EWMA is an exponentially weighted moving average control chart.

Namespace: Imsl.Chart2D.QC
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
[SerializableAttribute]
public class EWMA : ShewhartControlChart
Visual Basic (Declaration)
<SerializableAttribute> _
Public Class EWMA _
	Inherits ShewhartControlChart
Visual C++
[SerializableAttribute]
public ref class EWMA : public ShewhartControlChart

Remarks

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.

Inheritance Hierarchy

See Also