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研究生: 魏晁煒
Wei, Chao-Wei
論文名稱: 同時監控平均向量及共變異數矩陣之Kullback-Leibler Information多變量管制圖
Kullback-Leibler Information Multivariate Control Chart for Monitoring the Mean Vector and Covariance Matrix Simultaneously
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: 67
中文關鍵詞: Kullback-Leibler資訊理論平均向量共變異數矩陣平均運行長度多變量管制圖相關係數
外文關鍵詞: Kullback-Leibler information, mean vector, covariance matrix, average run length, multivariate control chart, correlation coefficient
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  • 隨著產品日漸複雜,在生產過程中需要為產品考量多個品質特徵之間的相關性才能確保品質的穩定性。傳統單變量管制圖因將製程中多個品質特徵皆當成相互獨立,有時會導致誤判而未發覺出其實製程已產生變異進而產生缺陷品。因此本研究建立一個同時監控均向量與共變異數矩陣位移之多變量管制圖,且資料樣本服從多元常態分配。透過此管制圖來監控所考慮的估計統計量是否落在規定的管制界線內。即便已經有諸多如Hotelling〖 T〗^2、MCUSUM(Multivariate Cumulative Sum)、MEWMA(Multivariate Exponentially Weighted Moving Average)等多變量管制圖用來監控製程,但這些管制圖中前者無法快速檢測出小位移變化的發生,後面兩者則需要事前設定設計參數,若參數估計錯誤可能導致管制圖監控變異的績效不如預期。因此本研究建立一個不需要事前進行參數設定的多變量管制圖,並在相關係數為0、0.5與0.7的情況下,針對平均向量與共變異數矩陣位移皆偏移的案例去做討論。而根據第四章的結果分析,本研究之KLI多變量管制圖在相關係數ρ=0.0與ρ=0.7時之績效表現優於MVMAX以及NCS管制圖,而在相關系數為ρ=0.5時則略輸。但因KLI管制圖與所比較之管制圖有諸多優勢,例如無需制定設計參數來降低使用門檻、不需為多個品質特徵計算多個統計量、在廣泛位移下具有不錯的製程變異監控效果。因此當考量到品質特徵間的相關性且製程樣本在服從多元常態分布下,建議可使用本研究之KLI多變量管制圖作為監控擁有多個品質特徵製程的選擇。

    This study utilizes Kullback-Leibler Information (KLI) theory to establish a multivariate control chart that considers the correlation between multiple quality characteristics. And is mainly used for Phase II process monitoring. This control chart does not require any design parameters and can widely monitor varying degrees of shifts in the mean vector and covariance matrix within the process. The performance of the KLI multivariate control chart is compared with the MVMAX control chart and the NCS (Non-central Chi-Square) control chart. According to the result analysis, both the NCS and MVMAX control charts require finding suitable design parameters to achieve the best performance. In contrast, the KLI multivariate control chart outperforms the compared control charts in most scenarios and doesn’t require any design parameters. Therefore, the KLI multivariate control chart is suitable for detecting variations in the mean vector and covariance matrix among multiple quality characteristics in a process.

    摘要i 目錄xii 表目錄xiv 圖目錄xv 第一章 緒論1 1.1 研究背景1 1.2 研究動機3 1.3 研究目的3 1.4 模型假設4 1.5 研究流程4 第二章 文獻探討與介紹6 2.1 Hotelling T^2管制圖6 2.2 Kullback-Leibler資訊理論管制圖8 2.3 MVMAX Chart(合成管制圖)10 2.4 The joint NCS (Non-central chi-square) chart11 2.5 The|S|chart 12 2.6 MAX-EWMA Chart12 2.7 績效衡量指標13 2.8 赤池資訊準則(Akaike information criterion, AIC)14 2.9 不同機率分布下的多變量管制圖14 2.10 小結15 第三章 管制圖之建構與流程17 3.1 研究假設與符號設定17 3.2 研究流程之建構18 3.3 管制圖建構19 3.3.1 管制圖之統計量20 3.3.2 管制界線之建構22 第四章 結果分析25 4.1 管制圖之位移量表示基準25 4.2 本研究之共變異數矩陣設定26 4.3 〖ARL〗_0與α之對應關係26 4.4 不同偏移量之KLI管制圖比較31 4.5 實際案例分析38 第五章 結論與未來研究方向44 5.1 結論44 5.2 未來研究方向45 參考文獻46 附錄A149

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