StatisticalProcessMonitoring
Documentation for StatisticalProcessMonitoring, a package for Statistical Process Monitoring.
Package features
Control charts
- Univariate Shewhart, EWMA, AEWMA, CUSUM, adaptive CUSUM control charts.
- Multivariate Shewhart, MEWMA, MAEWMA, MCUSUM, AMCUSUM control charts.
- Control charts for monitoring the variance-covariance matrix.
- Control charts based on data categorization for monitoring the process mean.
- Control charts for partially-observed data streams.
- Control charts for profile monitoring.
- Support for multi-chart monitoring schemes.
Control limits
- Classical one-sided and two-sided fixed control limits.
- Deterministic time-varying control limits.
- Dynamic control limits based on bootstrap with constat false-alarm rate.
Control limit design
- Classical and improved bisection methods.
- Stochastic approximation algorithms.
- Support for in-control ARL and in-control run length quantiles.
- Support for multi-chart control limit design.
Hyperparameter tuning
- Optimization of control chart parameters for user-defined out-of-control scenarios.
- Algorithms based on grid search and nonlinear optimizers.