StatisticalProcessMonitoring.jl: Statistical Process Monitoring in Julia

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StatisticalProcessMonitoring.jl is a comprehensive 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 with a native grid search implementation, as well as black-box optimization.

To ensure the package loads quickly, two extensions are conditionally loaded only if needed:

• PlottingSPM.jl: functionalities for plotting the results of applying a control chart to a dataset. This extension can be loaded by running using Plots after loading the StatisticalProcessMonitoring.jl package.
• NLoptSPM.jl: functionalities for hyperparameter tuning using the NLopt package. This extension can be loaded by running using NLopt after loading the StatisticalProcessMonitoring.jl package.

The package is highly extensible and can incorporate custom monitoring statistics.