Ótima coleção de séries de tempo do Hyndman, para quem gosta de brincar destas coisas. Vale a pena visitar o blog dele e ver o livro online sobre métodos de previsão.
The Time Series Data Library is a collection of about 800 time series that I have maintained since about 1992, and hosted on my personal website. It includes data from a lot of time series textbooks, as well as many other series that I’ve either collected for student projects or helpful people have sent to me.
I’ve now moved the collection onto DataMarket which provides much better facilities for maintaining and using time series data. You can easily search the collection, graph any series, filter by seasonal period, and so on. You can also export data in many formats. Each data set has its own short link; for example, the famous Canadian lynx data is at http://data.is/Ky69xY.