The necessity of using subject-specific data analysis of nonergodic psychological processes is explained while emphasizing the difference between interindividual and intraindividual variation. The chapter argues that subject-specific data analysis not only matches the principles underlying developmental systems theory, which is relevant to obtaining a comprehensive understanding of change in human psychopathology, but also enables testing of all principles of person-oriented theory, which is fundamental to the formation and implementation of individualized treatments. A new generalized perspective on measurement equivalence in subject-specific data analysis is introduced. The importance of adaptive optimal control of psychological processes within the context of subject-specific data analysis is emphasized. In addition, some broader aims of subject-specific data analysis are considered, including principled ways to bridge the nomothetic and idiographic levels of analysis.