Signals obtained from most of realworld systems, especially from living organisms, are irregular, often chaotic, nonstationary, and noisecorrupted. Since modern measuring devices usually realize digital processing of information, recordings of the signals take the form of a discrete sequence of samples (a time series). The present paper gives a brief overview of the possibilities of such experimental data processing based on reconstruction and usage of a predictive empirical model of a time realization under study.
