ProcessAnalysis.AnalyzeEWMA 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#
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

ArgumentNullExceptionobservations is null.
ArgumentException The input is empty or contains non-finite values, or a Shewhart rule set was supplied.
ArgumentOutOfRangeExceptionlambda is not in (0, 1], or width is not positive, or an explicitly supplied sigma is not positive.

See Also