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研究生: 謝至芬
論文名稱: 用拔靴法建構無母數剖面資料監控之信賴帶
Nonparametric profile monitoring via bootstrap percentile confidence bands
指導教授: 洪英超
學位類別: 碩士
Master
系所名稱: 商學院 - 統計學系
Department of Statistics
論文出版年: 2011
畢業學年度: 99
語文別: 中文
論文頁數: 54
中文關鍵詞: 無母數剖面資料監控B-spline區塊拔靴法信賴帶曲線深度
外文關鍵詞: Nonparametric profile monitoring, B-spline, block bootstrap, confidence band, curve depth
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  • 近年來剖面資料的監控在統計製程控制中有很大範圍的應用。在這篇論文裡,我們針對監控無母數剖面資料提出一個實務上的操作方法。這個操作方法有下列這些重要的特色:(1)使用一個靈活且有計算效率的無母數模型B-spline來描述反應變數與解釋變數的關係;(2)一般迴歸模型中之殘差結構假設是不需要的;(3)允許剖面資料內之觀測值間具有相關性之結構。最後,我們利用一個無線偵測器的實際資料來評估所提出方法的效率。


    Profile monitoring has received increasingly attention in a wide range of applications in statistical process control (SPC). In this work, we propose a practical proposed guide which has the following important features: (i) a flexible and computationally efficient smoothing technique, called the B-spline, is employed to describe the relationship between the response variable and the explanatory variable(s); (ii) the usual structural assumptions on the residuals are not require; and (iii) the dependence structure for the within-profile observations is appropriately accommodated. Finally, a real data set from a wireless sensor is used to evaluate the efficiency of our proposed method.

    第一章 導論 1
    第二章 無母數剖面資料監控方法 3
    第一節 資料清潔 (Data Cleaning) 4
    第二節 配適B-spline模型 6
    第三節 區塊拔靴法 (Block Bootstrap) 9
    第四節 利用曲線深度建立信賴帶 11
    第五節 演算法 13
    第三章 績效評估:無線感應器的實例 14
    第一節 Babyfinder-無線感應器之介紹 14
    第二節 操作方法的套用 18
    第三節 測試檢定力 (Power) 29
    第四章 結論與建議 32
    附錄 33
    參考文獻 51

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