The course aims at providing students with an understanding of the statistical methods for time series data whose order of observation is crucially important in depicting the background dynamics of the related social, economical, and/or scientific phenomena. The students will learn to use various time series models and techniques such as exponential smoothing, ARIMA, etc., to model and make forecasts. Corresponding programming techniques to facilitate these practices will also be introduced within the platforms of MATLAB or R. Case studies will be provided to make the students acquainted with the elementary techniques.