From 07e18043145f3d91c8ea7ec3ad41b3c905585277 Mon Sep 17 00:00:00 2001
From: Ethan Werner <mail@ethanwerner.com>
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_linear.c | 85 ++++++++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 85 insertions(+)
 create mode 100644 lib/decay_linear.c

(limited to 'lib/decay_linear.c')

diff --git a/lib/decay_linear.c b/lib/decay_linear.c
new file mode 100644
index 0000000..8519d13
--- /dev/null
+++ b/lib/decay_linear.c
@@ -0,0 +1,85 @@
+// Linear Decay
+//
+// decay_linear -  decay
+//
+// Propogates the maximum values of a function into the future for at most k periods
+//
+// y_i = max( x_i, y_i-1 - k )
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 0
+
+
+#include <math.h>
+#include "ts.h"
+
+
+typedef struct {
+    uint_t k;
+} ts_decay_linear_params_t;
+
+ts_parameter_t const ts_decay_linear_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_decay_linear_params_t) };
+
+
+uint_t ts_decay_linear_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_decay_linear_params_t *)c)->k : 0 );
+}
+
+int ts_decay_linear(
+	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_linear_p );
+	if ( !c ) return -1;
+	uint_t k = ((ts_decay_linear_params_t *)c)->k;
+	if (k == 0 || n < k) return -1;
+
+    for (uint_t zi = 0; zi < k; ++zi) y[0][zi] = 0;
+
+    uint_t xi = 1;
+
+    fp_t prev = x[0][0];
+    fp_t r = prev / k;
+
+	for( ; xi < k; xi++ )
+	{
+	    prev -= r;
+
+	    if( x[0][xi] > prev )
+	    {
+	        prev = x[0][xi];
+	        r = x[0][xi] / k;
+	    }
+	    else
+	    {
+            prev = fmax( prev, 0 );
+        }
+	}
+
+	for( uint_t yi = k; xi < n; xi++, yi++ )
+	{
+	    fp_t curr = prev - r;
+
+	    if( x[0][xi] > curr )
+	    {
+	        curr = x[0][xi];
+	        r = x[0][xi] / k;
+	    }
+	    else
+	    {
+            curr = fmax( curr, 0 );
+        }
+
+        y[0][yi] = curr;
+        prev = curr;
+	}
+	return 0;
+}
+
+
+
-- 
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