Description: A review of contemporary time series analysis methods. In this talk, the common topics of modern time series analysis are investigated with application on Energy Data. The challenges faced in modern time series analysis are elucidated and an attempt is made to provide a brief introduction to the field of TSA, a brief discussion on elder methods and then a long discussion on modern methods, their pros and cons and their performance using modern benchmarks are done. GPU Accelerated computing is briefly touched on to illustrate how these methods computation times can be reduced.