pond-ts 0.48.0 → 0.48.1

package/CHANGELOG.md

@@ -8,7 +8,8 @@ The `@pond-ts` packages — `pond-ts`, `@pond-ts/react`, `@pond-ts/charts`,
 tag, so this file covers them all. Pre-1.0: minor bumps may include new features
 and type-level changes; patch bumps are strictly additive.
 
-[Unreleased]: https://github.com/pond-ts/pond/compare/v0.48.0...HEAD
+[Unreleased]: https://github.com/pond-ts/pond/compare/v0.48.1...HEAD
+[0.48.1]: https://github.com/pond-ts/pond/compare/v0.48.0...v0.48.1
 [0.48.0]: https://github.com/pond-ts/pond/compare/v0.47.0...v0.48.0
 [0.47.0]: https://github.com/pond-ts/pond/compare/v0.46.0...v0.47.0
 [0.46.0]: https://github.com/pjm17971/pond-ts/compare/v0.45.0...v0.46.0
@@ -47,6 +48,20 @@ and type-level changes; patch bumps are strictly additive.
 
 ## [Unreleased]
 
+## [0.48.1] — 2026-07-19
+
+### Fixed
+
+- `smooth(column, 'loess', …)` is now numerically stable on absolute epoch-ms
+  timestamps. The local weighted regression is now conditioned on `x` centred at
+  the query point; previously the un-centred normal equations lost precision to
+  floating-point cancellation (anchors ~1.7e12 → `x²` terms ~3e24). Severity
+  scales with (anchor magnitude / window width)²: on finely-spaced series
+  (second-level cadence) the fit overshot wildly outside the data range instead
+  of smoothing, while coarser day-spaced series erred only subtly. Output is now
+  shift-invariant to the time origin. Series built from small integer anchors
+  (e.g. in unit tests) were unaffected, which is why this hid.
+
 ## [0.48.0] — 2026-07-17
 
 ### Added

package/dist/batch/time-series.js

@@ -187,10 +187,16 @@ function loessAt(x, anchors, values, span) {
     let sumWY = 0;
     let sumWXX = 0;
     let sumWXY = 0;
+    // Regress in local coordinates centred on the query point (`dx = pointX - x`).
+    // Anchors are typically absolute epoch-ms (~1.7e12), so accumulating
+    // `pointX * pointX` (~3e24) into the normal equations loses all precision to
+    // floating-point cancellation and the fit overshoots wildly. Centring keeps
+    // every term small; the fitted value at the query point is then just the
+    // intercept, since `dx = 0` there.
     for (let index = start; index < end; index++) {
-        const pointX = anchors[index];
+        const dx = anchors[index] - x;
         const pointY = values[index];
-        const distance = Math.abs(pointX - x);
+        const distance = Math.abs(dx);
         const ratio = distance / bandwidth;
         const weight = ratio >= 1 ? 0 : (1 - ratio ** 3) ** 3;
         if (weight === 0) {
@@ -198,10 +204,10 @@ function loessAt(x, anchors, values, span) {
         }
         weightedCount += 1;
         sumW += weight;
-        sumWX += weight * pointX;
+        sumWX += weight * dx;
         sumWY += weight * pointY;
-        sumWXX += weight * pointX * pointX;
-        sumWXY += weight * pointX * pointY;
+        sumWXX += weight * dx * dx;
+        sumWXY += weight * dx * pointY;
     }
     if (weightedCount === 0 || sumW === 0) {
         return undefined;
@@ -210,9 +216,8 @@ function loessAt(x, anchors, values, span) {
     if (Math.abs(denominator) < Number.EPSILON) {
         return sumWY / sumW;
     }
-    const intercept = (sumWY * sumWXX - sumWX * sumWXY) / denominator;
-    const slope = (sumW * sumWXY - sumWX * sumWY) / denominator;
-    return intercept + slope * x;
+    // Value at the query point: intercept + slope * dx, with dx = 0.
+    return (sumWY * sumWXX - sumWX * sumWXY) / denominator;
 }
 function lowerBound(values, target) {
     let low = 0;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "pond-ts",
-  "version": "0.48.0",
+  "version": "0.48.1",
   "description": "TypeScript-first time series primitives",
   "license": "MIT",
   "repository": {