Weird sounds

Something is happening outside. From inside, the only part of the noise that gets through the walls, sounds just like the tornado siren, a high pitched "eeeeeeeeeee". NWS didn't have any messages on their site, so I went outside to look at the sky, and realized it is not a siren, it's an engine. Can't see it, can't even place the direction, but it's been going for an hour now. I wonder what it is?