Related to the Scythians and/or Xiongnu?
From what I understand (limited IMO) I would venture to say the Scythians. It seems to reason that a people who could take 40 days to mourn a fallen tribesman, would have the free time to construct a shamanistic megalith.
That and when I say "Pictish" I myself assume the Scottish national pose... "Blondes from the North noted by the Caesars" leading me to think "Aryan" over "Mongol."
Again though, I feel my understanding is VERY basic on this level.