簡易檢索 / 詳目顯示

研究生: 房宣名
Fang, Hsuan-Ming
論文名稱: 建構多項分配Kullback-Leibler資訊管制圖
A Multinomial Kullback-Leibler Information Control Chart
指導教授: 張裕清
Chang, Yu-Ching
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: 2024
畢業學年度: 112
語文別: 中文
論文頁數: 75
中文關鍵詞: Kullback-Leibler資訊管制圖 、多項分配 、達到警報平均觀測次數
外文關鍵詞: Multinomial control chart, Kullback-Leibler information, Average Number of Observations to Signal
相關次數: 點閱:386  下載:22 
分享至:
查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報
  • 本研究旨在建立監控多項分配管制圖,可應用於連續或非連續生產,抽樣方式為全部檢驗。使用多項分配管制圖的應用有許多種,其中一種應用為研究工廠中,生產中缺陷分析的報廢品比例是否改變,通常會有多種比例,透過分析報廢品比例的變化,能讓我們找出報廢品發生的不同類型可歸屬原因,並加以改進。本研究建構出多項分配Kullback-Leibler資訊管制圖,相較於其他管制圖,使用不同的誤報率之下可以容易得到管制界線,因此不需要設計管制圖參數,也不會因為估計錯誤而使績效變低,適用於偵測偏移範圍較廣的狀況。針對極端比例以及平均比例等兩種情況,分別比較雙邊伯努力累計和管制圖以及多項分配廣義概似比管制圖與多項分配KLI管制圖,使用穩定狀態達到警報平均觀測次數來評估對於不同比例變動之偵測能力,發現雙邊伯努力累計和管制圖在小範圍以及比例接近特定調整參數時有較佳的表現,多項分配廣義概似比管制圖在平均比例以及廣泛偏移情況下有較好的表現。多項式KLI管制圖除了俱有多項分配廣義概似比管制圖,對於廣泛偏移偵測有較佳表現,卻不需要設計管制圖參數,相較之下更有使用彈性。最後在案例應用的部分,本研究示範了KLI管制圖如何監控100筆數據與MGLR管制圖進行比較,並給出一般情況下MGLR管制界線之轉換通式。

    This study aims to establish multinomial control charts applicable to both continuous and non-continuous production, employing full inspection sampling methods. There are many applications of multinomial control charts, one of which is to study various attributes in a factory to analyze changes in the proportion of defective products during manufacturing, identifying different types of assignable causes for scrapped items and improving them accordingly. This research develops multinomial Kullback-Leibler information control charts, which, compared to other charts, easily determine control limits under various false alarm rates without needing designed control chart parameters. This avoids performance degradation due to estimation errors, making it suitable for detecting a wide range of process deviations. The study further compares the two-sided Bernoulli cumulative sum control charts with multinomial generalized likelihood ratio control charts and multinomial KLI control charts under extreme and average proportions scenarios. It evaluates their detection capabilities for different proportion changes using the average number of observations to signal in a stable state. Findings indicate that two-sided Bernoulli cumulative sum control charts perform better within small ranges and when proportions are close to specific adjustment parameters, while multinomial generalized likelihood ratio control charts show superior performance in average proportions and extensive shift scenarios. The multinomial KLI control charts, aside from offering robust detection of extensive shifts similar to multinomial generalized likelihood ratio charts, do not require designed control chart parameters, thus providing greater flexibility in usage. In the final section on practical applications, this study demonstrates how KLI control charts are used to monitor 100 data points in comparison with MGLR control charts, and provides a general formula for converting MGLR control limits under typical circumstances.

    第一章 緒論 1 第一節 研究背景 1 第二節 研究動機 2 第三節 研究目的 3 第四節 模型假設 3 第五節 研究流程 4 第二章 文獻探討 5 第一節 管制圖績效衡量指標 5 2.1.1平均連串長度 (average run length簡稱ARL) 5 2.1.2 Average Number of Observations to Signal (ANOS) 6 2.1.3相對平均指標 (relative mean index : RMI) 6 第二節 修華特管制圖 7 2.2.1 Shewhart p管制圖、Shewhart np管制圖 8 第三節 時間加權管制圖 8 2.3.1累積和管制圖 9 2.3.2 指數加權移動平均管制圖 10 第四節Kullback-Leibler Information 11 第五節 一般化概似比管制圖 12 第六節Change Point Model 14 第七節 信息準則 15 第八節 小結 15 第三章 研究方法 17 第一節 研究流程 17 第二節 研究假設及符號設定 17 第三節 選擇KLI統計量 18 第四節 管制圖建構 19 3.4.1由後往前回溯檢測 20 3.4.2 KLI檢定統計量 21 3.4.3建立管制界線 22 3.4.4建立KLI管制圖 22 第五節 小結 23 第四章 結果分析 24 第一節 選擇管制界線 24 4.1.1平均連串長度與型I誤差機率關係 24 4.1.2如何在給定管制內平均串聯長度下找出管制界線 26 第二節 KLI管制圖與其他管制圖之績效比較 28 4.2.1管制圖績效指標設定 28 4.2.2監控極端比例之管制圖績效比較 29 4.2.3監控平均比例之管制圖績效比較 34 第三節 案例探討 38 4.3.1一般情況下找出MGLR管制圖管制界線 40 第五章 研究結論 45 第一節 結論 45 第二節 未來研究方向 46 參考文獻 47 附錄I 50 附錄II 52 附錄III 54

    中文文獻:
    呂倢瑩(民111)。用於監控批次生產之不合格率Kullback-Leibler資訊管制圖。國立成功大學工業與資訊管理研究所碩士論文。
    英文文獻:
    Akaike, H. (1974) A new look at statistical model identification. IEEE Transactions on Automatic Control, 19(6), 716-723.
    Al-Labadi, L., Ciur, P., Dimovic, M., & Lim, K. (2023). Assessing Multinomial Distributions with a Bayesian Approach. Mathematics, 11(13), 3007.
    Bourke, P. D. (1991). Detecting a shift in fraction nonconforming using run-length control charts with 100-percent inspection. Journal of Quality Technology, 23(3), 225-238.
    Borror, C. M., Montgomery, D. C., & Runger, G. C. (1999). Robustness of the EWMA control chart to non-normality. Journal of Quality Technology, 31(3), 309-316.
    Chang, T.C. & Gan, F.F. (2007) Modified Shewhart charts for high yield processes. Journal of Applied Statistics, 34(7), 857-877.
    Chang, Y. C., Li, T. W., & Mastrangelo, C. (2021). Designing a parameter‐free Kullback‐Leibler information control chart for monitoring process mean shift. Quality and Reliability Engineering International, 37(3), 1017-1034.
    Chang, Y.C. & Wu, Y.C. (2022) A parameter-free exponential control chart based on Kullback-Leibler information for time-between-events monitoring. Quality and Reliability Engineering International, 38(2), 733-756.
    Gan, F.F. (1993) An optimal design of CUSUM control charts for binomial counts. Journal of Applied Statistics, 20(4), 445-460.
    Kullback, S. & Leibler, R.A. (1951) On information and sufficiency. The Annals of Mathematical Statistics, 22(1), 79-86.
    Kupperman, M. (1956). Further applications of information-theory to multivariate-analysis and statistical-inference. Annals of Mathematical Statistics, 27(4),1184-1186.
    Kullback, S. (1978) Information theory and statistics. New York: Dover Publications.
    KazemiNia, A., Gildeh, B. S., & Abbasi Ganji, Z. (2018). The design of geometric generalized likelihood ratio control chart. Quality and Reliability Engineering International, 34(5), 953-965.
    Hawkins, D. M., Qiu, P., & Kang, C. W. (2003). The changepoint model for statistical process control. Journal of Quality Technology, 35(4), 355-366.
    Han, D. & Tsung, F.G. (2006) A reference-free cuscore chart for dynamic mean change detection and a unified framework for charting performance comparison. Journal of the American Statistical Association, 101(437), 368-386.
    Huang, W.D., Reynolds, M.R., & Wang, S. (2012) A binomial GLR control chart for monitoring a proportion. Journal of Quality Technology, 44(3), 192-208.
    Huang, W.D., Wang, S., & Reynolds, M.R. (2013) A generalized likelihood ratio chart for monitoring Bernoulli processes. Quality and Reliability Engineering International, 29(5), 665-679.
    Lucas, J. M., & Saccucci, M. S. (1990). Exponentially weighted moving average control schemes: properties and enhancements. Technometrics, 32(1), 1-12.
    Lee, J., Peng, Y., Wang, N., & Reynolds Jr, M. R. (2017). A GLR control chart for monitoring a multinomial process. Quality and Reliability Engineering International, 33(8), 1773-1782.
    Mousavi, S., & Reynolds Jr, M. R. (2009). A CUSUM chart for monitoring a proportion with autocorrelated binary observations. Journal of Quality Technology, 41(4), 401-414.
    Page, E.S. (1954) Continuous inspection schemes. Biometrika, 41(1), 100-115.
    Perry, M. B. (2020). An EWMA control chart for categorical processes with applications to social network monitoring. Journal of Quality Technology, 52(2), 182-197.
    Roberts, S.W. (1959) Control chart tests based on geometric moving averages. Technometrics, 1(3), 239-250.
    Reynolds Jr, M. R., & Stoumbos, Z. G. (1999). A CUSUM chart for monitoring a proportion when inspecting continuously. Journal of Quality Technology, 31(1), 87-108.
    Ryan, A. G., Wells, L. J., & Woodall, W. H. (2011). Methods for monitoring multiple proportions when inspecting continuously. Journal of Quality Technology, 43(3), 237-248.
    Schwertman, N.C. & Ryan, T.P. (1999) Using dual np-charts to detect changes. Quality and Reliability Engineering International, 15(4), 317-320.
    Sun, J., & Zhang, G. (2000). Control charts based on the number of consecutive conforming items between two successive nonconforming items for the near zero-nonconformity processes. Total Quality Management, 11(2), 235-250.
    Spliid, H. (2010) An exponentially weighted moving average control chart for Bernoulli data. Quality and Reliability Engineering International, 26(1), 97-113.
    Szarka, J.L. & Woodall, W.H. (2011) A review and perspective on surveillance of Bernoulli processes. Quality and Reliability Engineering International, 27(6), 735-752.
    Woodall, W.H. (1997) Control charts based on attribute data: bibliography and review. Journal of Quality Technology, 29(2), 172-183.
    Yeh, A.B., Mcgrath, R.N., Sembower, M.A., & Shen, Q. (2008) EWMA control charts for monitoring high-yield processes based on non-transformed observations. International Journal of Production Research, 46(20), 5679-5699.

    下載圖示
    2026-09-01公開
    QR CODE