Methods
In the present study, we search for evidence of nonlinearity
using linear surrogates, then compare the expected
prediction error of linear and nonlinear forecasting
methods on eight selected patients. Time series data was
collected as part of the OXTEXT (http://oxtext.psych.ox.
ac.uk/) programme which investigates the potential benefits
of mood self-monitoring for people with bipolar disorder.
OXTEXT uses the True Colours (https://truecolours.
nhs.uk/www/) self-management system for mood monitoring
which was initially developed to monitor outpatients
with bipolar disorder. Each week, patients complete
a questionnaire and return the results as a digit sequence
by text message or email. The resulting time series of
mood ratings are visualised as color-coded graphs for use
at an outpatient appointment. This information is used
both by clinicians to select appropriate interventions and
by the patients themselves for management of their condition.
The Oxford mood monitoring system has generated
a large database of mood time series which has been
used for studying the longitudinal course of bipolar disorder
(Bopp et al. 2010) and for nonlinear approaches to