A　new　strategy　of　modelling　of　chaotic　systems　is　presented.　First,　more　information　is　acquired　utilizing　the　reconstructed　embedding　phase　space.　Then,　based　on　the　Recurrent　Least　Squares　Support　Vector　Machines　(RLS-SVM),　modelling　of　the　chaotic　system　is　realized.　We　use　the　power　spectrum　and　dynamic　invariants　involving　the　Lyapunov　exponents　and　the　correlation　dimension　as　enterions,　and　then　apply　our　method　to　the　Chua＇s　circuit　time　series.　The　simulation　of　dynamic　invariants　between　the　origin　and　generated　time　series　shows　that　the　proposed　method　can　capture　the　dynamics　of　the　chaotic　time　series　effectively.　©　Springer-Verlag　Berlin　Heidelberg　2005.