SAILS: Spectral analysis in linear systems
Autoregressive modelling provides a powerful and flexible parametric approach to modelling uni- or multi-variate time-series data. AR models have mathematical links to linear timeinvariant systems, digital filters and Fourier based frequency analyses. As such, a wide range of time-domain and frequen...
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| Format: | Journal article |
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Open Journals
2020
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| Summary: | Autoregressive modelling provides a powerful and flexible parametric approach to modelling
uni- or multi-variate time-series data. AR models have mathematical links to linear timeinvariant systems, digital filters and Fourier based frequency analyses. As such, a wide range
of time-domain and frequency-domain metrics can be readily derived from the fitted autoregressive parameters. These approaches are fundamental in a wide range of science and
engineering fields and still undergoing active development. SAILS (Spectral Analysis in Linear
Systems) is a python package which implements such methods and provides a basis for both
the straightforward fitting of AR models as well as exploration and development of newer
methods, such as the decomposition of autoregressive parameters into eigenmodes.
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