Automated analysis of video can now generate extensive time series of pose and motion in freely-moving organisms. This requires new quantitative tools to characterise behavioural dynamics. For the model roundworm Caenorhabditis elegans, body pose can be accurately quantified from video as coordinates in a single low-dimensional space. We focus on this well-established case as an illustrative example and propose a method to reveal subtle variations in behaviour at high time resolution. Our data-driven method, based on empirical dynamic modeling, quantifies behavioural change as prediction error with respect to a time-delay-embedded 'attractor' of behavioural dynamics. Because this attractor is constructed from a user-specified reference data set, the approach can be tailored to specific behaviours of interest at the individual or group level. We validate the approach by detecting small changes in the movement dynamics of C. elegans at the initiation and completion of delta turns. We then examine an escape response initiated by an aversive stimulus and find that the method can track return to baseline behaviour in individual worms and reveal variations in the escape response between worms. We suggest that this general approach-defining dynamic behaviours using reference attractors and quantifying dynamic changes using prediction error-may be of broad interest and relevance to behavioural researchers working with video-derived time series.