Complexity analysis is an important field in modern molecular biology. There are many tools and techniques to help us measure the overall structural property of sequences. In this thesis, we introduce a method to compute the sequence complexity. Previously works can be applying on DNA sequence and text sequence. Based on these achievements, we use the method to compute the complexity for time series. The way for complexity of time series is translating time series into two-symbol sequence or four-symbol sequence and computing the complexity. And, we also compare the complexity for different time series to see their relation. We analyze several experiments and show the result.