Chunyan Li is a course instructor with many years of experience in teaching about time series analysis. His book is essential for students and researchers in oceanography and other subjects in the Earth sciences, looking for a complete coverage of the theory and practice of time series data analysis using MATLAB. This textbook covers the topic's core theory in depth, and provides numerous instructional examples, many drawn directly from the author's own teaching experience, using data files, examples, and exercises. The book explores many concepts, including time; distance on Earth; wind, current, and wave data formats; finding a subset of ship-based data along planned or random transects; error propagation; Taylor series expansion for error estimates; the least squares method; base functions and linear independence of base functions; tidal harmonic analysis; Fourier series and the generalized Fourier transform; filtering techniques: sampling theorems: finite sampling effects; wavelet analysis; and EOF analysis.