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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Main Authors: Quinn, A, Hymers, M
Format: Journal article
Published: Open Journals 2020
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author Quinn, A
Hymers, M
author_facet Quinn, A
Hymers, M
author_sort Quinn, A
collection OXFORD
description 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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spelling oxford-uuid:1c95fe30-ce3e-4f4d-bbc9-7351062b004e2022-03-26T11:06:24ZSAILS: Spectral analysis in linear systemsJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:1c95fe30-ce3e-4f4d-bbc9-7351062b004eSymplectic ElementsOpen Journals2020Quinn, AHymers, MAutoregressive 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.
spellingShingle Quinn, A
Hymers, M
SAILS: Spectral analysis in linear systems
title SAILS: Spectral analysis in linear systems
title_full SAILS: Spectral analysis in linear systems
title_fullStr SAILS: Spectral analysis in linear systems
title_full_unstemmed SAILS: Spectral analysis in linear systems
title_short SAILS: Spectral analysis in linear systems
title_sort sails spectral analysis in linear systems
work_keys_str_mv AT quinna sailsspectralanalysisinlinearsystems
AT hymersm sailsspectralanalysisinlinearsystems