JMSLTM Numerical Library 6.1

com.imsl.chart.qc
Class EWMA

java.lang.Object
  extended by com.imsl.chart.AbstractChartNode
      extended by com.imsl.chart.ChartNode
          extended by com.imsl.chart.Data
              extended by com.imsl.chart.qc.ShewhartControlChart
                  extended by com.imsl.chart.qc.EWMA
All Implemented Interfaces:
Serializable, Cloneable

public class EWMA
extends ShewhartControlChart

EWMA is an exponentially weighted moving average control chart.

The EWMA statistic is given by

mbox{EWMA}_t = lambda x_t + (1-lambda) mbox{EWMA}_{t-1}

where x_t is the observation at time t and 0 lt lambda le 1 is the decay parameter which determines the depth of memory of EWMA.

See Also:
Example, NIST Engineering Statistics Handbook: EWMA Control Charts, Serialized Form

Field Summary
 
Fields inherited from class com.imsl.chart.qc.ShewhartControlChart
d2, d3
 
Fields inherited from class com.imsl.chart.ChartNode
AXIS_X_TOP, AXIS_Y_RIGHT, BAR_TYPE_HORIZONTAL, BAR_TYPE_VERTICAL, DASH_PATTERN_DASH, DASH_PATTERN_DASH_DOT, DASH_PATTERN_DOT, DASH_PATTERN_SOLID, DATA_TYPE_FILL, DATA_TYPE_LINE, DATA_TYPE_MARKER, DATA_TYPE_PICTURE, DATA_TYPE_TUBE, DENDROGRAM_TYPE_HORIZONTAL, DENDROGRAM_TYPE_VERTICAL, FILL_TYPE_GRADIENT, FILL_TYPE_NONE, FILL_TYPE_PAINT, FILL_TYPE_SOLID, LABEL_TYPE_PERCENT, MARKER_TYPE_ASTERISK, MARKER_TYPE_CIRCLE_CIRCLE, MARKER_TYPE_CIRCLE_PLUS, MARKER_TYPE_CIRCLE_X, MARKER_TYPE_DIAMOND_PLUS, MARKER_TYPE_FILLED_CIRCLE, MARKER_TYPE_FILLED_DIAMOND, MARKER_TYPE_FILLED_SQUARE, MARKER_TYPE_FILLED_TRIANGLE, MARKER_TYPE_HOLLOW_CIRCLE, MARKER_TYPE_HOLLOW_DIAMOND, MARKER_TYPE_HOLLOW_SQUARE, MARKER_TYPE_HOLLOW_TRIANGLE, MARKER_TYPE_OCTAGON_PLUS, MARKER_TYPE_OCTAGON_X, MARKER_TYPE_PLUS, MARKER_TYPE_SQUARE_PLUS, MARKER_TYPE_SQUARE_X, MARKER_TYPE_X, TEXT_X_CENTER, TEXT_X_LEFT, TEXT_X_RIGHT, TEXT_Y_BOTTOM, TEXT_Y_CENTER, TEXT_Y_TOP
 
Fields inherited from class com.imsl.chart.AbstractChartNode
AUTOSCALE_DATA, AUTOSCALE_DENSITY, AUTOSCALE_NUMBER, AUTOSCALE_OFF, AUTOSCALE_WINDOW, AXIS_X, AXIS_Y, AXIS_Z, LABEL_TYPE_NONE, LABEL_TYPE_TITLE, LABEL_TYPE_X, LABEL_TYPE_Y, LABEL_TYPE_Z, TRANSFORM_CUSTOM, TRANSFORM_LINEAR, TRANSFORM_LOG
 
Constructor Summary
EWMA(AxisXY axis, double[] x, double lambda)
          Creates an exponentially weighted moving average chart.
EWMA(AxisXY axis, double[] data, double lambda, double expectedMean, double expectedStandardDeviation)
          Creates an exponentially weighted moving average chart using the given values for the expected mean and standard deviation.
 
Method Summary
 double getLambda()
          Returns the value of the attribute "Lambda".
 void prePaint()
          Setup chart with current settings.
 void setLambda(double lambda)
          Sets the value of the attribute "Lambda".
 
Methods inherited from class com.imsl.chart.qc.ShewhartControlChart
addCenterLine, addControlLimit, addLowerControlLimit, addUpperControlLimit, addWecoLimits, dataRange, getCenter, getCenterLine, getControlData, getLowerControlLimit, getMeanSampleSize, getSampleSize, getUpperControlLimit, paint, removeControlLimit, setCenter, setData, setData, setSampleSize, setSampleSize, setX
 
Methods inherited from class com.imsl.chart.Data
formatLabel
 
Methods inherited from class com.imsl.chart.ChartNode
addPickListener, firePickListeners, getALT, getAxis, getBackground, getBarGap, getBarType, getBarWidth, getChart, getChartTitle, getChildren, getClipData, getComponent, getConcatenatedViewport, getDataType, getDoubleBuffering, getExplode, getFillOutlineColor, getFillOutlineType, getFillPaint, getFillType, getGradient, getHREF, getLegend, getLineDashPattern, getMarkerDashPattern, getMarkerThickness, getMarkerType, getParent, getReference, getScreenAxis, getScreenSize, getScreenViewport, getSize, getSkipWeekends, getTextAngle, getTextColor, getTitle, getToolTip, getViewport, isBitSet, removePickListener, setALT, setBarGap, setBarType, setBarWidth, setChartTitle, setClipData, setCustomTransform, setDataType, setDoubleBuffering, setExplode, setFillOutlineColor, setFillOutlineColor, setFillOutlineType, setFillPaint, setFillPaint, setFillPaint, setFillType, setGradient, setGradient, setGradient, setHREF, setImage, setLineDashPattern, setMarkerDashPattern, setMarkerThickness, setMarkerType, setReference, setScreenSize, setSize, setSkipWeekends, setTextAngle, setTextColor, setTextColor, setTitle, setTitle, setToolTip, setViewport, setViewport
 
Methods inherited from class com.imsl.chart.AbstractChartNode
clone, clone, clone, clone, getAbstractParent, getAttribute, getAutoscaleInput, getAutoscaleMinimumTimeInterval, getAutoscaleOutput, getBooleanAttribute, getChildList, getColorAttribute, getCustomTransform, getDensity, getDoubleAttribute, getFillColor, getFont, getFontName, getFontSize, getFontStyle, getImage, getIntegerAttribute, getLabelType, getLightColor, getLineColor, getLineWidth, getLocale, getMarkerColor, getMarkerSize, getName, getNumber, getPaint, getStringAttribute, getTextFormat, getTickLength, getTransform, getX, getY, isAncestorOf, isAttributeSet, isAttributeSetAtThisNode, parseColor, remove, setAttribute, setAutoscaleInput, setAutoscaleMinimumTimeInterval, setAutoscaleOutput, setDensity, setFillColor, setFillColor, setFont, setFontName, setFontSize, setFontStyle, setImage, setLabelType, setLightColor, setLightColor, setLineColor, setLineColor, setLineWidth, setLocale, setMarkerColor, setMarkerColor, setMarkerSize, setName, setNumber, setPaint, setTextFormat, setTextFormat, setTickLength, setTransform, setX, setY, toString
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
 

Constructor Detail

EWMA

public EWMA(AxisXY axis,
            double[] x,
            double lambda)
Creates an exponentially weighted moving average chart. The expected mean and standard deviation are computed from the sample data.

Parameters:
axis - the AxisXY parent of this node
x - is an array containing the data.
lambda - is the decay parameter. It is usually between 0.2 and 0.3.
Throws:
IllegalArgumentException - is thrown if 0 lt lambda le 1 does not hold.

EWMA

public EWMA(AxisXY axis,
            double[] data,
            double lambda,
            double expectedMean,
            double expectedStandardDeviation)
Creates an exponentially weighted moving average chart using the given values for the expected mean and standard deviation.

Parameters:
axis - the AxisXY parent of this node
data - is an array containing data.
lambda - is the decay parameter. It is usually between 0.2 and 0.3.
expectedMean - is the expected mean of the data.
expectedStandardDeviation - is the expected standard deviation of the data.
Throws:
IllegalArgumentException - is thrown if 0 lt lambda le 1 does not hold.
Method Detail

getLambda

public double getLambda()
Returns the value of the attribute "Lambda". This is the decay parameter.

Returns:
the value of the attribute "Lambda". Its default value is 0.25.

prePaint

public void prePaint()
Setup chart with current settings.

Overrides:
prePaint in class ChartNode

setLambda

public void setLambda(double lambda)
Sets the value of the attribute "Lambda". This is the decay parameter. Its default value is 0.25.

Parameters:
lambda - is the value of the attribute "Lambda".

JMSLTM Numerical Library 6.1

Copyright © 1970-2010 Visual Numerics, Inc.
Built July 30 2010.