Cross-recurrence quantification

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"Cross-Recurrence Quantification (CRQ) is a nonlinear method that quantifies how similarly two observed data series unfold over time (Shockley, Butwill, Zbilut, & Webber, 2002; Zbilut, Giuliani, & Webber, 1998),CRQ produces measures reflecting coordination, such as how often two data series have similar values or reflect similar system states (called percentage recurrence, or %REC), among other measures." (Shockley, K., Richardson, D. C., and Dale, R. 2009)

K. Shockley, D. C. Richardson, and R. Dale, "Conversation and coordinative structures," Topics in Cognitive Science, vol. 1, no. 2, pp. 305-319, 2009.

Shockley, K., Butwill, M., Zbilut, J., & Webber, C. (2002). Cross recurrence quantification of coupled oscillators. Physics Letters A, 305(1–2), 59–69.

Zbilut, J. P., Giuliani, A., & Webber, C. L. Jr (1998). Detecting deterministic signals in exceptionally noisy environments using cross-recurrence quantification. Physics Letters A, 246(1–2), 122–128.