spc_ewma — SPC change op

数据种类:signaltable

调用: import fullseye as fs; fs.ledger.spc_ewma(signal, target, lam=0.2, L=3.0, sigma=None)(要直接调用实现,import spc; spc.spc_ewma(signal, target, lam=0.2, L=3.0, sigma=None);从台账取用则 opsspc.get("spc_ewma"))

用法

> 该算子的说明尚无译文,以下照原文给出。

EWMA control chart for individual measurements (Roberts 1959).

`signal` is a 1-D series of individual measurements. With a reference value

`target (the in-control mean), a smoothing constant lam in (0, 1]` and

a control-limit width `L` (in sigmas), the exponentially weighted moving

average and its time-varying limits are::

z_i = lam * x_i + (1 - lam) * z_{i-1}, z_0 = target

var_i = sigma^2 * (lam / (2 - lam)) * (1 - (1 - lam) ** (2 (i + 1)))

UCL_i / LCL_i = target +/- L * sqrt(var_i)

`sigma is the process standard deviation; if None` it is estimated from the

series as the sample std (`ddof=1`). The limits widen from the first sample to

the asymptote `target +/- L * sigma * sqrt(lam / (2 - lam))`. EWMA, like CUSUM,

catches small sustained shifts that a single-point Shewhart chart misses; `lam`

trades memory (small = long memory, sensitive to small shifts) against speed.

Returns a dict with the `z / ucl / lcl arrays, the integer alarms`

indices (`z_i outside its limits), the first alarm index (or -1`), the

asymptotic `ucl_inf / lcl_inf, and the echoed target / lam / L`

/ `sigma / in_control`.

Ground truth (pinned in the tests): a series constant at `target` keeps

`z == target with no alarm; z is exactly the recursion above; ucl`

increases monotonically toward `ucl_inf; with lam = 1` the chart reduces to

a Shewhart individuals chart (`z == x, limits constant at `target +/- L

sigma``).

Raises `ValueError`: a non-1-D / empty *signal*, a non-finite

*target* / *lam* / *L*, `lam outside (0, 1]`, a non-positive *L*, a

non-finite or non-positive *sigma*, or (when estimating) a constant series whose

sample std is zero.

参考(示例数据・文献)

• 示例数据目录(下载 URL / 许可证) —— 2-D 用 skimage.data(BSD/公有领域)加合成图,3-D 给出真实数据源(Stanford/PDS 等)的下载 URL。

• 算子来历与参考文献 —— 该算子族所依据的研究/方法出处。

• 算法的正典(作者・年份)与用途见上面的族使用指南

可运行的示例(实际调用该算子并已验证的样例)

poc_spcpy -3.11 examples/poc_spc.py

类型可衔接的下一个算子(可接受 table 作为输入)

同类别(change)

spc_cusum


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© 2026 Kazufumi Furuse — Fullseye operator documentation. Licensed under Apache-2.0.