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研究生: 劉宴伶
Liu, Yen-Ling
論文名稱: 多元製程之共變數矩陣追蹤研究
The study of Multivariate Process Dispersion Control Chart
指導教授: 楊素芬
口試委員: 呂明哲
唐正
葉金田
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: 2021
畢業學年度: 109
語文別: 英文
論文頁數: 163
中文關鍵詞: 多元統計過程控制共變異數矩陣資料深度無分佈假設指數加權移動平均變動維度
外文關鍵詞: Multivariate statistical process control, Covariance matrix, Data depth, Distribution-free, Exponentially weighted moving average, Variable dimension
DOI URL: http://doi.org/10.6814/NCCU202100926
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  • 近年來,在工業製造過程中同時監控兩個上的相關品質變數非常重要,因此多元統計過程控制 (MSPC) 成為研究人員的熱門研究領域。由於許多數據資料不服從多元常態分佈,因此無分配假設的管制圖更是一個相當重要的工具來監控產品品質。
    本文建構了兩種新的指數加權移動平均 (EWMA) 管制圖。一種是基於Hotelling T^2二次式來監控資料服從多元常態分佈的共變異數矩陣。另一個則是結合資料深度 (data depth) 和符號方法 (sign method) 的無分佈假設的管制圖來監控過程的分散程度。此外,我們添加了變動維度 (VD) 技巧來建構新的變動維度的管制圖,用於監控過程具有 s_2 個變量的共變異數矩陣。在 s_2 個變量中,其中一些衡量容易或只需要較少的測量成本,而其餘的變量衡量困難或需要昂貴的測量成本。
    當共變異矩陣的變異數有變化時,所提出的管制圖比文獻中現有的管制圖表現更好。此外,我們通過使用半導體數據說明了所提出的管制圖的應用。因此,我們建議採用提出的管制圖來檢測過程分散的變化。


    Today it is important to monitor more than two correlated quality variables at the same time in the industrial manufacturing process, so the multivariate statistical process control (MSPC) becomes a popular research area for the researchers. Since many data do not follow a multivariate normal distribution, the study of distribution-free control chart is very important.
    This paper constructs two kinds of new exponentially weighted moving average (EWMA) control charts. One is based on the Hotelling T^2 quadratic form to monitor the covariance matrix for a process following a multivariate normal distribution. Another is a distribution-free control chart based on the data depth and the sign method to monitor process dispersion. In addition, we add the technique of variable dimension (VD) to build new VD-type control charts for monitoring covariance matrix of a process with s_2 variables. Some of them are easy or need less cost to measure and the remaining variables are difficult or need expensive cost to measure.
    The proposed control charts performs better than the existing control charts in literature when the covariance matrix has changes in variances. Furthermore, we illustrate the application of the proposed control charts by using the semiconductor data. Hence, we suggest adopting the proposed control charts to detect the shifts in process dispersion.

    Chapter 1. Introduction 1
    1.1 Literature Review 1
    1.2 Study Motivation 3
    1.3 Research Method 3
    Chapter 2. Using A New EWMA Chart to Monitor Process Dispersion under A Multivariate Normal Distribution 4
    2.1 Design of the new EWMA chart 4
    2.1.1 The one-sided ZEWMAC chart to monitor the upward process dispersion 5
    2.1.2 The two-sided ZEWMAC chart to monitor the upward or downward process dispersion 6
    2.1.3 The one-sided ZEWMAC chart to monitor the downward process dispersion 7
    2.2 The detection performance of the proposed ZEWMAC chart for an in-control process with identity covariance matrix 18
    2.3 The detection performance of the proposed ZEWMAC chart for an in-control process with non-identity covariance matrix 25
    2.4 Performance comparison of the proposed ZEWMAC chart and existing control charts for an in-control process with identity covariance matrix 32
    2.4.1 Performance comparison between the ZEWMAC chart and one-sided LRT chart 32
    2.4.2 Performance comparison among the ZEWMAC, HMT, MaxNorm, and MEWMC-based PLR charts 34
    2.4.3 Performance comparison between the ZEWMAC and RPLR charts 38
    2.5 A numerical example of using the ZEWMAC chart 42
    Chapter 3. Using the Variable Dimension ZEWMAC Chart to Monitor Process Dispersion under a Multivariate Normal Distribution 50
    3.1 Design the variable dimension ZEWMAC chart 50
    3.1.1 The one-sided VD ZEWMAC chart to monitor the upward process dispersion 51
    3.1.2 The one-sided VD ZEWMAC chart to monitor the downward process dispersion 54
    3.2 The detection performance of the proposed VD ZEWMAC chart for an in-control process with identity covariance matrix 64
    3.3 The detection performance of the proposed VD ZEWMAC chart for an in-control process with non-identity covariance matrix 69
    3.4 Performance comparison of the VD ZEWMAC chart and ZEWMAC chart 73
    3.5 The cost of sampling and detection performance of the VD ZEWMAC chart 77
    3.6 A numerical example of using the VD ZEWMAC chart 81
    Chapter 4. A New Data-depth based EWMA Dispersion Chart for an Unknown Distributed Multivariate Process Data 92
    4.1 Design of the new EWMA chart 92
    4.1.1 The one-sided ZEWMAD chart to monitor the upward process dispersion 94
    4.1.2 The one-sided ZEWMAD chart to monitor the downward process dispersion 95
    4.2 The detection performance of the proposed ZEWMAD chart for an in-control process with identity covariance matrix 98
    4.3 The detection performance of the proposed ZEWMAD chart for an in-control process with non-identity covariance matrix 107
    4.4 Performance comparison of the proposed one-sided ZEWMAD chart and existing control charts 110
    4.4.1 Performance comparison among the ZEWMAD, SMaxNorm, and MaxNorm charts 110
    4.4.2 Performance comparison between the ZEWMAD and MSRE charts 114
    4.5 A numerical example of using the ZEWMAD chart 118
    Chapter 5. Using the Variable Dimension ZEWMAD Chart to Monitor the Process Dispersion for A Process with An Unknown Distribution 122
    5.1 Design the variable dimension ZEWMAD chart 122
    5.1.1 The one-sided VD ZEWMAD chart to monitor the upward process dispersion 124
    5.1.2 The one-sided VD ZEWMAD chart to monitor the downward process dispersion 126
    5.2 The detection performance of the proposed VD ZEWMAD chart and performance comparison of the VD and FD ZEWMAD charts for an in-control process with identity covariance matrix 131
    5.3 The detection performance of the proposed VD ZEWMAD chart for an in-control process with non-identity covariance matrix 144
    5.4 The cost of sampling and detection performance of the VD ZEWMAD chart 149
    5.5 A numerical example of using the VD ZEWMAD chart 152
    Chapter 6. Summary and Future Study 160
    References 161

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