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First we characterize ordinary differential equation models in only measurable variables using differential\u2010algebra elimination. This procedure gives input\u2010output equations, which serve as invariants for time series data. We develop a model comparison test using linear algebra and statistics to reject incorrect models from their invariants. This algorithm exploits the dynamic properties that are encoded in the structure of the model equations without recourse to parameter values, and, in this sense, the approach is parameter\u2010free. 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