Module detection 

Change-point and shift detection.

Algorithms for detecting process mean shifts and trend changes.

Charts

• Cusum — Cumulative Sum chart (Page, 1954) for detecting small persistent shifts
• Ewma — Exponentially Weighted Moving Average chart (Roberts, 1959)

References

• Page, E.S. (1954). “Continuous Inspection Schemes”, Biometrika 41(1/2), pp. 100-115.
• Roberts, S.W. (1959). “Control Chart Tests Based on Geometric Moving Averages”, Technometrics 1(3), pp. 239-250.

Structs

Cusum

CUSUM chart parameters and state.

CusumResult

Result of CUSUM analysis for a single observation.

Ewma

EWMA chart parameters.

EwmaResult

Result of EWMA analysis for a single observation.