EWMA Class

EWMA is an exponentially weighted moving average control chart.

For a list of all members of this type, see EWMA Members.

System.Object
   Imsl.Chart2D.AbstractChartNode
      Imsl.Chart2D.ChartNode
         Imsl.Chart2D.Data
            Imsl.Chart2D.QC.ShewhartControlChart
               Imsl.Chart2D.QC.EWMA

public class EWMA : ShewhartControlChart

Thread Safety

Public static (Shared in Visual Basic) members of this type are safe for multithreaded operations. Instance members are not guaranteed to be thread-safe.

Remarks

The EWMA statistic is given by

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

where

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

Requirements

Namespace: Imsl.Chart2D.QC

Assembly: ImslCS (in ImslCS.dll)

EWMA Class

Thread Safety

Remarks

Requirements

See Also