{"categories":[{"label":"Scientific/Engineering","url":"https://skillfed.io/packages/category/scientific-engineering/4"}],"enrichment":{"capability":"Implements the N4SID algorithm for subspace identification of state-space models, including Kalman filtering and support for ARMAX, ARMA, AR, and MA time-series models.","skillfed_tags":["system-identification","kalman-filter","time-series"],"use_cases":["Identify state-space models from experimental time-series data in control systems or signal processing applications.","Fit ARMAX or ARMA models to univariate or multivariate time-series for forecasting or analysis.","Implement Kalman filtering for state estimation in linear dynamical systems.","Perform subspace identification on combined deterministic-stochastic systems from measurement data."],"what_it_does":"NFourSID is a Python implementation of the N4SID (Numerical algorithms for Subspace System IDentification) algorithm, a classical method for identifying state-space models from time-series data. It includes Kalman filtering and supports a family of linear time-series models\u2014ARMAX, ARMA, AR, and MA\u2014all representable as state-space systems. The package depends on numpy for numerical computation, pandas for data handling, and matplotlib for visualization.\n\nThe library is designed for researchers and practitioners working with multi-dimensional time-series who need to fit linear dynamical systems. It implements algorithms from foundational control theory literature and is suitable for system identification tasks where you have input-output or output-only measurements and want to recover the underlying state-space structure.","worth_installing":"Yes, if you need subspace identification or Kalman filtering for state-space models. The package is stable, permissively licensed, and has low install friction. However, maintenance is aging (last release 386 days ago), so verify that the implementation meets your numerical accuracy requirements and check the documentation and examples before committing to production use."},"id":"nfoursid","links":{"html":"https://skillfed.io/packages/nfoursid","md":"https://skillfed.io/packages/nfoursid.md","pypi":"https://pypi.org/project/nfoursid/"},"maintenance":{"status":"aging"},"meta":{"latest_release":"2025-07-24","license_spdx":null,"license_treatment":"permissive","name":"nfoursid","python_support":"supports_current","summary":"Implementation of N4SID, Kalman filtering and state-space models"},"popularity":{"monthly_downloads":358929,"position":7255,"tier":"top_15000"},"security":{"n_vulnerabilities":0},"version":"1.0.2"}