EEWMA

EWMA

DWMA

${\lambda }_1=0.05$

${\lambda }_2=0.01$

${\lambda }_2=0.02$

${\lambda }_2=0.03$

$\lambda =0.05$

$\lambda =0.05$

$\rho =2.502$

$\rho =2.482$

$\rho =2.463$

$\rho =2.491$

$\rho =1.867$

k

ARL

ARL

ARL

ARL

ARL

0.1

3.35

3.61

4.37

6.48

12.70

0.2

5.25

5.53

6.46

8.82

15.18

0.3

7.85

8.00

9.00

11.80

17.94

0.4

11.67

11.65

12.60

16.07

21.50

0.5

17.92

17.51

18.11

22.77

26.65

0.6

28.76

27.68

27.40

34.56

35.46

0.8

104.87

96.05

88.89

117.14

98.51

1

370.00

369.90

369.96

370.04

370.00

1.2

96.65

91.43

86.67

110.36

108.84

1.5

28.50

27.49

26.77

35.96

41.10

1.7

18.01

17.49

17.51

24.39

30.49

1.9

13.12

12.76

12.94

18.77

25.30

3

5.09

5.07

5.39

9.10

15.80

5

2.74

2.78

2.97

5.61

11.65

7

2.09

2.13

2.27

4.42

10.03