StatControlCharts.EWMAChart Function

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

Pascal

procedure EWMAChart(const Data: TMtx; const DrawVec: TVec; out CL: double; UCL: TVec; LCL: TVec; r: double = 0.3; Confidence: double = 0.997); overload;

File

StatControlCharts

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.
UCL	Returns EWMA chart upper control limits. In this case UCL and LCL are constant (asymptote) limits.
LCL	Returns EWMA chart lower control limits. In this case UCL and LCL are constant (asymptote) limits.
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

Description

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.

See Also

TQCSeries, Dew.Stats.Tee.QCSeries

Example

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

uses MtxExpr, Math387, StatControlCharts, MtxVecTee, StatSeries;
procedure Example;
var CL: double;
  UCL, LCL, DrawVec: Vector;
  Data: Matrix
  Confidence: double;
begin
  Data.LoadFromFile('ewma_data.mtx');
  EWMAChart(Data,DrawVec,CL,UCL,LCL,0.25,0.95);
  DrawValues(DrawVec,Series1);
  // Series2 and Series3 are line series used for displaying control limits
  DrawValues(UCL,Series2);
  DrawValues(LCL,Series3);
end;

#include "MtxExpr.hpp"
#include "Math387.hpp"
#include "StatControlCharts.hpp"
#include "MtxVecTee.hpp"
#include "StatSeries.hpp"
void __fastcall  Example(TLineSeries* Series1, TLineSeries* Series2,
  TLineSeries* Series3)
{
  sVector ucl,lcl,drawvec;
  sMatrix data;
  double cl;

  data.LoadFromFile("ewma_data.mtx");
  EWMAChart(data,drawvec,cl,ucl,lcl,0.25,0.95);
  DrawValues(drawvec,Series1,0,1,false);
  // Series2 and Series3 are used for displaying control limits.
  DrawValues(lcl,Series2,0,1,false);
  DrawValues(ucl,Series3,0,1,false);
}

StatControlCharts, Functions, Example, See Also

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