StatControlCharts.EWMAChart Method (TMtx, TVec, TSample, TVec, TVec, TSample, TSample)

Calculates the Exponential Weighted Moving Average (EWMA) control chart.

public EWMAChart(TMtx Data, TVec DrawVec, ref double CL, TVec UCL, TVec LCL, double r, double Confidence);

Parameters

Parameters	Description
Data	Data of grouped responses. Each row contais a response at specific time. It's asumed the rows are in time order.
DrawVec	Returns the calculated EWMA chart points.
CL	Returns EWMA chart center line.
r	Weighting constant that weights past and current information. If, for example, r=0.3, 70% of the weight will be given to past information and 30% to current information. Typically a r between 0.1 and 0.4 provides a reasonable balance between past and current information and 0.2 is very common in actual practice.
Confidence
LCL,UCL	Returns EWMA chart lower and upper control limits. . In this case UCL and LCL are constant (asymptote) limits.

Remarks

In this case UCL and LCL are not constant, but use an exact formula to calculate control limits for each point. It's worth noting that UCL and LCL values rapidly approach the asymptote value.

Related Topics

TQCSeries, Dew.Stats.Tee.QCSeries

C# Example

The following code will load data from file and create EWMA chart with r=0.25 and significance 95%:

using Dew.Math;
using Dew.Math.Units;
using Dew.Stats.Units;
namespace Dew.Examples
{
  private void Example(Steema.TeeChart.Styles.Line Series1, Steema.TeeChart.Styles.Line Series2,
    Steema.TeeChart.Styles.Line Series3)
  {
    Matrix data = new Matrix(0,0);
    Vector lcl = new Vector(0);
    Vector ucl = new Vector(0);
    double cl;
    data.LoadFromFile("ewma_data.vec");
    StatControlCharts.EWMAChart(data,drawvec,out cl,ucl,lcl,0.25,0.95);
    MtxVecTee.DrawValues(drawvec,Series1,0,1,false);
    // Series2 and Series3 are used for displaying control limits.
    MtxVecTee.DrawValues(lcl,Series2,0,1,false);
    MtxVecTee.DrawValues(ucl,Series3,0,1,false);
  }
}