EEWMA

EWMA

DEWMA

${\lambda }_1=0.3$

${\lambda }_2=0.03$

${\lambda }_2=0.05$

${\lambda }_2=0.08$

$\lambda =0.3$

$\lambda =0.3$

${\rho }_M=2.854$

${\rho }_M=2.853$

${\rho }_M=2.851$

${\rho }_E=2.854$

${\rho }_D=2.677$

k

ARL

ARL

ARL

ARL

ARL

0.1

4.60

4.65

4.79

4.97

5.11

0.2

8.40

8.33

8.30

8.97

7.29

0.3

14.94

14.52

14.03

16.19

11.03

0.4

27.55

26.41

24.72

29.94

18.00

0.5

50.56

48.32

44.95

55.40

31.81

0.6

92.24

87.79

81.71

99.21

58.84

0.8

272.64

266.96

258.94

283.28

206.70

1

369.99

370.03

370.00

369.98

369.98

1.2

143.79

141.29

138.11

148.78

144.28

1.5

42.31

41.30

40.15

44.99

42.77

1.7

25.25

24.75

24.19

26.92

26.35

1.9

17.28

16.98

16.62

18.65

18.73

3

6.05

6.04

6.04

6.83

7.80

5

3.09

3.10

3.13

3.67

4.74

7

2.32

2.33

2.35

2.79

3.82