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This online course covers how time series models can be used to model the dynamics of intensive longitudinal data (ILD). We focus on ILD from the behavioural sciences, typically collected using questionnaires with ambulatory assessments (AA), the experience sampling method (ESM), ecological momentary assessments (EMA), or daily diaries. We explain the basics of simple and more advanced modelling approaches, the philosophies behind them, and caveats to consider.