EEWMA

EWMA

DEWMA

${\lambda }_1=0.1$

${\lambda }_2=0.02$

${\lambda }_2=0.03$

${\lambda }_2=0.05$

$\lambda =0.1$

$\lambda =0.1$

${\rho }_M=2.693$

${\rho }_M=2.690$

${\rho }_M=2.687$

${\rho }_E=2.686$

${\rho }_D=2.201$

k

ARL

ARL

ARL

ARL

ARL

0.1

3.81

3.93

4.52

5.49

8.78

0.2

6.07

6.18

6.84

7.84

10.75

0.3

9.12

9.18

9.77

11.03

13.13

0.4

13.77

13.66

14.09

16.08

16.62

0.5

21.81

21.32

21.03

24.95

22.44

0.6

36.61

35.01

33.28

41.90

33.57

0.8

139.07

132.24

119.72

154.95

117.25

1

370.03

369.91

369.89

369.98

370.03

1.2

112.51

108.67

101.56

123.37

116.04

1.5

32.05

31.28

30.43

36.96

37.98

1.7

20.10

19.69

19.54

23.68

26.11

1.9

14.44

14.29

14.33

17.55

20.63

3

5.56

5.57

5.82

7.87

11.44

5

2.95

2.97

3.13

4.72

8.06

7

2.23

2.25

2.37

3.69

6.85