Table 4 Comparative analysis of control charts based on run length profile.
From: Adaptive multivariate dispersion control chart with application to bimetal thermostat data
δ |  | ARL | SDRL | P5th | P10th | P25th | P50th | P75th | P90th | P95th |
---|---|---|---|---|---|---|---|---|---|---|
0.25 | EWMA | 4.98 | 1.20 | 3 | 4 | 4 | 5 | 6 | 7 | 7 |
AEWMA-I | 3.98 | 1.15 | 2 | 2 | 3 | 4 | 5 | 5 | 6 | |
0.50 | EWMA | 12.37 | 6.41 | 5 | 6 | 8 | 11 | 15 | 21 | 25 |
AEWMA-I | 9.33 | 4.69 | 4 | 4 | 6 | 8 | 12 | 16 | 18 | |
0.75 | EWMA | 67.14 | 59.83 | 10 | 14 | 25 | 49 | 90 | 144 | 186 |
AEWMA-I | 34.43 | 21.57 | 6 | 9 | 18 | 31 | 47 | 64 | 75 | |
0.80 | EWMA | 108.66 | 101.03 | 12 | 18 | 37 | 78 | 149 | 240 | 310 |
AEWMA-I | 48.14 | 30.73 | 8 | 12 | 25 | 44 | 66 | 90 | 105 | |
0.85 | EWMA | 180.11 | 172.48 | 16 | 26 | 57 | 127 | 248 | 405 | 525 |
AEWMA-I | 71.97 | 48.03 | 10 | 18 | 37 | 64 | 97 | 136 | 163 | |
0.92 | EWMA | 351.54 | 347.76 | 23 | 42 | 104 | 245 | 483 | 802 | 1051 |
AEWMA-I | 151.91 | 121.29 | 15 | 31 | 66 | 122 | 205 | 311 | 390 | |
0.95 | EWMA | 407.42 | 399.80 | 26 | 48 | 122 | 285 | 562 | 933 | 1206 |
AEWMA-I | 237.34 | 213.39 | 18 | 38 | 88 | 177 | 322 | 515 | 658 | |
0.97 | EWMA | 420.31 | 414.69 | 27 | 49 | 124 | 292 | 581 | 962 | 1251 |
AEWMA-I | 317.89 | 302.00 | 19 | 43 | 106 | 228 | 434 | 709 | 921 | |
1.00 | EWMA | 369.81 | 361.77 | 24 | 45 | 112 | 260 | 510 | 845 | 1094 |
AEWMA-I | 370.25 | 352.14 | 21 | 48 | 121 | 265 | 510 | 829 | 1073 | |
1.03 | EWMA | 289.22 | 283.24 | 21 | 37 | 89 | 202 | 396 | 656 | 855 |
AEWMA-I | 273.53 | 246.38 | 19 | 42 | 100 | 205 | 373 | 592 | 759 | |
1.05 | EWMA | 236.42 | 231.21 | 18 | 31 | 72 | 165 | 325 | 538 | 701 |
AEWMA-I | 207.36 | 177.60 | 17 | 36 | 82 | 160 | 281 | 438 | 558 | |
1.08 | EWMA | 170.77 | 162.78 | 15 | 24 | 54 | 120 | 236 | 387 | 496 |
AEWMA-I | 140.57 | 111.18 | 14 | 28 | 61 | 115 | 190 | 284 | 358 | |
1.10 | EWMA | 139.25 | 133.78 | 13 | 21 | 44 | 98 | 191 | 313 | 407 |
AEWMA-I | 112.37 | 85.06 | 12 | 24 | 51 | 94 | 153 | 223 | 276 | |
1.15 | EWMA | 86.90 | 80.42 | 10 | 15 | 30 | 62 | 118 | 192 | 246 |
AEWMA-I | 72.92 | 52.63 | 9 | 16 | 34 | 62 | 99 | 143 | 173 | |
1.30 | EWMA | 32.59 | 27.00 | 6 | 8 | 14 | 25 | 43 | 67 | 86 |
AEWMA-I | 30.44 | 21.22 | 5 | 8 | 14 | 26 | 42 | 60 | 71 | |
1.75 | EWMA | 9.36 | 5.77 | 3 | 4 | 5 | 8 | 12 | 17 | 21 |
AEWMA-I | 9.04 | 5.80 | 3 | 3 | 5 | 8 | 12 | 17 | 21 | |
3.50 | EWMA | 3.09 | 1.29 | 2 | 2 | 2 | 3 | 4 | 5 | 6 |
AEWMA-I | 2.81 | 1.25 | 2 | 2 | 2 | 2 | 3 | 5 | 5 |