I am currently working on an ecological momentary assessment research project. I can't seem to find a clear answer in literature review to this question.
My problem is when observations reach to around 2,000 entries - we need to be clear which reading is from a specific participant perhaps belonging to a specific group as they make many entries at different time intervals each day.
What is the best way to fix the dependency issue of same participant data?
EDIT: I should mention that we are looking to make predictions of anxiety from various EMA entries multiple times a day for a few months now. This will utilize a machine learning approach. We really aren't sure if classification will work and perhaps will best be served with regression. But it is hard to tell since we aren't sure what the multiple readings from the same participants will do to the data. I am concerned with analyses specific to machine learning (how can we clean the data and do predictions with machine learning with repeated measures in a time series?)