c#,...depends on what you specifically need. There is several open source math libraries out there, and to customize time series a lot can be done out of the box. If anyone has a need for more specific C# issues then I am happy to chime in and try to help as far as I can. In general I agree that if you want to get your feet wet quick and do not deal with millions of data points then R is probably the best tool, else I would think very hard before wasting a lot of time on a tool that cannot handle the job...