Abstract: The effects of noise on chaotic time series analysis were introduced and the previous studies associated with the noise reduction in chaotic time series data were reviewed as well. Moreover, extending Taken's Embedding Theorem to the time series in the presence of the noise and incorporating the techniques for nonlinear signal processing and nonlinear approximating functions, the authors raised a novel scheme for noise reduction in chaotic time series. As an example of noisy time series data, Henon time series were used to illustrate the underlying concepts.

Key words: chaos, time ser ies, noise r eduction