1. A dynamical system analyser including: (1) means for generating a sequence of sets of phase space coordinates from a time series of signals from a dynamical system, each coordinate set being projections of a respective Taken' vector derived from signals from the time series on to a set of singular vectors obtained in a singular value decomposition of said time series of signals, and (2) heuristic processing means for transforming said sequence to produce a fit to reference data and to create a mathematic model related to that transformation.