mqr.spc.

MewmaParams

class mqr.spc.MewmaParams(mu: ndarray, cov: ndarray, lmda: float, limit: float, name: str = 'Multivariate EWMA')

MEWMA (multivaraite-EMWA) control parameters.

Tools for calculating the limit based on ARL and h4 are provided in mqr.spc.solve_arl and mqr.spc.solve_h4.

Attributes:

muarray_like

Desired process output means.

covarray_like

Covariance of process outputs.

lmdafloat

Smoothing factor.

limitfloat

Limit for the smoothed statistic, at the steady state.

namestr, optional

Name of the control method.

Methods

asdict()	Returns a dict representation of this class.
from_data(samples, limit, lmda)	Constructs MewmaParams from reference samples.
lcl(nobs)	Calculates the lower control limits for samples with sizes in nobs.
statistic(samples)	Exponentially weighted average of the samples.
target()	Desired distance (a function of the norm) of the process from mu.
ucl(nobs)	Calculates the upper control limits for samples with sizes in nobs.

Notes

This class uses dataframe columns to represent process outputs rather than observations within a sample. That is, each row contains measurements that were taken at the same time (or equivalent), and columns contain measurements for the different process dimensions.