| 研究生: |
林奕志 Lin, Yi-Chih |
|---|---|
| 論文名稱: |
無母數多元製程位置管制圖之研究 The Study of Multivariate Process Location Control Chart |
| 指導教授: |
楊素芬
Yang, Su-Fen |
| 口試委員: |
葉小蓁
Yeh, Hsiao-Chen 曾勝滄 Tseng, Sheng-Tsang 李名鏞 Li, Ming-Yung 楊素芬 Yang, Su-Fen |
| 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: | 2019 |
| 畢業學年度: | 107 |
| 語文別: | 英文 |
| 論文頁數: | 121 |
| 中文關鍵詞: | 資料深度 、符號管制圖 、指數加權平均 、變動抽樣時間 、變動維度 、偵測到異常所需的平均抽樣次數 、偵測出異常所需的平均時間 |
| 外文關鍵詞: | Data depth, Sign chart, Exponentially weighted moving average, Variable sampling interval, Variable dimension, Average run length, Average time to signal |
| DOI URL: | http://doi.org/10.6814/NCCU201900316 |
| 相關次數: | 點閱:122 下載:4 |
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在工業產品製程中,管制圖為監控產品品質重要的工具。大多數的產品資料屬於多維度且不一定服從常態分配,因此無分配假設的多維度管制圖之研究更是相當重要。本文提出結合資料深度 (data depth) 與符號管制圖 (sign chart) 。建立一個新的指數加權移動平均 (EWMA) 的追蹤統計量來監控產品製程平均數向量是否有失控,並利用平均連串長度 (ARL) 來衡量所提出的新管制圖的表現。此外,我們加入變動抽樣區間時間 (VSI) 的監控技巧與考慮變動維度 (VD)的想法以降低偵測製程失控所需的時間及成本。我們利用管制圖偵測出異常訊息所需的平均時間 (ATS) 來衡量所提出之VSI管制圖。接下來與文獻上存在的管制圖做偵測力表現比較。經由許多不同平均數偏移情況的數值比較分析後,本文所提出的管制圖在製程平均數偏移幅度中等及大時,比其他管制圖有更好的偵測效果。因此,建議可以使用本文提出的新管制圖追蹤製程平均數向量。最後以礫石資料及半導體製程資料來示範本文所提出的管制圖之應用。
In industrial product process, control chart is an important tool for monitoring the process quality. Since many data are multivariate and do not follow normal distribution, this makes traditional Shewhart control charts cannot be applied. So the study of non-normal multivariate control chart is very important.
This paper combines the methods of data depth and constructing sign chart to design a new exponentially weighted moving average (EWMA) chart for monitoring the multivariate process location. Performance measurement of the proposed control chart is the average run length (ARL). In addition, techniques for variable sampling interval (VSI) and variable dimension (VD) are added to reduce the detection time of an out-of-control process and sampling cost of detecting the out-of-control process. Performance measurement of the proposed VSI control chart is using the average time to signal (ATS) under an out-of-control process.
We would compare the detection performance of the proposed control charts with existing control charts exist in the literatures. The proposed charts show superior detection performance compared the existing control charts when the mean shifts is medium and large under the out-of-control process. Therefore, it is recommended that the proposed control charts in this paper might be applied to detect the shifts in process location. Finally, we would demonstrate the proposed control charts via using gravel data and semiconductor process data.
Chapter 1. Introduction 1
1.1 Literature Review 1
1.2 Study Motivation 4
1.3 Research Method 4
Chapter 2. Using the EWMA-DM Chart to Monitor Multivariate Process Location 5
2.1 Design of the EWMA-DM Chart 5
2.2 Performance Measurement of the Proposed EWMA-DM Chart 11
2.3 Detection Performance Comparison between the EWMA-DM Chart and Existing Control charts 22
2.4 A Numerical Example of Using the EWMA-DM Chart 26
Chapter 3. Using the Optimal Variable Sampling Interval (VSI) EWMA-DM Chart to Monitor Multivariate Process Location 32
3.1 Construction of the Optimal VSI EWMA-DM Chart 32
3.2 Performance Measurement of the Proposed Optimal VSI EWMA-DM Chart 38
3.3 Detection Performance Comparison between the Optimal VSI EWMA-DM Control Chart and Existing Control Charts 41
3.4 A Numerical Example of Using the Optimal VSI EWMA-DM Chart 49
Chapter 4. Using the Variable Dimension (VD) EWMA-DM Chart to Monitor Multivariate Process Location 55
4.1 Design of the VD EWMA-DM Chart 55
4.2 Performance Measurement of the Proposed VD EWMA-DM Chart 62
4.3 Detection Performance Comparison between the VD EWMA-DM Chart and Existing Control Charts 71
4.4 A Numerical Example of Using the VD EWMA DM Chart 82
Chapter 5. Using the Optimal Variable Sampling Interval Variable Dimension (VSI VD) EWMA-DM Chart to Monitor Multivariate Process Location 88
5.1 Construction of the Optimal VSI VD EWMA-DM Chart 88
5.2 Performance Measurement of the Optimal VSI VD EWMA-DM Chart 94
5.3 Detection Performance Comparison between the VSI VD EWMA-DM Chart and Existing Control Charts 105
5.4 A Numerical Example of Using the optimal VSI VD EWMA-DM Chart 113
Chapter 6. Summary and Future Study 116
References 117
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