This practical handbook for the analysis and interpretation of sequential data covers methods ranging from old standards to new, advanced techniques, all in the setting of an accessible, intuitive view of underlying statistical theory. The book reveals the unappreciated limitations of standard methods and shows how simple new viewpoints can overcome these obstacles and open up novel opportunities for discovery. Readers, from beginning students of astronomy, physics, statistics, and other technical subjects, to seasoned practitioners in these fields, are invited to use thought-provoking exercises to delve deeper into important topics without resorting to mindless calculations. Several case studies are included – not only to point out the end results, but to illustrate how the scientific process is actually carried out in practice. Scargle, a well-known pioneer in the field, shares his decades of experience to demonstrate improvements and extensions of classical techniques and discourage uncritical use of 'black box' analyses.

‘Jeffrey Scargle has a lifetime of experience creating and critiquing practical approaches to astronomical time series analysis. His conversational style, which does not conceal his deep understanding of the theory of statistics, will guide students and experienced astronomers as they confront the challenge of a flood of new and different data.’

Roger Blandford - Stanford University

‘This timely handbook draws on the author’s extensive expertise to provide a comprehensive tutorial for inferring meaningful information from large science datasets. It offers a coherent and compelling treatment of the topic, using case studies to exemplify and validate the process. The book sets the standard for future efforts in the field and will benefit researchers and students across a wide array of disciplines. Kudos and very loud applause to the author for this major contribution!’

Joseph Bredekamp - NASA Science Mission Directorate (Retired)