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研究生: 陳俊學
Chen, Jun-Xue
論文名稱: 逆高斯過程模型在監控非線性輪廓資料之應用研究
Monitoring the Non-linear Profile Data using Inverse Gaussian process Models
指導教授: 潘浙楠
Pan, Jeh-Nan
學位類別: 碩士
Master
系所名稱: 管理學院 - 統計學系
Department of Statistics
論文出版年: 2019
畢業學年度: 107
語文別: 中文
論文頁數: 37
中文關鍵詞: 輪廓監控逆高斯過程MEWMA管制圖階段II研究
外文關鍵詞: Profile monitoring, inverse Gaussian process, MEWMA control chart, phase II study
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  • 現今製造業的產品或製程的品質特性大多可用一個反應變數對多個解釋變數的函數關係式來表達,這種函數關係式所產生的資料類型稱為輪廓資料 (profile data)。而輪廓資料的函數關係式大致上可分為線性與非線性關係,輪廓(profile)為將產品的品質特性定義為反應變數與解釋變數的一個函數關係。本研究係探討單一個解釋變數的非線性輪廓監控。我們首先使用逆高斯過程模型來配適非線性且具單調遞增特性的輪廓資料。接著,利用所建構的多變量指數加權移動平均(Multivariate Exponentially Weighted Moving Average)管制圖以監控階段II輪廓資料中的主要參數。
    在利用逆高斯過程模型配適非線性輪廓資料的模擬分析中,我們考慮四種不同平均函數在不同參數及樣本數組合的情況下,比較MEWMA管制圖在各種製程參數偏離穩定狀態( out-of-control)下的表現。模擬結果顯示,當樣本數較大時逆高斯過程模型可用於分析非線性輪廓資料。此外,本研究所提出MEWMA管制圖的方法在監控線性輪廓資料上的表現較T^2 、MMR管制圖為優。最後,我們以一組藥劑劑量之反應曲線為例,針對MEWMA管制圖在監控非線性輪廓資料上的適用性進行驗證與說明。

    In today’s manufacturing industries, if the quality characteristic of a product or a process is assumed to be represented by a functional relationship between the response variable and one or more explanatory variables, then the data generated from such a relationship is called profile data. Generally speaking, profiles are represented as linear profiles or nonlinear profiles, In this research, we will focus on single-variate nonlinear profile monitoring and first use the Inverse Gaussian process model to fit nonlinear and monotonic profile data. Secondly, a Multivariate Exponentially Weighted Moving Average (MEWMA) control chart is constructed to monitor profile data in the Phase II study.
    In the simulation studies, four different mean functions under different combinations of parameters and number of samples are considered in the Inverse Gaussian process model. Then, both in-control and out-of-control average run lengths (ARLs) are used as a criteria to evaluate the performance of our proposed MEWMA control chart. The simulation results show that the Inverse Gaussian process model is suitable to fit nonlinear profile data when the sample size is large. Moreover, our proposed MEWMA chart method outperforms T^2, MMR control charts especially in monitoring the linear profile data. Finally, the usefulness of our proposed monitoring method is demonstrated through a dose response curve example.

    目錄 第一章 緒論1 1.1 研究背景與動機1 1.2 研究目的2 1.3 研究架構3 第二章 文獻探討4 2.1 輪廓監控管制圖4 2.3 逆高斯過程7 第三章 研究方法9 3.1 逆高斯過程模型9 3.2 輪廓內相關結構12 3.3 管制圖的制定13 3.4 多變量管制圖13 3.5 製程穩定下參數之估計16 第四章 模擬與實例分析17 4.1 管制圖績效的評估17 4.2 製程穩定下管制圖之表現18 4.3 製程脫離穩定下管制圖之表現22 4.4 線性輪廓資料的管制圖之表現26 4.5 實例分析29 第五章 結論與未來研究方向32 5.1 結論32 5.2 未來研究方向33 參考文獻34 附錄 36 表目錄 表3.1 MEWMA管制圖在平滑參數與ARL0組合下之L值15 表4.1 當平均函數是Λ(x)=1-1/(1+(x/60)^γ),模擬逆高斯過程模型在不同參數與樣本數組合下ARL0之比較19 表4.2 當平均函數是Λ(x)=exp(γx-1),模擬逆高斯過程模型在不同參數與樣本數組合下ARL0之比較20 表4.3 當平均函數是Λ(x)=x^γ,模擬逆高斯過程模型在不同參數與樣本數組合下ARL0之比較21 表4.4 當平均函數是Λx=1-exp(-γx),模擬逆高斯過程模型在不同參數與樣本數組合下ARL0之比較21 表4.5 當平均函數是Λ(x)=1-1/(1+(x/60)^γ),製程參數μ0產生k單位偏移(kμ)及參數δ0產生k單位偏移(kδ)下ARL1之比較23 表4.6 當Λ(x)=1-1/(1+(x/60)^γ),製程參數μ0與δ0同時產生偏移下 ARL1之比較24 表4.7當Λ(x)=exp(γx-1),製程參數μ0與δ0同時產生偏移下ARL1之比較 24 表4.8 當Λ(x)=1-exp(-γx),製程參數μ0與δ0同時產生偏移下 ARL1之比較25 表4.9 當Λ(x)=x^γ,製程參數μ0與δ0同時產生偏移下 ARL1之比較25 表4.10 MEWMA、T^2及MMR管制圖在不同參數下ARL0之比較27 表4.11 MEWMA、T^2及MMR管制圖在製程參數μ0產生k單位偏移下ARL1之比較28 表4.12 MEWMA及MMR管制圖在製程參數μ0與δ0同時產生偏移下ARL1之比較 29 圖目錄 圖 1.1 藥劑劑量之反應曲線 2 圖 3.1將逆高斯過程模型之參數固定δ=2與γ=0.2情況下,非線性輪廓資料在不同μ參數的表現10 圖 3.2 將逆高斯過程模型之參數固定μ=3與γ=0.2情況下,非線性輪廓資料在不同參數δ的表現11 圖 3.3 將逆高斯過程模型之參數固定μ=1與δ=20情況下,非線性輪廓資料在不同參數γ的表現11 圖 4.1 藥劑劑量之反應曲線模擬結果30 圖 4.2 監控藥劑劑量之反應曲線的MEWMA管制圖31

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