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feat: Add Cumulative Moving Average (CMA) implementation with detailed documentation

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- Introduced Cma class for calculating the Cumulative Moving Average using Welford's algorithm with FMA for precision.
- Added methods for batch processing and streaming updates.
- Implemented a comprehensive markdown documentation for CMA, covering its mathematical foundation, performance profile, and use cases.
- Enhanced existing trend indicators (Bessel, Butter, Htit, Jma, Mama, Ssf, Vidya) with FMA for improved numerical stability and precision.
- Updated Adosc to utilize a single-pass algorithm for performance optimization.
- Fixed date initialization in benchmarks to ensure UTC consistency.
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Miha Kralj
2025-12-29 09:34:37 -08:00
parent 43ce6e63e4
commit 16a21a5b65
26 changed files with 1816 additions and 142 deletions
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docs/_sidebar.md
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@@ -69,6 +69,7 @@
- **Statistics**
- [Overview](../lib/statistics/_index.md)
- [CMA - Cumulative MA](../lib/statistics/cma/Cma.md)
- [COVARIANCE - Covariance](../lib/statistics/covariance/Covariance.md)
- [LINREG - Linear Regression Curve](../lib/statistics/linreg/LinReg.md)
- [MEDIAN - Rolling Median](../lib/statistics/median/Median.md)
@@ -85,4 +86,4 @@
- [Overview](../lib/forecasts/_index.md)
- **Cycles**
- [Overview](../lib/cycles/_index.md)
- [Overview](../lib/cycles/_index.md)