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It has been shown that deterministic dynamical systems may
exhibit erratic or ``chaotic'' behaviour.
Our aim is to gain
knowledge of such a system from an experimental time series.
Of course it would be most desirable to determine the ``equations of
motion'' (see e.g. [Cremers and Hübler, 1987]).
However, in this report we restrict ourselves to the estimation
of two fundamental properties of chaotic systems
viz. the dimension and entropy spectra of their attractors.
In the following sections, we give the mathematical definitions of
the generalized dimensions and entropies.
Furthermore, we will show that they can
in principle be estimated from a scalar time series.
For a more thorough treatment we refer to e.g. Ref. [Eckmann and Ruelle, 1985].