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 time- invariant 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 au- toregressive 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.