NFoursID

NFoursID is a Python library that implements the N4SID algorithm for subspace identification, along with Kalman filtering and state-space models. State-space models are versatile tools for representing multi-dimensional time series, encompassing models like ARMAX. The current version is 1.0.2. The project appears active, with its latest release (1.0.2) showing an unusual future publication date of July 24, 2025, on PyPI.