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Add basic Cusum #6

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6 of 10 tasks
jchester opened this issue Jun 30, 2024 · 2 comments
Open
6 of 10 tasks

Add basic Cusum #6

jchester opened this issue Jun 30, 2024 · 2 comments
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@jchester
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jchester commented Jun 30, 2024

  • Cumulative sum (Cₙ)
  • Upper cumulative sum (C⁺)
  • Lower cumulative sum (C⁻)
  • Allow different values of allowance (K) and decision interval (H) for C⁺ and C⁻
  • Rename individual_measurement_statistics_ewma as it is now used in Cusum calculations as well.
  • Add documentary comments
  • Deal with multi-measurement samples (right now it is written for individual measurements).
    • Add Hawkins & Olwell data
    • Update documentary comments
  • Update readme

I won't do fast initial response in this one, but may reserve it for later. No intention of ever trying figure out how to do a V-mask procedure.

@jchester
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N⁺/N⁻ have almost the same problem as C⁺/C⁻ had, which is that the ideal solution would be a field that is defined in terms of itself. They also share that if PostgreSQL had a reset when on window functions, as Teradata does, the problem would be much easier to solve.

For now I am going to break out N⁺/N⁻ into their own issue so that I can move on to configurable decision intervals (H).

@jchester
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jchester commented Sep 8, 2024

I think it would be best to hold off on this until #22 is done, because the way that sample averages are joined will change substantially.

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