The objective of this short course is to summarize the application of time- and frequency-domain methods to time series data. The concepts build upon the fundamental principles introduced in statistics and numerical & experimental methods and is intended primarily for early researchers interested in data analyses. The course emphasizes the understanding, application, and interpretation of various methods. Statistical functions (e.g., probability density functions, moments, etc.), time-domain (e.g., auto- and cross-correlation) functions, and frequency-domain (e.g., auto- and cross-spectra) methods are derived and applied to practical engineering problems. The application of the methods presented in the course will be illustrated via sample MATLAB scripts. The uncertainty of the methods will also be discussed.