The main goal is to introduce some of the technical methods of time series analysis and cyclostratigraphy, with the overall focus to enable interested scientists with little experience in time series analysis to "get their hands dirty" while analysing their own data sets. The course notes make use of example data sets, and provide pointers to additional methods and software to conduct the basic steps of analysis of geological data that appear to show evidence of cyclicity. The short course notes presented here were originally developed as teaching material for advanced undergraduate and postgraduate students at the University of Cambridge and Stockholm University. The original notes were modified and enhanced, and aim to supplement the presentation during the Paleontological Society Short Course 2006.