Extracting Knowledge From Time Series : Springer : 9783642264825 : 3642264824 : 05 Nov 2012 : Mathematical modelling is ubiquitous. Almost every book in exact science touches on mathematical models of a certain class of phenomena, on more or less speci?c approaches to construction and investigation of models, on their applications, etc. As many textbooks with similar titles, Part I of our book is devoted to general qu- tions of modelling. Part II re?ects our professional interests as physicists who spent much time to investigations in the ?eld of non-linear dynamics and mathematical modelling from discrete sequences of experimental measurements (time series). The latter direction of research is known for a long time as ?system identi?cation? in the framework of mathematical statistics and automatic control theory. It has its roots in the problem of approximating experimental data points on a plane with a smooth curve. Currently, researchers aim at the description of complex behaviour (