In order to understand and analyze psychological phenomena it is frequ
ently necessary to observe their evolutions in time. This is accounted
for by many theories which emphasize the dynamical character of psych
ological systems. But on the other hand, empirical research is still c
entered around cross-sectional studies which yields no information on
temporal process. Additionally, if we consider recent theories of self
-organizing and chaotic systems we should expect many psychosocial sys
tems to be inherently non-linear. Therefore, empirical studies should
over both dynamical and non-linear aspects. The present paper introduc
es a methodological approach that allows for the investigation of the
dynamics and non-linearity of psychological systems. This approach is
implemented as a method using surrogate data sets for hypothesis testi
ng; we used the goodness of fit of a non-linear forecasting algorithm
as a test statistic. In artificial data sets (Henon attractor) we can
show that this methodology reliably assesses non-linearity and chaos i
n time series even if they are short and contaminated by noise. An app
lication to empirical psychological data is provided in part II of thi
s work.