Distribution of statistics D , K and S for short and noisy realisations of the Rössler system. The histogram shows the distribution of statistic estimates (D, K and S) for 500 ATS time series generated from a 1000 point realisation of the Rössler system. The tall vertical line on each plot is the comparable value for the data and the shorter vertical lines indicate 20 independent realisations of the same process. The top row of figures depicts results for the Rössler system with observational noise only, the bottom row of figures has both observational and dynamic noise. Panels (a) and (d) show correlation dimension estimates, (b) and (e) are entropy, and (c) and (f) are noise level.