  Progress in astronomy comes from interpreting the signals encoded in the
light received from distant objects: the distribution of light over the sky
(images), over photon wavelength (spectrum), over polarization angle, and over
time (usually called light curves by astronomers). In the time domain we see
transient events such as supernovae, gamma-ray bursts, and other powerful
explosions; we see periodic phenomena such as the orbits of planets around
nearby stars, radio pulsars, and pulsations of stars in nearby galaxies; and
persistent aperiodic variations (`noise') from powerful systems like accreting
black holes. I review just a few of the recent and future challenges in the
burgeoning area of Time Domain Astrophysics, with particular attention to
persistently variable sources, the recovery of reliable noise power spectra
from sparsely sampled time series, higher-order properties of accreting black
holes, and time delays and correlations in multivariate time series.
