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Empirical research based on time series is a data intensive activity that needs a data base management system (DBMS). We investigate the special properties a time series management system (TSMS) should have. We then show that currently available solutions and related research directions are not well suited to handle the existing problems. Therefore, we propose the development of a special purpose TSMS, which will offer particular modeling, retrieval, and computation capabilities. It will be suitable for end users, offer direct manipulation interfaces, and allow data exchange with a variety of data sources, including other databases and application packages. We intend to build such a system on top of an off-theshelf object-oriented DBMS.

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