In this chapter, we first precise the concept of dynamical systems, and then we introduce the concept of chaos, which is characterized by a sensitive dependence on initial conditions. To quantify this, dynamical (Lyapunov exponents) and probabilistic (dimensions) measures are introduced.

In this chapter, we introduce the concept of the embedding dimension, as the smallest topological dimension required to ensure that an object described by simpler (often scalar) time series can be embedded in a higher topological dimension.