We address the problem of reconstructing a set of nonlinear differential equations from chaotic time series. A method that combines the implicit Adams integration and the structure-selection technique of an error reduction ratio is proposed for system identification and corresponding parameter estimation of the model. The structure-selection technique identifies the significant terms from a pool of candidates of functional basis and determines the optimal model through orthogonal characteristics on data. The technique with the Adams integration algorithm makes the reconstruction available to data sampled with large time intervals. Numerical experiment on Lorenz and Rossler systems shows that the proposed strategy is effective in global vector field reconstruction from noisy time series.