com.imsl.chart.qc

Class EWMA

java.lang.Object

com.imsl.chart.AbstractChartNode

com.imsl.chart.ChartNode

com.imsl.chart.Data

com.imsl.chart.qc.ShewhartControlChart

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

where is the observation at time t and 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

Constructors

Constructor and Description
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

Methods

Modifier and Type	Method and Description
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 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 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".