Time Series API Reference
Functions
ChemometricsTools.RollingWindow
— Method.RollingWindow(samples::Int,windowsize::Int,skip::Int)
Creates a RollingWindow iterator from a number of samples
and a static windowsize
where every iteration skip
steps are skipped. The iterator can be used in for loops to iteratively return indices of a dynamic rolling window.
ChemometricsTools.RollingWindow
— Method.RollingWindow(samples::Int,windowsize::Int)
Creates a RollingWindow iterator from a number of samples
and a static windowsize
. The iterator can be used in for loops to iteratively return indices of a dynamic rolling window.
ChemometricsTools.EWMA
— Method.EWMA(Initial::Float64, Lambda::Float64) = ewma(Lambda, Initial, Initial, RunningVar(Initial))
Constructs an exponentially weighted moving average object from an vector of scalar property values Initial
and the decay parameter Lambda
. This computes the running statistcs neccesary for creating the EWMA model using the interval provided and updates the center value to the mean of the provided values.
ChemometricsTools.EWMA
— Method.EWMA(Initial::Float64, Lambda::Float64) = ewma(Lambda, Initial, Initial, RunningVar(Initial))
Constructs an exponentially weighted moving average object from an initial scalar property value Initial
and the decay parameter Lambda
. This defaults the center value to be the initial value.
ChemometricsTools.Limits
— Method.Limits(P::ewma; k = 3.0)
This function returns the upper and lower control limits with a k
span of variance for an EWMA object P
.
ChemometricsTools.Variance
— Method.Variance(P::ewma)
This function returns the EWMA control variance.
ChemometricsTools.ewma
— Method.EWMA(P::ewma)(New; train = true)
Provides an EWMA score for a New
scalar value. If train == true
the model is updated to include this new value.
ChemometricsTools.ChangeCenter
— Method.ChangeCenter(P::ewma, new::Float64)
This is a convenience function to update the center of a P
EWMA model, to a new
scalar value.