[SciPy-User] benchmark timeseries for correlated data

[Dan Lussier]

Hello,

I am doing some basic statistical manipulation on time series data  
(reading scalar from simulation code at regular interval).

However, adjacent samples (or even nearby samples) in my data is  
likely to be somewhat correlated, due to the dynamics of the system  
under study.

As a pragmatic approach to estimating a windowed mean and variance, I  
am using an interative block-averaging apporach (Flyvbjerg and  
Petersen. Error-Estimates on Averages of Correlated Data. Journal of  
Chemical Physics (1989) vol. 91 (1) pp. 461-466).  This helps avoid  
the need to explicitly calculate the correlation time.

I was wondering if anyone might have a good benchmark time series,  
with known properties, that I might use to test my code? or  
alternatively, point me in the direction of a source of this type of  
benchmark data for timeseries/statistical work.

Many thanks,

Dan