Are you using the community edition?
The above mentioned "core" time series modeling environment is available as open-source free software in the CE version of Weka. The same functionality has also been wrapped in a Spoon Perspective plugin that allows users of Pentaho Data Integration (PDI) to work with time series analysis within the Spoon PDI GUI. There is also a plugin step for PDI that allows models that have been exported from the time series modeling environment to be loaded and used to make future forecasts as part of an ETL transformation. The perspective and step plugins for PDI are part of the enterprise edition.
OpenJDK IcedTea 2.3.7 (7u21)
ubuntu 12.04 LTS (x86_64)