Etymology
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banshee (n.)

in Irish folklore, a type of female fairy believed to foretell deaths by singing in a mournful, unearthly voice, 1771, from phonetic spelling of Irish bean sidhe "female of the Elves," from bean "woman" (from PIE root *gwen- "woman") + Irish sidhe (Gaelic sith) "fairy" or sid "fairy mound" (from PIE root *sed- (1) "to sit"). Sidhe sometimes is confused with sithe, genitive of sith "peace."

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Definitions of banshee

banshee (n.)
(Irish folklore) a female spirit who wails to warn of impending death;
Synonyms: banshie
From wordnet.princeton.edu