A statistical technique is presented that allows for the empirical derivati
on of dynamical system equations from data. It is based on multiple nonpara
metric regression analysis and is applicable to a broad class of physical s
ystems. It is applied to differential delay equations as well as to ordinar
y differential equations. The aim of this paper is to illustrate this techn
ique in the context of the El Nino-Southern Oscillation (ENSO) phenomenon.
A set of reduced models is derived from an intermediate coupled atmosphere-
ocean model of the tropical Pacific and from a state-of-the-art coupled gen
eral circulation model simulation. The analysis in this paper focuses on th
e dimensionality issue as well as on the role of nonlinearities. The empiri
cal technique presented in this study helps to identify key ENSO processes
and to explain physical peculiarities of ENSO simulations.