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This textbook provides students with a hands-on introduction to time series analysis. Readers will learn the potential of the methods but also benefit from a step-by-step guide to apply them on simple data, as well as applications in real science in domains such as physics, environmental science, physics of fluids, simulation analysis etc. The authors emphasize application of the techniques and modern methodologies for time series analysis, using examples to demonstrate techniques introduced, including detailed, step-by-step solutions. Octave and Matlab are used as the computational environment for the applications, since the readers can find programs easily for many applications. The commands are clearly explained and the files are provided in the text and online.