Jerzy Neyman's life history and some of his contributions to applied statistics are reviewed. In a 1960 article he wrote: ``Currently in the period of dynamic indeterminism in science, there is hardly a serious piece of research which, if treated realistically, does not involve operations on stochastic processes. The time has arrived for the theory of stochastic processes to become an item of usual equipment of every applied statistician.'' The emphasis in this article is on stochastic processes and on stochastic process data analysis. A number of data sets and corresponding substantive questions are addressed. The data sets concern sardine depletion, blowfly dynamics, weather modification, elk movement and seal journeying. Three of the examples are from Neyman's work and four from the author's joint work with collaborators.Comment: This paper commented in: [arXiv:0808.0631], [arXiv:0808.0638]. Rejoinder in [arXiv:0808.0639]. Published in at http://dx.doi.org/10.1214/07-STS246 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org