| 研究生: |
周宜慶 Chou, Yi-Ching |
|---|---|
| 論文名稱: |
以類神經網路改善適應性累積和管制圖 Applying Neural Networks Methods on the ACUSUM Control Chart |
| 指導教授: |
王泰裕
Wang, Tai-Yue |
| 學位類別: |
碩士 Master |
| 系所名稱: |
管理學院 - 工業與資訊管理學系 Department of Industrial and Information Management |
| 論文出版年: | 2023 |
| 畢業學年度: | 111 |
| 語文別: | 中文 |
| 論文頁數: | 56 |
| 中文關鍵詞: | 管制圖 、類神經網路 、ACUSUM |
| 外文關鍵詞: | control charts, neural networks, ACUSUM |
| 相關次數: | 點閱:44 下載:7 |
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管制圖為現今企業常用來監控製程的一項工具,其中CUSUM管制圖為管制圖的代表之一,對於製程平均中微小的偏移較為靈敏,而後,學者針對累積和管制圖做出改良,提出了ACUSUM管制圖,相較於CUSUM管制圖,ACUSUM管制圖根據製程偏移量的估計值來調整參數,透過調整參數,可實現比傳統CUSUM圖更好的性能。但ACUSUM管制圖僅根據上期資訊決定參數大小,對於過去歷史製程偏移量的資訊並無善加利用,可能會與實際的情況產生誤差,影響到ACUSUM管制圖的效能,並且目前對於計算ACUSUM統計量的方式也眾說紛紜,並無一個明確的標準。類神經網路具有高容量的學習能力,適用於分類及預測的問題上,且應用於管制圖也有良好的表現,可針對過去歷史資料進行訓練,找出其關聯性。本研究主要利用類神經網路訓練ACUSUM管制圖中所使用之權重,透過過往的歷史資料和相關參數,找出其對應的權重大小為何,同時與其他方法進行比較。結果顯示DNN在五種方法中擁有最好的績效,接著並透過DNN訓練出之最佳參數,建構ACUSUM管制圖,並且帶入不同的製程資料,直到ACUSUM統計量超出上限,找出其對應之ARL長度大小,並與其餘管制圖進行比較。結果顯示不論是在常態分配或指數分配下,在小偏移製程時,本研究所提出的改良式之適應性累積和管制圖可以較快速的偵測到異常發生;在大偏移製程時,雖然不同的管制圖都可以快速偵測到異常,但本研究所提出之適應性累積和管制圖仍具有相對的優勢。
Control charts are commonly used tools in today's businesses for monitoring processes. Among them, scholars have made improvements to the cumulative sum (CUSUM) control chart and proposed the Adaptive CUSUM (ACUSUM) control chart. ACUSUM control chart adjusts its parameters based on the assumed process shift. However, the ACUSUM control chart only determines the parameter size based on the previous information, without effectively utilizing the historical information. This lack of utilization of historical information may lead to errors and impact the performance. Neural networks possess high learning capacity and are suitable for prediction problems. In this study, we mainly used a neural network to train the weights used in the ACUSUM control chart. Through historical data, we determined the appropriate weight values. We compared the results with other methods and showed that the Deep Neural Network (DNN) had the best performance among the five methods. Then, we used the trained DNN to construct the ACUSUM control chart and applied it to different data. We observed the occurrence of anomalies when the ACUSUM statistic exceeded the upper limit and determined the corresponding Average Run Length (ARL). We compared the results with other control charts. The findings showed that no matter the process followed a normal distribution or an exponential distribution, the proposed adaptive ACUSUM control chart in this study could detect anomalies more quickly in small shift processes. In large shift processes, although different control charts could detect anomalies rapidly, the adaptive ACUSUM control chart proposed in this study still demonstrated relative advantages.
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