Abstract: In this paper, studies and applications of Time Series Analysis in China to data processing of astronomical observations are described in detail. They include maintaining the stability of an astronomical measurement system, prediction of Earth Rotation Parameters, identification of disconnected data, improvement of the edge effects of the series data, detection of implicit periodic terms and narrow-band filtering of astronomical data.
Key words and phrases: Time series analysis, leap-step autoregressive, multi-stage filter, astronomical observations, earth rotation.