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The solar wind-magnetosphere coupling during substorms exhibits dynamical features in a wide range of spatial and temporal scales. The goal of our work is to combine the global and multi-scale description of magnetospheric dynamics in a unified data-derived model. For this purpose we use deterministic methods of nonlinear dynamics, together with a probabilistic approach of statistical physics. In this paper we discuss the mathematical aspects of such a combined analysis. In particular we introduce a new method of embedding analysis based on the notion of a mean-field dimension. For a given level of averaging in the system the mean-filed dimension determines the minimum dimension of the embedding space in which the averaged dynamical system approximates the actual dynamics with the given accuracy. This new technique is first tested on a number of well-known autonomous and open dynamical systems with and without noise contamination. Then, the dimension analysis is carried out for the correlated solar wind-magnetosphere database using vBS time series as the input and AL index as the output of the system. It is found that the minimum embedding dimension of vBS - AL time series is a function of the level of ensemble averaging and the specified accuracy of the method. To extract the global component from the observed time series the ensemble averaging is carried out over the range of scales populated by a high dimensional multi-scale constituent. The wider the range of scales which are smoothed away, the smaller the mean-field dimension of the system. The method also yields a probability density function in the reconstructed phase space which provides the basis for the probabilistic modeling of the multi-scale dynamical features, and is also used to visualize the global portion of the solar wind-magnetosphere coupling. The structure of its input-output phase portrait reveals the existence of two energy levels in the system with non-equilibrium dynamical features such as hysteresis which are typical for non-equilibrium phase transitions. Further improvements in space weather forecasting tools may be achieved by a combination of the dynamical description for the global component and a statistical approach for the multi-scale component. Key words. Magnetospheric physics (solar wind– magnetosphere interactions; storms and substorms) – Space plasma physics (nonlinear phenomena

Combining global and multi-scale features in a description of the solar wind-magnetosphere coupling