Table 7 Simulation results of AEWMA FSI and AEWMA VSI charts with \(\alpha = 5\), \(\phi = 0.1\) and \(c = 0.9\).
| Â | \(X\) | \(Y\) | \(T\) | \(\hat{\delta }^{*}\) | \(\hat{\delta }^{{**}}\) | \(\tilde{\delta }\) | \(g{(}\tilde{\delta }{)}\) | \(W\) | \(h_{FSI}\) | \(h\) | \(h_{VSI}\) |
|---|---|---|---|---|---|---|---|---|---|---|---|
1 | 2.897 | 1.425 | − 0.768 | − 0.077 | − 0.768 | 0.768 | 0.2 | − 0.154 | 0 | 1.25 | 0 |
2 | 5.825 | 1.799 | 0.752 | 0.006 | 0.032 | 0.032 | 0.015 | − 0.140 | 1 | 1.25 | 1.25 |
3 | 6.479 | 1.864 | 1.017 | 0.107 | 0.395 | 0.395 | 0.1 | − 0.024 | 2 | 1.25 | 2.5 |
4 | 6.173 | 1.834 | 0.895 | 0.186 | 0.541 | 0.541 | 0.1 | 0.068 | 3 | 1.25 | 3.75 |
5 | 4.114 | 1.602 | − 0.049 | 0.162 | 0.397 | 0.397 | 0.1 | 0.056 | 4 | 1.25 | 5 |
6 | 3.082 | 1.455 | − 0.647 | 0.082 | 0.174 | 0.174 | 0.015 | 0.045 | 5 | 1.25 | 6.25 |
7 | 5.598 | 1.776 | 0.656 | 0.139 | 0.266 | 0.266 | 0.1 | 0.106 | 6 | 1.25 | 7.5 |
8 | 5.373 | 1.751 | 0.558 | 0.181 | 0.318 | 0.318 | 0.1 | 0.152 | 7 | 1.25 | 8.75 |
9 | 7.555 | 1.962 | 1.415 | 0.304 | 0.497 | 0.497 | 0.1 | 0.278 | 8 | 1.25 | 10 |
10 | 5.709 | 1.787 | 0.703 | 0.344 | 0.528 | 0.528 | 0.1 | 0.320 | 9 | 1.25 | 11.25 |
11 | 3.558 | 1.527 | − 0.357 | 0.274 | 0.399 | 0.399 | 0.1 | 0.253 | 10 | 1.25 | 12.5 |
12 | 2.305 | 1.321 | − 1.193 | 0.127 | 0.178 | 0.178 | 0.015 | 0.231 | 11 | 1.25 | 13.75 |
13 | 2.806 | 1.410 | − 0.829 | 0.032 | 0.043 | 0.043 | 0.015 | 0.215 | 12 | 1.25 | 15 |
14 | 6.961 | 1.909 | 1.200 | 0.149 | 0.193 | 0.193 | 0.015 | 0.230 | 13 | 1.25 | 16.25 |
15 | 9.933 | 2.150 | 2.177 | 0.351 | 0.443 | 0.443 | 0.1 | 0.425 | 14 | 0.1 | 17.5 |
16 | 5.708 | 1.787 | 0.703 | 0.387 | 0.475 | 0.475 | 0.1 | 0.453 | 15 | 0.1 | 17.6 |
17 | 1.991 | 1.258 | − 1.449 | 0.203 | 0.244 | 0.244 | 0.015 | 0.424 | 16 | 0.1 | 17.7 |
18 | 7.294 | 1.939 | 1.322 | 0.315 | 0.371 | 0.371 | 0.1 | 0.514 | 17 | 0.1 | 17.8 |
19 | 3.813 | 1.562 | − 0.212 | 0.262 | 0.303 | 0.303 | 0.1 | 0.441 | 18 | 0.1 | 17.9 |
20 | 3.870 | 1.570 | − 0.180 | 0.218 | 0.248 | 0.248 | 0.015 | 0.432 | 19 | 0.1 | 18 |
21 | 6.851 | 1.899 | 1.159 | 0.312 | 0.350 | 0.350 | 0.1 | 0.505 | 20 | 0.1 | 18.1 |
22 | 6.129 | 1.830 | 0.877 | 0.369 | 0.409 | 0.409 | 0.1 | 0.542 | 21 | 0.1 | 18.2 |
23 | 7.725 | 1.977 | 1.474 | 0.479 | 0.526 | 0.526 | 0.1 | 0.635 | 22 | 0.1 | 18.3 |
24 | 1.383 | 1.114 | − 2.034 | 0.228 | 0.248 | 0.248 | 0.015 | 0.595 | 23 | 0.1 | 18.4 |
25 | 3.502 | 1.519 | − 0.389 | 0.166 | 0.179 | 0.179 | 0.015 | 0.580 | 24 | 0.1 | 18.5 |
26 | 4.602 | 1.663 | 0.199 | 0.169 | 0.181 | 0.181 | 0.015 | 0.575 | 25 | 0.1 | 18.6 |
27 | 2.378 | 1.335 | − 1.137 | 0.039 | 0.041 | 0.041 | 0.015 | 0.549 | 26 | 0.1 | 18.7 |
28 | 7.751 | 1.979 | 1.484 | 0.183 | 0.193 | 0.193 | 0.015 | 0.563 | 27 | 0.1 | 18.8 |
29 | 4.719 | 1.677 | 0.256 | 0.191 | 0.200 | 0.200 | 0.015 | 0.558 | 28 | 0.1 | 18.9 |
30 | 4.447 | 1.644 | 0.123 | 0.184 | 0.192 | 0.192 | 0.015 | 0.552 | 29 | 0.1 | 19 |
31 | 5.780 | 1.795 | 0.733 | 0.239 | 0.248 | 0.248 | 0.015 | 0.555 | 30 | 0.1 | 19.1 |
32 | 6.491 | 1.865 | 1.021 | 0.317 | 0.328 | 0.328 | 0.1 | 0.601 | 31 | 0.1 | 19.2 |
33 | 10.128 | 2.164 | 2.234 | 0.509 | 0.525 | 0.525 | 0.1 | 0.765 | 32 | ** | 19.3 |
34 | 4.225 | 1.617 | 0.009 | 0.459 | 0.472 | 0.472 | 0.1 | 0.689 | Â | Â | Â |
35 | 7.299 | 1.940 | 1.324 | 0.545 | 0.559 | 0.559 | 0.1 | 0.753 | Â | Â | Â |
36 | 4.535 | 1.655 | 0.167 | 0.507 | 0.519 | 0.519 | 0.1 | 0.694 | Â | Â | Â |
37 | 7.076 | 1.920 | 1.243 | 0.581 | 0.593 | 0.593 | 0.1 | 0.749 | Â | Â | Â |
38 | 7.794 | 1.983 | 1.498 | 0.673 | 0.685 | 0.685 | 0.1 | 0.824 | Â | Â | Â |
39 | 6.591 | 1.875 | 1.060 | 0.711 | 0.723 | 0.723 | 0.1 | 0.847 | Â | Â | Â |
40 | 8.351 | 2.029 | 1.686 | 0.809 | 0.821 | 0.821 | 0.2 | 1.015 | Â | Â | Â |
41 | 7.328 | 1.942 | 1.334 | 0.861 | 0.873 | 0.873 | 0.2 | 1.079 | Â | Â | Â |
42 | 5.100 | 1.721 | 0.435 | 0.819 | 0.829 | 0.829 | 0.2 | 0.950 | Â | Â | Â |
43 | 3.162 | 1.468 | − 0.596 | 0.677 | 0.685 | 0.685 | 0.1 | 0.795 |  |  |  |
44 | 6.173 | 1.834 | 0.895 | 0.699 | 0.706 | 0.706 | 0.1 | 0.805 | Â | Â | Â |
45 | 11.816 | 2.278 | 2.698 | 0.899 | 0.907 | 0.907 | 0.2 | 1.184 | Â | Â | Â |
46 | 7.537 | 1.961 | 1.409 | 0.950 | 0.957 | 0.957 | 0.2 | 1.229 | Â | Â | Â |
47 | 7.413 | 1.950 | 1.365 | 0.991 | 0.998 | 0.998 | 0.2 | 1.256 | Â | Â | Â |
48 | 6.217 | 1.839 | 0.913 | 0.984 | 0.990 | 0.990 | 0.2 | 1.187 | Â | Â | Â |
49 | 7.568 | 1.963 | 1.420 | 1.027 | 1.033 | 1.033 | 0.25 | 1.246 | Â | Â | Â |
50 | 4.084 | 1.598 | − 0.065 | 0.918 | 0.923 | 0.923 | 0.2 | 0.983 |  |  |  |