[Autoloop: build-tsb-pandas-typescript-migration] Iteration 387: Add signal processing and digital filters#363
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…signal processing (FFT/STFT/Welch) and digital filters (FIR/Butterworth) - src/stats/signal.ts: Cooley-Tukey radix-2 DIT FFT/IFFT/RFFT/IRFFT, fftFreq/rfftFreq, fftshift/ifftshift, 8 window functions (getWindow), STFT/ISTFT (overlap-add), Welch PSD (mean/median), periodogram. Mirrors numpy.fft + scipy.signal spectral utilities. - src/stats/filters.ts: FIR design via windowed-sinc (firwin), Butterworth IIR design (butter, SOS form), frequency response (freqz, sosfreqz), filter application (lfilter, filtfilt, sosfilt, sosfiltfilt). Mirrors scipy.signal filter utilities. - tests/stats/signal.test.ts: 50+ tests (unit + property-based) - tests/stats/filters.test.ts: 50+ tests (unit + property-based) - playground/signal.html, playground/filters.html: interactive tutorials - playground/index.html, src/stats/index.ts, src/index.ts: updated exports Metric: 183 → 185 (+2) Run: https://github.com/githubnext/tsb/actions/runs/28396990118 Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
…ORC file format I/O (readOrc / toOrc) Implement Apache ORC (Optimized Row Columnar) file format reader and writer. - src/io/orc.ts: Full ORC implementation (~1200 lines) - Protobuf decoder/encoder (LSB-first varints, wire types 0/1/2/5) - Hadoop VInt reader/writer (MSB-first big-endian, Hadoop-style encoding) - RLE byte v1 encoder/decoder (PRESENT/BOOLEAN streams) - RLE integer v1 encoder/decoder (INT/LONG columns) - Column encoders: BOOLEAN, INT/LONG, FLOAT/DOUBLE, STRING - Full null support via ORC PRESENT stream - readOrc(data, options) and toOrc(df, options) exported functions - tests/io/orc.test.ts: Comprehensive test suite with fast-check property tests - playground/orc.html: Interactive tutorial page Metric: 185 → 186 Run: https://github.com/githubnext/tsb/actions/runs/28429568433 Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
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- Fix filters.ts: out[i+j] possibly-undefined compound assignment
- Fix signal.ts: exactOptionalPropertyTypes violation in periodogram call
- Fix orc.ts: use fromColumns({index:}) instead of df.setIndex(new Index())
- Fix orc.ts: df.height -> df.shape[0] (height does not exist on DataFrame)
- Fix orc.test.ts: rt.height -> rt.shape[0]
- Fix orc.test.ts: wrap SharedArrayBuffer in Uint8Array before readOrc
- Fix filters.test.ts: add SOSSection type annotation instead of as const
- Remove unused Index import from orc.ts
- Convert playground/signal.html to use playground-runtime.js
- Convert playground/filters.html to use playground-runtime.js
Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
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…ACF/PACF, CCF, Durbin-Watson, Ljung-Box, Box-Pierce Run: https://github.com/githubnext/tsb/actions/runs/28574601568 Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
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This was referenced Jul 3, 2026
…ARIMA(p,d,q) model and Apache Avro OCF I/O - src/stats/arima.ts: ARIMA(p,d,q) via Hannan-Rissanen two-step estimation (Yule-Walker AR init, OLS with proxy residuals, ψ-weight forecast CIs) - src/io/read_avro.ts: Apache Avro OCF binary reader/writer (zigzag varint, all primitive/complex types, DataFrame integration) - Tests: tests/stats/arima.test.ts, tests/io/read_avro.test.ts - Playground: playground/arima.html, playground/avro.html - Metric: 189 exported src files (was 187 on branch, best_metric=188) Run: https://github.com/githubnext/tsb/actions/runs/28716959940 Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
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…Kalman filter & RTS smoother (state-space model) Adds src/stats/kalman.ts with: - KalmanFilter class: localLevel(), localLinearTrend() factories + custom constructor - filter() — forward Kalman filter pass with missing-observation support - smooth() — RTS (Rauch-Tung-Striebel) backward smoother - kalmanFilter1D / kalmanSmooth1D convenience wrappers - extractScalarMeans, extractScalarVariances, filteredPredictionInterval helpers - StateSpaceModel alias for backward compat Also adds comprehensive tests (75+ test cases, property-based with fast-check) and an interactive playground page (playground/kalman.html). Metric: 190 (previous best: 189, delta: +1) Run: https://github.com/githubnext/tsb/actions/runs/28742188479 Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
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This was referenced Jul 6, 2026
…Exponential Smoothing / Holt-Winters ETS models Implements statsmodels.tsa.holtwinters.ExponentialSmoothing API: - SimpleExpSmoothing (SES / ETS(A,N,N)): level-only smoothing - Holt (ETS(A,A,N) / ETS(A,Ad,N)): linear trend with optional damping - ExponentialSmoothing (full Holt-Winters): additive/multiplicative trend and seasonal components, prediction intervals, AIC/BIC/AICc Nelder-Mead simplex parameter optimisation, heuristic initialisation, known initialisation support, forecastWithCI() with normal approximation. Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
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This was referenced Jul 8, 2026
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- src/stats/kalman.ts: fix filtCovs, predCovs, innovCovs, smoothCovs, gains
declared as MutMat[][] (4-D) — should be MutMat[] (array of matrices)
- tests/stats/kalman.test.ts: change 'as [number][][]' → 'as number[][]'
(tuple cast was incompatible with readonly (number|null)[][] parameter)
- tests/stats/acf_pacf.test.ts: fix Series construction to use { data: [...] }
form (constructor only accepts SeriesOptions, not plain arrays)
- playground/filters.html, playground/signal.html: wrap scipy.signal import
in try/except so examples skip gracefully when scipy is not installed in CI
Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
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Summary
This PR adds two new signal processing modules to
src/stats/:signal.ts— FFT, STFT, Welch PSDfftFreq,rfftFreq,fftshift,ifftshiftgetWindowfactoryfilters.ts— FIR, Butterworth IIRfirwin: FIR filter design via windowed-sinc (lowpass/highpass/bandpass/bandstop)butter: Butterworth IIR design in SOS form (lowpass/highpass/bandpass/bandstop)freqz(single-section),sosfreqz(SOS cascade)lfilter(causal),filtfilt(zero-phase, double-pass),sosfilt,sosfiltfiltFiles Changed
src/stats/signal.ts— new (~600 lines)src/stats/filters.ts— new (~450 lines)tests/stats/signal.test.ts— new (~300 lines, unit + property-based)tests/stats/filters.test.ts— new (~280 lines, unit + property-based)playground/signal.html— new interactive tutorialplayground/filters.html— new interactive tutorialsrc/stats/index.ts,src/index.ts— updated exportsplayground/index.html— feature cards addedMetric
183 → 185 (+2 TypeScript source files with exports)
Generated by Autoloop — Iteration 387
Run: https://github.com/githubnext/tsb/actions/runs/28396990118