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This volume§presents selected peer-reviewed contributions from The International§Work-Conference on Time Series, ITISE 2015, held in Granada, Spain, July 1-3,§2015. It discusses topics in time series analysis and forecasting, advanced§methods and online learning in time series, high-dimensional and complex/big§data time series as well as forecasting in real problems.§§The§International Work-Conferences on Time Series (ITISE) provides a forum for§scientists, engineers, educators and students to discuss the latest ideas and§implementations in the foundations, theory, models and applications in the§field of time series analysis and forecasting.§It focuses on interdisciplinary and multidisciplinary research§encompassing the disciplines of computer science, mathematics, statistics and§econometrics.§§