[i - 1] + r[z] *xl[i - 1]*(1- xl[i -1])

}
uval <- unique(xl[30:n])
points(rep(r[z], length(uval)), uval, cex = 0.1, pch = 19)
}

23
 APPENDIX B

Code for creating figure 2 (data available upon request)

# Cusp model
# Gaby Lunansky
# Code from UvA course 'Constructing Psychological Theories' by D. Borsboom
& H.J.L. van der Maas

library(cusp)
data <- read.table('zeeman gaby.txt',header=TRUE, dec=',') #data available
upon request
x1= data[,'A']
x2=data[,'B']
x1 <- as.numeric(x1)
x2 <- as.numeric(x2)
z=as.numeric(data[,'X'])
data<-data.frame(x1,x2,z)
fit<-cusp(y~z,alpha~x1+x2,beta~x1+x2,data)
cusp3d(fit, main="Cusp Model With Data from Zeeman Catastrophe Machine (N=1
03)")

24