Deedle is an open source library for data analysis and time series analysis in F# and C#. It allows working with data in series (key-value mappings) and frames (row-key, col-key mappings). Deedle supports missing values, immutable series, column-wise mutable frames, and data alignment. The document demonstrates how to use Deedle to explore titanic passenger data, stock prices, and US debt data. It also discusses integrating Deedle with other packages like R and opportunities to contribute to the project.