*Evaluate harmonics and cross-correlations of unevenly sampled and nonstationary time series, as in http://www.jstatsoft.org/v11/i02 (which has C code with interface to R). (This is now partly implemented in the [http://octave.sourceforge.net/lssa/index.html lssa] package.)
== General purpose Finite Element library ==
Octave-Forge already has a set of packages for discretizing Partial Differential operators by Finite Elements and/or Finite Volumes,
* create new functions specifically suited for Octave
* improve the efficiency of the code
The main goal for the fem-fenics package is ultimately to be merged with the FEnics project itself, so that it can remain in-sync with the main library development.
== Implement solver for initial-boundary value problems for parabolic-elliptic PDEs in 1D ==