Lagged Multidimensional Recurrence Quantification Analysis for Determining Leader–Follower Relationships Within Multidimensional Time Series

The current article introduces lagged multidimensional recurrence quantification analysis. The method is an extension of multidimensional recurrence quantification analysis and allows to quantify the joint dynamics of multivariate time series and to investigate leader-follower relationships in behavioral and physiological data. Moreover, the method enables the quantification of the joint dynamics of a group, when such leader-follower …