Table 7 Comparative analysis 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 | AEWMA-II | 2.30 | 0.77 | 2 | 2 | 2 | 2 | 2 | 3 | 4 |
AEWMA-I | 3.98 | 1.15 | 2 | 2 | 3 | 4 | 5 | 5 | 6 | |
0.50 | AEWMA-II | 6.99 | 6.03 | 2 | 2 | 2 | 5 | 9 | 15 | 19 |
AEWMA-I | 9.33 | 4.69 | 4 | 4 | 6 | 8 | 12 | 16 | 18 | |
0.75 | AEWMA-II | 45.53 | 49.31 | 2 | 2 | 9 | 30 | 65 | 110 | 145 |
AEWMA-I | 34.43 | 21.57 | 6 | 9 | 18 | 31 | 47 | 64 | 75 | |
0.80 | AEWMA-II | 74.84 | 82.11 | 2 | 2 | 14 | 49 | 107 | 182 | 239 |
AEWMA-I | 48.14 | 30.73 | 8 | 12 | 25 | 44 | 66 | 90 | 105 | |
0.85 | AEWMA-II | 126.63 | 140.00 | 2 | 3 | 23 | 83 | 181 | 309 | 408 |
AEWMA-I | 71.97 | 48.03 | 10 | 18 | 37 | 64 | 97 | 136 | 163 | |
0.92 | AEWMA-II | 289.50 | 326.00 | 2 | 4 | 52 | 187 | 413 | 716 | 944 |
AEWMA-I | 151.91 | 121.29 | 15 | 31 | 66 | 122 | 205 | 311 | 390 | |
0.95 | AEWMA-II | 377.24 | 423.62 | 2 | 5 | 68 | 241 | 540 | 933 | 1226 |
AEWMA-I | 237.34 | 213.39 | 18 | 38 | 88 | 177 | 322 | 515 | 658 | |
0.97 | AEWMA-II | 408.78 | 458.50 | 2 | 5 | 74 | 263 | 587 | 1004 | 1326 |
AEWMA-I | 317.89 | 302.00 | 19 | 43 | 106 | 228 | 434 | 709 | 921 | |
1.00 | AEWMA-II | 370.21 | 414.71 | 2 | 5 | 68 | 238 | 529 | 917 | 1210 |
AEWMA-I | 370.25 | 352.14 | 21 | 48 | 121 | 265 | 510 | 829 | 1073 | |
1.03 | AEWMA-II | 274.75 | 306.19 | 2 | 5 | 53 | 177 | 390 | 676 | 886 |
AEWMA-I | 273.53 | 246.38 | 19 | 42 | 100 | 205 | 373 | 592 | 759 | |
1.05 | AEWMA-II | 215.76 | 236.20 | 2 | 5 | 45 | 142 | 307 | 527 | 688 |
AEWMA-I | 207.36 | 177.60 | 17 | 36 | 82 | 160 | 281 | 438 | 558 | |
1.08 | AEWMA-II | 147.00 | 159.79 | 2 | 5 | 31 | 97 | 209 | 355 | 467 |
AEWMA-I | 140.57 | 111.18 | 14 | 28 | 61 | 115 | 190 | 284 | 358 | |
1.10 | AEWMA-II | 115.53 | 124.38 | 2 | 4 | 25 | 77 | 163 | 281 | 367 |
AEWMA-I | 112.37 | 85.06 | 12 | 24 | 51 | 94 | 153 | 223 | 276 | |
1.15 | AEWMA-II | 68.86 | 71.47 | 2 | 3 | 16 | 47 | 98 | 163 | 211 |
AEWMA-I | 72.92 | 52.63 | 9 | 16 | 34 | 62 | 99 | 143 | 173 | |
1.30 | AEWMA-II | 24.25 | 23.58 | 2 | 2 | 7 | 17 | 34 | 55 | 71 |
AEWMA-I | 30.44 | 21.22 | 5 | 8 | 14 | 26 | 42 | 60 | 71 | |
1.75 | AEWMA-II | 6.47 | 5.26 | 2 | 2 | 2 | 5 | 9 | 13 | 17 |
AEWMA-I | 9.04 | 5.90 | 2 | 3 | 5 | 8 | 12 | 17 | 21 | |
3.50 | AEWMA-II | 2.36 | 0.87 | 2 | 2 | 2 | 2 | 2 | 3 | 4 |
AEWMA-I | 2.81 | 1.25 | 2 | 2 | 2 | 2 | 3 | 5 | 5 |