Software

StatisticalProcessMonitoring.jl

StatisticalProcessMonitoring.jl is a comprehensive Julia package for Statistical Process Monitoring, which provides users with tools for monitoring the stability of sequential processes.

This package implements a number of univariate and multivariate control charts, as well as control charts for monitoring partially-observed processes, profiles, and support for multi-chart designs.

Various type of control limits are implemented, with dedicated algorithms for estimating their values based on common metrics such as in-control average run length and in-control run length quantiles.

Hyperparameter tuning is supported via a native grid search implementation, as well as black-box optimization with an interface to the NLopt Julia package.

To install and use the latest release in Julia:

using Pkg
Pkg.add("StatisticalProcessMonitoring")
using StatisticalProcessMonitoring