From 07e18043145f3d91c8ea7ec3ad41b3c905585277 Mon Sep 17 00:00:00 2001 From: Ethan Werner Date: Wed, 1 Jul 2026 09:42:39 +0400 Subject: initial commit: ts time series analysis library v0.1.0 - 354 financial and mathematical time-series indicators - Uniform C11 API with consistent function signatures - 349 passing tests with -Werror - Static and shared library builds - pkg-config integration - Python bindings - Fuzzing and sanitizer support - Security hardening flags --- lib/decay_exponential.c | 58 +++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 58 insertions(+) create mode 100644 lib/decay_exponential.c (limited to 'lib/decay_exponential.c') diff --git a/lib/decay_exponential.c b/lib/decay_exponential.c new file mode 100644 index 0000000..97afe36 --- /dev/null +++ b/lib/decay_exponential.c @@ -0,0 +1,58 @@ +// Exponential Decay +// +// decay_exponential - edecay +// +// DESCRIPTION +// +// Inputs: 1 +// Outputs: 1 +// Constants: 0 + + +#include +#include "ts.h" + + +typedef struct { + uint_t k; +} ts_decay_exponential_params_t; + +ts_parameter_t const ts_decay_exponential_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_decay_exponential_params_t) }; + + +uint_t ts_decay_exponential_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( c ? ((ts_decay_exponential_params_t *)c)->k : 0 ); +} + +int ts_decay_exponential( + fp_t * const *y, uint_t y_n, + fp_t const * const *x, uint_t x_n, + uint_t n, ts_constant_t const *c +) +{ + TS_PROLOGUE( ts_decay_exponential_p ); + if ( !c ) return -1; + uint_t k = ((ts_decay_exponential_params_t *)c)->k; + if (k == 0 || n <= k) return -1; + + fp_t a = ( fp_t ) 1.0 - _ts_reciprocal( k ); + + for( uint_t i = 0; i < k; ++i ) + y[0][i] = 0; + + fp_t prev = x[0][0]; + for( uint_t i = 1; i <= k; ++i ) + prev = fmax( x[0][i], prev * a ); + y[0][k] = prev; + + for( uint_t i = k + 1; i < n; ++i ) + { + y[0][i] = fmax( x[0][i], y[0][i - 1] * a ); + } + return 0; +} + + + -- cgit v1.3.1