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

  1. Significant values are in bold.