Nonlinear time series attracts researchers from many areas of sciences and technologies, ranging from mathematics and physics to computer science. The focus of this special issue is on theory and computations of nonlinear time series of fractal type toward the applications to various issues in science and engineering. Generally, we are interested in signals/time series and systems/equations of fractional order. It would be an opportunity for extending the research fields of fractals, wavelets, applied mathematics, and applied statistics in theoretical and practical studies.

We are soliciting original high-quality research and review papers on topics of interest connected with the nonlinear time series. Potential topics include, but are not limited to:

• Fractal time series (1/f noise, fractional Brownian motion, fractional Gaussian noise, self-similar processes, long memory processes, and heavy-tailed random processes), its modeling, and computations
• Dynamical systems relating to fractal time series
• Wavelets and their applications to nonlinear time series
• Prediction of nonlinear time series
• Chaotic dynamics in deterministically dynamical systems, mainly to the climate change problems

In addition, applications to pulses, telecommunications, cyber-physical networking systems, bioengineering, industrial management science, financial engineering, and geosciences are welcome. Moreover, test methods of nonlinearity and nonstationarity of fractal time series, time-frequency analysis of nonlinear time series, and signals and images of fractional order are in the scope of this issue.

Before submission authors should carefully read over the journal’s Author Guidelines, which are located at http://www.hindawi.com/journals/mpe/guidelines/. Prospective authors should submit an electronic copy of their complete manuscript through the journal Manuscript Tracking System at http://mts.hindawi.com/submit/journals/mpe/nlts13/ according to the following timetable: