According to the following Mathematica reference
http://reference.wolfram.com/language/tutorial/NIntegrateIntegrationStrategies.html#112801667
I know that
“If it is known where the singularities occur, they can be specified in the ranges of integration, or through the option Exclusions.”
I would like to get to know other methods which can be useful for me. It can be limited to a single integral.