Expand description
Timeseries SQL function kernels.
Pure computation on &[f64] / &[i64] slices — no DataFusion, no Arrow,
no allocator dependency. Shared by Origin, Lite, and WASM.
Re-exports§
pub use bollinger::BollingerResult;pub use bollinger::ts_bollinger;pub use bollinger::ts_bollinger_lower;pub use bollinger::ts_bollinger_mid;pub use bollinger::ts_bollinger_upper;pub use bollinger::ts_bollinger_width;pub use correlation::TsCorrelationAccum;pub use correlation::ts_correlate;pub use delta::ts_delta;pub use derivative::ts_derivative;pub use ema::ts_ema;pub use interpolate::InterpolateMethod;pub use interpolate::ts_interpolate;pub use moving_avg::ts_moving_avg;pub use moving_percentile::ts_moving_percentile;pub use percentile::TsPercentileAccum;pub use percentile::ts_percentile_exact;pub use rate::ts_rate;pub use stddev::TsStddevAccum;pub use stddev::ts_stddev;pub use zscore::ts_zscore;
Modules§
- bollinger
- Bollinger Bands for anomaly detection and volatility analysis.
- correlation
- Online Pearson correlation coefficient (Welford-style).
- delta
- Consecutive-sample difference.
- derivative
- Pure mathematical derivative (rate of change per second).
- ema
- Exponential Moving Average (EMA).
- interpolate
- Time-series gap filling (interpolation).
- moving_
avg - Simple Moving Average (SMA) with Kahan-compensated summation.
- moving_
percentile - Rolling percentile via sliding-window exact computation.
- percentile
- Exact percentile and streaming accumulator.
- rate
- Counter-aware per-second rate of increase.
- stddev
- Online standard deviation (Welford’s algorithm).
- zscore
- Z-Score window function for anomaly detection.