Process Analysis.Analyze EWMA Method
Performs an EWMA (Exponentially Weighted Moving Average) chart
analysis on the supplied observations.
Definition
Namespace: Numerics.NET.Statistics.ProcessControl
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.4.0
C#
A ProcessAnalysisResult<TChartData> containing chart data and diagnostics.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.4.0
public static ProcessAnalysisResult<EwmaChartData> AnalyzeEWMA(
Vector<double> observations,
double lambda,
double width = 3,
double? target = null,
double? sigma = null,
ControlRuleSet? ruleSet = null
)Parameters
- observations Vector<Double>
- The ordered sequence of individual measurements.
- 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.
- ruleSet ControlRuleSet (Optional)
- Optional rule set. Standard Shewhart rule sets (Nelson and WesternElectric) are not applicable to EWMA charts and will be rejected.
Return Value
ProcessAnalysisResult<EwmaChartData>A ProcessAnalysisResult<TChartData> containing chart data and diagnostics.
Exceptions
| Argument | observations is null. |
| Argument | The input is empty or contains non-finite values, or a Shewhart rule set was supplied. |
| Argument | lambda is not in (0, 1], or width is not positive, or an explicitly supplied sigma is not positive. |