Ordinarily in quantitative research, the measure consists of items or scales administered at fixed time point(s) to all subjects. In When Prophecy Fails, the observers wanted to gather data continuously but could not for practical reasons. At the beginning of the study, several different researchers gained entry at varying times to the inner circle of believers in two different locations.

After entry, an observer could monitor the believers only at those times when he or she could join them. At times, the observers had to leave to record their notes or to sleep. Thus the apparent completeness and regularity of the observations implied by the sequence of Os understates the gaps in the data stream.