PoMoS (Polynomial Model Search) and GloMo (Global Modelling) are two algorithms developed as packages under R language for the modelling of dynamical systems observed from a restricted number of time series.
Mangiarotti, S., Coudret, R., Drapeau, L., & Jarlan, L. (2012). Polynomial search and global modeling: Two algorithms for modeling chaos. Physical Review E, 86(4), 046205 [hal]
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PoMoS (Polynomial Model Search)
This package is dedicated to multiple time series datasets but also applies to single time series. It is based on an algorithm aiming at identifying the models’ structures of Ordinary Differential Equations (ODE) in a polynomial formulation :