EwmaChartData Class

Contains the chart-ready data for an EWMA (Exponentially Weighted Moving Average) control chart, which detects small sustained shifts in the process mean by accumulating an exponentially weighted history.

Definition

Namespace: Numerics.NET.Statistics.ProcessControl
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.4.0
C#
public sealed class EwmaChartData : PointwiseLimitsChartData<EwmaBaseline>, 
	IVariableLimitChartData, IChartData
Inheritance
Object  →  ControlChartData  →  ControlChartData<EwmaBaseline>  →  PointwiseLimitsChartData<EwmaBaseline>  →  EwmaChartData
Implements
IChartData, IVariableLimitChartData

Remarks

The EWMA statistic at time t is Z_t = λ·X_t + (1 - λ)·Z_{t-1}. Control limits widen during the warm-up period as the EWMA variance converges to its steady-state value. Pointwise limits stored in UpperControlLimits and LowerControlLimits should always be used for rendering; never draw horizontal limit lines.

This type contains the mathematical data and limits necessary to render a control chart, but it is a purely numerical class. It does not contain UI elements or rendering logic.

Time-Weighted Charts

Properties

Baseline Gets the frozen evaluation model extracted from the Phase I analysis.
(Inherited from ControlChartData<TBaseline>)
CenterLineGets the center line (target/grand mean) of the chart.
ChartType Gets a stable descriptive identifier for the chart type, such as "Individuals", "MovingRange", "XBar", "Range", or "StandardDeviation".
(Inherited from ControlChartData)
Index Gets optional chart-point labels.
(Inherited from ControlChartData)
LambdaGets the EWMA smoothing constant λ in (0, 1].
LowerControlLimit Gets the steady-state (asymptotic) lower control limit. Equal to CenterLine - Width * Sigma * sqrt(Lambda / (2 - Lambda)).
LowerControlLimits Gets the pointwise lower control limits, one per plotted point.
(Inherited from PointwiseLimitsChartData<TBaseline>)
Points Gets the ordered sequence of plotted chart statistics.
(Inherited from ControlChartData)
SigmaGets the sigma estimate used for computing control limits.
TargetGets the target value used as the starting point of the EWMA recursion.
UpperControlLimit Gets the steady-state (asymptotic) upper control limit. Equal to CenterLine + Width * Sigma * sqrt(Lambda / (2 - Lambda)).
UpperControlLimits Gets the pointwise upper control limits, one per plotted point.
(Inherited from PointwiseLimitsChartData<TBaseline>)
WidthGets the control-limit width multiplier (typically 3.0).

Methods

EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
FromJsonReconstructs an EwmaChartData from a JSON string.
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetTypeGets the Type of the current instance.
(Inherited from Object)
ToJsonSerializes this EWMA chart data to a JSON string.
ToStringReturns a string that represents the current object.
(Inherited from Object)

See Also