For one-dimensional maps the trajectory scaling function is invariant
under coordinate transformations and can be used to compute any ergodi
c average. It is the most stringent test between theory and experiment
, but so far it has proven difficult to extract from experimental data
. It is shown that the main difficulty is a dephasing of the experimen
tal orbit which can be corrected by reconstructing the dynamics from s
everal time series. From the reconstructed dynamics the scaling functi
on can be accurately extracted.