ControlCharts.EWMA Method

Definition

Namespace: Numerics.NET.Statistics.ProcessControl
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.4.0

Overload List

EWMA(ReadOnlySpan<Double>, Double, Double, Nullable<Double>, Nullable<Double>)	Computes an EWMA (Exponentially Weighted Moving Average) chart from a span of observations.
EWMA(Vector<Double>, Double, Double, Nullable<Double>, Nullable<Double>)	Computes an EWMA (Exponentially Weighted Moving Average) chart from a vector of observations.

EWMA(ReadOnlySpan<Double>, Double, Double, Nullable<Double>, Nullable<Double>)

Computes an EWMA (Exponentially Weighted Moving Average) chart from a span of observations.

public static EwmaChartData EWMA(
	ReadOnlySpan<double> observations,
	double lambda,
	double width = 3,
	double? target = null,
	double? sigma = null
)

Visual Basic

Public Shared Function EWMA ( 
	observations As ReadOnlySpan(Of Double),
	lambda As Double,
	Optional width As Double = 3,
	Optional target As Double? = Nothing,
	Optional sigma As Double? = Nothing
) As EwmaChartData

C++/CLI

public:
static EwmaChartData^ EWMA(
	ReadOnlySpan<double> observations, 
	double lambda, 
	double width = 3, 
	Nullable<double> target = nullptr, 
	Nullable<double> sigma = nullptr
)

static member EWMA : 
        observations : ReadOnlySpan<float> * 
        lambda : float * 
        ?width : float * 
        ?target : Nullable<float> * 
        ?sigma : Nullable<float> 
(* Defaults:
        let _width = defaultArg width 3
        let _target = defaultArg target null
        let _sigma = defaultArg sigma null
*)
-> EwmaChartData

Parameters

observations ReadOnlySpan<Double>: The ordered sequence of individual observations.
lambda Double: The EWMA smoothing constant in (0, 1].
width Double (Optional): The control-limit width multiplier. Defaults to 3.0 for three-sigma limits.
target Nullable<Double> (Optional): The target (reference mean). When null the process mean estimated from the data is used.
sigma Nullable<Double> (Optional): The process sigma. When null the sample-based sigma estimate from the data is used.

Return Value

EwmaChartData
The chart-ready data for the EWMA chart.

Exceptions

ArgumentException	The input is empty or contains non-finite values.
ArgumentOutOfRangeException	lambda is not in (0, 1], width is not positive, or an explicitly supplied sigma is not positive.

EWMA(Vector<Double>, Double, Double, Nullable<Double>, Nullable<Double>)

Computes an EWMA (Exponentially Weighted Moving Average) chart from a vector of observations.

public static EwmaChartData EWMA(
	Vector<double> observations,
	double lambda,
	double width = 3,
	double? target = null,
	double? sigma = null
)

Visual Basic

Public Shared Function EWMA ( 
	observations As Vector(Of Double),
	lambda As Double,
	Optional width As Double = 3,
	Optional target As Double? = Nothing,
	Optional sigma As Double? = Nothing
) As EwmaChartData

C++/CLI

public:
static EwmaChartData^ EWMA(
	Vector<double>^ observations, 
	double lambda, 
	double width = 3, 
	Nullable<double> target = nullptr, 
	Nullable<double> sigma = nullptr
)

static member EWMA : 
        observations : Vector<float> * 
        lambda : float * 
        ?width : float * 
        ?target : Nullable<float> * 
        ?sigma : Nullable<float> 
(* Defaults:
        let _width = defaultArg width 3
        let _target = defaultArg target null
        let _sigma = defaultArg sigma null
*)
-> EwmaChartData

Parameters

observations Vector<Double>: The ordered sequence of individual observations.
lambda Double: The EWMA smoothing constant in (0, 1].
width Double (Optional): The control-limit width multiplier. Defaults to 3.0 for three-sigma limits.
target Nullable<Double> (Optional): The target (reference mean). When null the process mean estimated from the data is used.
sigma Nullable<Double> (Optional): The process sigma. When null the sample-based sigma estimate from the data is used.

Return Value

EwmaChartData
The chart-ready data for the EWMA chart.

Exceptions

ArgumentNullException	observations is null.
ArgumentException	The input is empty or contains non-finite values.
ArgumentOutOfRangeException	lambda is not in (0, 1], width is not positive, or an explicitly supplied sigma is not positive.

ControlCharts.EWMA Method

Definition

Overload List

EWMA(ReadOnlySpan<Double>, Double, Double, Nullable<Double>, Nullable<Double>)

Parameters

Return Value

Exceptions

EWMA(Vector<Double>, Double, Double, Nullable<Double>, Nullable<Double>)

Parameters

Return Value

Exceptions

See Also

Reference