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In this paper, we use concepts and methods from chaotic systems to model and analyze nonlinear dynamics in speech signals. The modeling is done not on the scalar speech signal, but on its reconstructed multidimensional attractor by embedding the scalar signal into a phase space. We have analyzed and compared a variety of nonlinear models for approximating the dynamics of complex systems using a small record of their observed output. These models include approximations based on global or local polynomials as well as approximations inspired from machine learning such as radial basis function networks, fuzzy-logic systems and support vector machines. Our focus has been on facilitating the application of the methods of chaotic signal analysis even when only a short time series is available, like phonemes in speech utterances. This introduced an increased degree of difficulty that was dealt with by resorting to sophisticated function approximation models that are appropriate for short data sets. Using these models enabled us to compute for short time series of speech sounds useful features like Lyapunov exponents that are used to assist in the characterization of chaotic systems. Several experimental insights are reported on the possible applications of such nonlinear models and features.