Ewma Chart Data 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#
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.4.0
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 ChartsProperties
| Baseline |
Gets the frozen evaluation model extracted from the Phase I analysis.
(Inherited from ControlChartData<TBaseline>) |
| Center | Gets the center line (target/grand mean) of the chart. |
| Chart |
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) |
| Lambda | Gets the EWMA smoothing constant λ in (0, 1]. |
| Lower | Gets the steady-state (asymptotic) lower control limit. Equal to CenterLine - Width * Sigma * sqrt(Lambda / (2 - Lambda)). |
| Lower |
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) |
| Sigma | Gets the sigma estimate used for computing control limits. |
| Target | Gets the target value used as the starting point of the EWMA recursion. |
| Upper | Gets the steady-state (asymptotic) upper control limit. Equal to CenterLine + Width * Sigma * sqrt(Lambda / (2 - Lambda)). |
| Upper |
Gets the pointwise upper control limits, one per plotted point.
(Inherited from PointwiseLimitsChartData<TBaseline>) |
| Width | Gets the control-limit width multiplier (typically 3.0). |
Methods
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
| From | Reconstructs an EwmaChartData from a JSON string. |
| Get | Serves as the default hash function. (Inherited from Object) |
| Get | Gets the Type of the current instance. (Inherited from Object) |
| ToJson | Serializes this EWMA chart data to a JSON string. |
| ToString | Returns a string that represents the current object. (Inherited from Object) |