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TS_chart_example.m
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TS_chart_example.m
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% TS CHART APPLICATION EXAMPLES %
% %
% The program gives four application examples of the TS chart. %
% %
% Copyright: Michael Pokojovy and J. Marcus Jobe (2020) %
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
cd 'lib/';
% Select the example index between 1 and 8
example_ind = 1;
switch (example_ind)
case 1
%% Example 1: Lucas & Crosier (1982) - IC case
run('../examples/example1_lucas_crosier.m');
case 2
%% Example 2: Lucas & Crosier (1982) - OC case
run('../examples/example2_lucas_crosier.m');
case 3
%% Example 3: Montgomery (2009) - TS plots
run('../examples/example1_montgomery.m');
case 4
%% Example 4: Montgomery (2009) - Signal processes
run('../examples/example2_montgomery.m');
case 5
%% Example 1: All-okay situation
n = 100;
x = randn(n, 1);
mu = 0;
sigma = 1;
alpha = 0.6;
all_ok_ARL = 750;
TSChart(x, mu, sigma, alpha, all_ok_ARL);
case 6
%% Example 2: Sustained shift: initial state
delta = 1.5;
n = 100;
x = randn(n, 1) + delta;
mu = 0;
sigma = 1;
alpha = 0.6;
all_ok_ARL = 750;
TSChart(x, mu, sigma, alpha, all_ok_ARL);
case 7
%% Example 3: Sustained shift: steady state
delta = 1.5;
steady_state_size = 10;
n = 100;
x = randn(n, 1) + delta*((1:n)' > steady_state_size);
mu = 0;
sigma = 1;
alpha = 0.6;
all_ok_ARL = 750;
TSChart(x, mu, sigma, alpha, all_ok_ARL);
case 8
%% Example 4: Lake Erie dataset
cd '../examples/datasets/';
dataset_lake_erie;
cd '../../lib';
x = x;
n = size(x, 1);
mu = mean(x);
sigma = 1.48/sqrt(2)*median(abs(x(2:end) - x(1:end-1)));
alpha = 0.6;
all_ok_ARL = 750;
TSChart(x, mu, sigma, alpha, all_ok_ARL);
end
cd '../';