Shadows and distortions

Time series may be thought as one particular realization of an higher (and hidden) deterministic system. In other words we can consider a time series as a special/particular/noisy realization of a precise process. Sometimes our series could give us a simplified idea of the pure system behind it, sometimes not. As Plato would love to hear: we can only watch the shadows of the pure mechanism that intercept the light of the indefinitely precise. Those shadows hit the wall of our space having undergone a number of mysterious distortions. Those distortions are produced in a dimension not at all familiar to our perception.