We propose a novel methodology to estimate parameters characterizing a weakly nonlinear Duffing oscillator represented by an optically levitating nanoparticle. The method is based on averaging recorded trajectories with defined initial positions in the phase space of nanoparticle position and momentum and allows us to study the transient dynamics of the nonlinear system. This technique provides us with the parameters of a levitated nanoparticle such as eigenfrequency, damping, coefficient of nonlinearity and effective temperature directly from the recorded transient particle motion without any need for external driving or modification of an experimental system. Comparison of this innovative approach with a commonly used method based on fitting the power spectrum density profile shows that the proposed complementary method is applicable even at lower pressures where the nonlinearity starts to play a significant role and thus the power spectrum density method predicts steady state parameters. The technique is applicable also at low temperatures and extendable to recent quantum experiments. The proposed method is applied on experimental data and its validity for one-dimensional and three-dimensional motion of a levitated nanoparticle is verified by extensive numerical simulations. Linear harmonic oscillators are useful idealisations explaining a broad class of phenomena. However, real oscillators are always nonlinear. Typically, they exhibit a soft Duffing nonlinearity turning oscillations to anharmonic one. Despite long-term experimental investigation, new diverse effects have been recently observed in the underdamped Duffing oscillators based on nano-electromechanical systems 1-3 , micro-electromechanical systems 4-8 , nonlinear electric oscillators 9 , particles trapped in nonlinear potentials 10 , solid-state systems 11 , mechanical oscillators with a chemical bond 12 and also proposed for upcoming quantum mechanical oscillators with superconducting qubits 13. They stimulate further investigations of both equilibrium states and transient dynamics of anharmonic oscillators. At long time scales, when dynamics tends to equilibrate, and for short transient times, the anharmonicity can have different impacts. A precise description of transient effects in nonlinear oscillators is therefore essential for our understanding of nonequilibrium physics and applications ranging from nanosensing and thermodynamically engines up to social dynamics 14-23. The faithful characterization of a nonlinear oscillator requires to estimate its parameters beyond standard methodology based either on the equilibrium state (ES) or on the power spectral density (PSD) of particle positions or velocities 24-29. Both these methods presume that values estimated from steady states are valid also during the transient dynamics. Such assumption can, however, lead to significant systematic errors in the values of estimated parameters, e.g. in the case of a nonlinear oscillator with large amplitudes, as we demonstrate in this paper. Currently, optomec...