INVARIANT-MEASURES AS LAGRANGIAN VARIABLES - THEIR APPLICATION TO TIME-SERIES ANALYSIS

We introduce a new procedure for the analysis of a chaotic time series with a ''Lagrangian'' variable of the system's trajectory. Using the density of points that the systems encounters as it evolves, we can ex tract all dynamically connected frequencies in a continuous time dynam ical system. We apply this technique to simulated and experimental tim e series.