EEWMA

EWMA

DEWMA

${\lambda }_1=0.5$

${\lambda }_2=0.03$

${\lambda }_2=0.05$

${\lambda }_2=0.08$

${\lambda }_2=0.25$

$\lambda =0.5$

$\lambda =0.5$

${\rho }_M=2.837$

${\rho }_M=2.835$

${\rho }_M=2.832$

${\rho }_M=2.801$

${\rho }_E=2.838$

${\rho }_D=2.838$

k

ARL

ARL

ARL

ARL

ARL

ARL

0.1

6.48

6.44

6.41

6.99

6.6662

4.7148

0.2

15.36

15.02

14.58

13.47

16.05

8.95

0.3

32.26

31.30

30.07

24.73

33.8450

17.0718

0.4

61.45

59.91

57.48

45.16

64.35

33.15

0.5

107.46

104.76

101.14

79.82

110.1040

60.7573

0.6

175.34

171.78

167.18

139.03

180.03

109.02

0.8

386.32

384.41

383.02

356.76

386.78

296.26

1

369.91

369.95

369.99

370.09

370.1477

370.0639

1.2

151.91

151.04

149.28

137.36

152.8318

157.6741

1.5

48.58

48.17

47.18

43.02

49.7738

48.5871

1.7

28.55

28.28

27.98

26.29

29.4905

28.9108

1.9

19.52

19.40

19.11

18.04

20.1761

19.9038

3

6.30

6.28

6.27

6.50

6.6854

7.1250

5

3.11

3.11

3.11

3.35

3.3368

3.8819

7

2.31

2.31

2.32

2.50

2.4999

3.0041