θ

EEWMA

β

0.3

0.5

0.7

1

1.3

1.5

1.7

2

3

λ 1 = 0.3

0.6

190.04

866.26

1471.88

348.22

110.59

65.91

44.45

28.65

12.43

λ 2 = 0.03

0.8

37.38

150.36

484.85

481.86

116.18

59.41

36.58

21.61

8.70

ρ M = 2.945

1

17.26

62.22

211.42

504.43

110.21

50.04

28.72

16.32

6.42

1.5

6.52

19.53

69.90

402.12

79.05

29.31

15.75

8.82

3.64

2

3.81

10.17

36.99

325.82

51.81

17.70

9.63

5.56

2.46

3

1.99

4.64

16.04

259.26

23.12

8.31

4.84

3.00

1.52

4

1.33

2.85

9.06

231.87

12.55

5.00

3.08

2.00

1.19

λ 1 = 0.3

0.6

169.80

795.58

1442.99

341.67

107.76

64.09

43.36

27.96

12.25

λ 2 = 0.05

0.8

35.09

140.50

467.11

480.06

113.22

58.04

35.69

21.19

8.62

ρ M = 2.943

1

16.64

58.76

202.54

504.53

107.70

48.76

28.08

16.05

6.39

1.5

6.49

18.86

66.67

397.74

76.75

28.64

15.51

8.75

3.65

2

3.85

9.99

35.49

319.58

50.28

17.40

9.55

5.57

2.48

3

2.02

4.66

15.59

252.74

22.59

8.28

4.86

3.02

1.53

4

1.34

2.89

8.93

224.88

12.40

5.02

3.10

2.02

1.19