kstats-core/org.oremif.kstats.descriptive/EwmaResult

EwmaResult

data class EwmaResult(val smoothedValues: DoubleArray, val ucl: DoubleArray, val lcl: DoubleArray, val outOfControl: IntArray)(source)

Results of an EWMA (Exponentially Weighted Moving Average) control chart analysis.

Holds the per-observation smoothed statistic Zₜ and the time-varying upper and lower control limits, together with the indices of all observations at which the smoothed statistic fell outside its control limits.

Constructors

EwmaResult

constructor(smoothedValues: DoubleArray, ucl: DoubleArray, lcl: DoubleArray, outOfControl: IntArray)

Properties

lcl

val lcl: DoubleArray

the sequence of lower control limits LCLₜ, one entry per observation.

outOfControl

val outOfControl: IntArray

the zero-based indices of observations whose smoothed statistic Zₜ is strictly above ucl or strictly below lcl. Empty when the process stays in control.

smoothedValues

val smoothedValues: DoubleArray

the sequence of exponentially weighted moving averages Zₜ, one entry per observation.

ucl

val ucl: DoubleArray

the sequence of upper control limits UCLₜ, one entry per observation. The limits widen with t and approach their steady-state value.