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Yoga is a science, and not a vague dreamy drifting or imagining. It is an applied science, a systematized collection of laws applied to bring about a definite end. It takes up the laws of psychology, applicable to the unfolding of the whole consciousness of man on every plane, in every world, and applies those rationally in a particular case. This rational application of the laws of unfolding consciousness acts exactly on the same principles that you see applied around you every day in other departments of science.
The origins of Yoga have been speculated to date back to pre-Vedic Indian traditions, but most likely developed around the sixth and fifth centuries BCE, in ancient India’s ascetic circles, which are also credited with the early sramana movements. The chronology of earliest texts describing yoga-practices is unclear, varyingly credited to Hindu Upanishads and Buddhist Pāli Canon, probably of third century BCE or later. The Yoga Sutras of Patanjali date from the first half of the 1st millennium CE, but only gained prominence in the 20th century.
Hatha yoga texts emerged around 11th century CE, and in its origins was related to Tantrism.