We review several aspects of the analysis of time sequences. We
concentrate on recent methods using concepts from the theory of
non-linear dynamical systems. In particular, we discuss problems in
estimating attractor dimensions, entropies and Lyapunov exponents, in
reducing noise, and in forecasting. For completeness and since we
want to stress connections to more traditional (mostly spectrum-based)
methods, we also give a short review of spectral methods.