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# Numerics
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> "Price is raw signal. Transform exposes hidden structure. Derivative reveals momentum. Normalization enables comparison."
2026-01-18 19:02:03 -08:00
Basic mathematical transforms and utility functions for time series. These building blocks convert raw price data into forms suitable for analysis, comparison, and downstream indicator consumption.
2026-01-19 18:25:48 -08:00
| Indicator | Full Name | Description |
| :--- | :--- | :--- |
| [ACCEL ](lib/numerics/accel/Accel.md ) | Acceleration | Momentum change; second derivative of price. |
| [CHANGE ](lib/numerics/change/Change.md ) | Percentage Change | Relative price movement over lookback period. |
| [EXPTRANS ](lib/numerics/exptrans/Exptrans.md ) | Exponential Transform | e^x transform for log-space conversion reversal. |
| [HIGHEST ](lib/numerics/highest/Highest.md ) | Rolling Maximum | Maximum value over lookback window. |
| [JERK ](lib/numerics/jerk/Jerk.md ) | Jerk | Rate of acceleration; third derivative of price. |
| [LINEARTRANS ](lib/numerics/lineartrans/Lineartrans.md ) | Linear Transform | y = ax + b scaling transformation. |
| [LOGTRANS ](lib/numerics/logtrans/Logtrans.md ) | Logarithmic Transform | Natural log for percentage-based analysis. |
| [LOWEST ](lib/numerics/lowest/Lowest.md ) | Rolling Minimum | Minimum value over lookback window. |
| [MIDPOINT ](lib/numerics/midpoint/Midpoint.md ) | Midrange | (Highest + Lowest) / 2 over lookback window. |
| [NORMALIZE ](lib/numerics/normalize/Normalize.md ) | Min-Max Normalization | Scale to [0,1] range using rolling min/max. |
| [RELU ](lib/numerics/relu/Relu.md ) | Rectified Linear Unit | max(0, x); neural network activation function. |
| [SIGMOID ](lib/numerics/sigmoid/Sigmoid.md ) | Logistic Function | 1/(1+e^-x); bounded [0,1] transform. |
| [SLOPE ](lib/numerics/slope/Slope.md ) | Rate of Change | First derivative; velocity of price movement. |
| [SQRTTRANS ](lib/numerics/sqrttrans/Sqrttrans.md ) | Square Root Transform | Variance-stabilizing transformation. |
| STANDARDIZE | Z-Score Normalization | (x - mean) / stddev; zero-mean unit-variance transform. |
| BETADIST | Beta Distribution | Continuous probability distribution defined on interval [0, 1]. |
| BINOMDIST | Binomial Distribution | Discrete probability distribution of successes in n independent trials. |
| CWT | Continuous Wavelet Transform | Analyzes time series data across different frequency scales continuously. |
| DWT | Discrete Wavelet Transform | Analyzes time series data across different frequency scales at discrete intervals. |
| EXPDIST | Exponential Distribution | Continuous probability distribution describing time between events. |
| FDIST | F-Distribution | Continuous probability distribution ratio of two chi-squared distributions. |
| FFT | Fast Fourier Transform | Efficient algorithm for computing the discrete Fourier transform and its inverse. |
| GAMMADIST | Gamma Distribution | Continuous probability distribution generalizing exponential and chi-squared. |
| IFFT | Inverse Fast Fourier Transform | Efficient algorithm for computing the inverse discrete Fourier transform. |
| LOGNORMDIST | Log-normal Distribution | Continuous probability distribution of a variable whose log is normally distributed. |
| NORMDIST | Normal Distribution | Gaussian bell-shaped probability distribution. |
| POISSONDIST | Poisson Distribution | Discrete probability distribution expressing events in fixed time interval. |
| TDIST | Student's t-Distribution | Continuous probability distribution when estimating mean of normally distributed population. |
| WEIBULLDIST | Weibull Distribution | Continuous probability distribution useful in reliability and survival analysis. |