This introduction presents an overview of the key concepts discussed in the subsequent chapters of this book. The book describes new methods for automated modelling and simulation of non-linear dynamical systems using Soft Computing (SC) techniques and Fractal Theory. It presents a new method for adaptive model-based control of nonlinear dynamical systems using a hybrid neuro-fuzzy-fractal approach. The book analyses the basic methodology to develop prototype intelligent systems that are able to find the best model for a particular dynamical system, and then perform the numerical simulations necessary to identify all of the possible dynamical behaviors of the system, and finally achieve the goal of adaptive control using the mathematical models of the system and SC techniques. It provides a brief overview of the existing methodologies for modelling, simulation and control of non-linear dynamical systems. Time series analysis can be achieved by traditional statistical methods or by efficient classification methods based on SC techniques, like neural networks or fuzzy logic.