Table 5 ATS values between Gamma EWMA VSI and AEWMA VSI charts for \(\alpha = \left\{ {1,3,5,10} \right\}\) under various \(h_{1}\) with fixed \(h_{2} { = 0}{\text{.1}}\) and \(c = 0.9\).
|  | α=1 |  | α=3 | ||||||
|---|---|---|---|---|---|---|---|---|---|
EWMA | AEWMA | EWMA | AEWMA | ||||||
\(h_{1} /\lambda\) | 0.05 | 0.1 | 0.2 | \(\phi = 0.1\) | \(h_{1} /\lambda\) | 0.05 | 0.1 | 0.2 | \(\phi = 0.1\) |
1.25 | 75.97 | 84.21 | 93.89 | 52.97 | 1.25 | 29.26 | 32.80 | 42.17 | 21.36 |
1.5 | 73.37 | 81.97 | 92.18 | 49.83 | 1.5 | 27.31 | 30.69 | 40.09 | 19.36 |
1.75 | 72.18 | 80.96 | 91.36 | 48.37 | 1.75 | 26.54 | 29.77 | 39.12 | 18.44 |
2 | 71.57 | 80.36 | 90.95 | 47.41 | 2 | 26.16 | 29.22 | 38.56 | 18.10 |
2.5 | 71.07 | 79.69 | 90.46 | 47.07 | 2.5 | 25.77 | 28.71 | 37.99 | 18.14 |
3 | 70.80 | 79.45 | 90.31 | 47.11 | 3 | 25.63 | 28.46 | 37.66 | 18.21 |
4 | 70.50 | 79.28 | 90.21 | 47.44 | 4 | 25.50 | 28.21 | 37.35 | 18.40 |
|  | α=5 |  | α=10 | ||||||
|---|---|---|---|---|---|---|---|---|---|
EWMA | AEWMA | EWMA | AEWMA | ||||||
\(h_{1} /\lambda\) | 0.05 | 0.1 | 0.2 | \(\phi = 0.1\) | \(h_{1} /\lambda\) | 0.05 | 0.1 | 0.2 | \(\phi = 0.1\) |
1.25 | 18.88 | 19.73 | 25.28 | 13.61 | 1.25 | 10.80 | 9.70 | 11.48 | 7.06 |
1.5 | 17.37 | 18.16 | 23.30 | 12.49 | 1.5 | 9.93 | 9.13 | 10.31 | 6.71 |
1.75 | 16.83 | 17.46 | 22.49 | 11.99 | 1.75 | 9.58 | 8.72 | 9.79 | 6.59 |
2 | 16.58 | 17.09 | 22.03 | 11.82 | 2 | 9.40 | 8.50 | 9.50 | 6.67 |
2.5 | 16.34 | 16.73 | 21.55 | 12.06 | 2.5 | 9.25 | 8.25 | 9.20 | 6.98 |
3 | 16.25 | 16.54 | 21.34 | 12.19 | 3 | 9.14 | 8.14 | 9.05 | 7.11 |
4 | 16.19 | 16.38 | 21.14 | 12.60 | 4 | 9.08 | 8.04 | 8.93 | 7.53 |