1. A computed-implemented method for selecting an analysis procedure for a time series, comprising the steps of: displaying a time series on a computer display monitor; receiving one or more sequences of user provided annotations, wherein said annotations overlay at least a sub-interval of said time series on said computer display monitor; using said sequences of user provided annotations to select an optimal time series analysis method from a set of time series analysis methods, wherein selecting an optimal time series analysis method includes determining parameter values for said optimal time series analysis method; segmenting said time series into segments based on a sequence of user provided annotations; and presenting said selected optimal time series analysis method and parameters, and said optimal reconstruction of said annotation sequences to the user, wherein selecting an optimal time series analysis method that optimally reconstructs said sequences of user provided annotations comprises, for segments that are not annotated by the user, identifying a similar annotated segment, and determining an optimal filter that minimizes an error between time series points in the unannotated segment and the annotated segment, wherein a similar annotated segment is identified based on an error distribution between the unannotated segment before and after being filtered by said optimal filter.