Transient attractors: Re-recognizable regularities in empirical time series
A common rst step in analyzing empirical, continuous time series is to transform them into a symbol sequence. This requires to de ne re-recognizable entities in the original data, which can be labelled by symbols. Two families of classical candidates for such entities are attractors and volume cells in phase space. They have complementary merits. This article describes a third kind of nameable entities, transient attractors, which combine and volume cells and their respective merits. An algorithm for the practical extraction of transient attractors from empirical data is sketched.