Surrogate data

Surrogate data, sometimes known as analogous data, usually refers to time series data that is produced using well-defined (linear) models like ARMA processes that reproduce various statistical properties like the autocorrelation structure of a measured data set. The resulting surrogate data can then for example be used for testing for non-linear structure in the empirical data; this is called surrogate data testing.

Surrogate or analogous data may refer to data used to supplement available data from which a mathematical model is built. Under this definition, it may be generated (i.e., synthetic data) or transformed from another source.