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研究生: 蘇昭文
Su, Chao-Wen
論文名稱: 以資訊理論建構線性漂移之剖面監控管制圖
A Kullback-Leibler information control chart for profile monitoring subject to linear drift
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: 2020
畢業學年度: 108
語文別: 中文
論文頁數: 46
中文關鍵詞: Kullback - Leibler distance線性漂移線性剖面監控資訊理論backward sequential testing
外文關鍵詞: Kullback - Leibler distance, linear drift, profile monitoring, information theory, backward sequential testing
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  • 傳統管制圖主要監控平均數和變異數之單變量品質特徵,隨著科技的進步,在管制圖之應用不僅僅只是單變量之品質特徵,而衍生出多變量品質特徵。變數之間以輸入與輸出的關係表達為函數關係,在管制圖中,解釋反應變數與一個以上的解釋變數稱之為剖面監控(profile),本研究將探討製程監控中發生漂移(drift)情況進行研究分析,漂移變異例如:現場作業人員的疲憊操作、設備刀具的磨損。研究假設情境為製程函數係數在第一階段中被精確估計出來且為已知,在此階段中較大之變異因素均已排除,隨後進入製程監控第二階段穩定狀態中,在此僅考慮製程第二階段的即時監控問題,在製程第二階段中,線性函數係數發生線性漂移情形,將建構以資論理論Kullback - Leibler distance,簡稱K-L distance之概念的管制圖,稱為ITPM-D管制圖(Information-Theoretical Profile Monitoring-Drift),其管制圖統計量計算方式為由最新一期樣本資訊往前累積,稱為backward sequential testing,其概念為當製程發生變異時,變異後的樣本資料比尚未發生變異的樣本資料有更多的製程變異證據,資訊蘊含量為最大,將ITPM-D管制圖與其他管制圖進行績效指標比較,最後利用AIC赤池信息量準則判定製程變異的種類。
    本研究進行蒙地卡羅模擬方式模擬ITPM-D管制圖,並記錄在不同漂移率下的ARL_1值,與T^2管制圖、EWMA-R管制圖、EWMA-3管制圖、MEWMA管制圖、CUSUM-3管制圖、LRT管制圖進行績效指標比較,透過分析結果可以發現線性迴歸模型Α_0與Α_1在小漂移率下具有良好的監測能力,線性迴歸模型變異數發生線性漂移時,其效能皆優於其他比較之管制圖;使用AIC赤池信息準則判別造成製程變異的種類做佐證,可以發現當漂移量越大時,判定製程漂移種類準確率越來越準確。

    The relationship between input and output is expressed as a functional relationship between variables. In the control chart, the interpretation reaction variable and more than one interpretation variable are called profile monitoring. In this study, we will discuss the occurrence of drift in process monitoring. Drift variations such as fatigue operations of field workers and wear of equipment tools. A control chart based on the concept of capital theory Kullback-Leibler distance will be constructed, called ITPM-D control chart (Information-Theoretical Profile Monitoring-Drift), its control chart statistics calculation method is accumulated from the latest sample information forward, called backward sequential testing, the concept is that when the process occurs variation, the sample data after variation has not yet The sample data of the mutation has more evidence of process variation, and the information content is the largest. Compare the performance indicators of the ITPM-D control chart with other control charts, and finally use the Akaike information criterion (AIC) to determine the type of process variation.
    Monte Carlo simulation method was used to simulate the ITPM-D control chart, and the ARL_1 value at different drift rates was recorded, compared with the T^2 control chart, EWMA-R control chart, EWMA-3 control chart, MEWMA control chart, comparing the performance indicators of the CUSUM-3 control chart and the LRT control chart, through the analysis results, it can be found that the linear regression models A_0 and A_1 have good monitoring capabilities at small drift rates. When the linear regression model has linear drift, its performance is excellent compared with other control charts; using the Akaike Information Criteria (AIC)to determine the type of process variation as evidence, we can find that when the drift amount is larger, the accuracy rate of the process drift type is more and more accurate.

    目錄 摘要 I 誌謝 VIII 表目錄 XI 圖目錄 XII 第一章 緒論 1 1.1研究背景 1 1.2研究動機 2 1.3研究目的與假設 3 第二章 文獻回顧 4 2.1簡單線性剖面監控圖 4 2.2.1 T2管制圖 5 2.1.2 EWMA-R管制圖 5 2.1.3 EWMA-3管制圖 6 2.1.4 CUSUM-3管制圖 7 2.1.5 MEWMA管制圖 8 2.1.6 LRT管制圖 9 2.2線性剖面監控漂移與位移 10 2.3資訊理論 10 2.4管制圖之績效指標 12 2.5 AIC赤池信息量準則 12 第三章 管制圖建構步驟 14 3.1問題描述 14 3.2 ITPM-D管制圖建構 15 3.2.1 統計量資料計算方式 16 3.2.2參數估計量計算 18 3.2.3 K-L distance估計量計算 18 3.2.4製程係數漂移率計算 19 3.2.5管制界限設定 21 3.3變異類型 22 3.4管制圖研究流程架構 23 第四章 績效比較 28 4.1搜尋α值對應之ARL0值 28 4.1.1蒐集數據 28 4.1.2配適迴歸 29 4.2比較管制圖之績效指標 31 4.3變異種類判別 36 4.4範例說明 39 第五章 結論與未來研究建議 42 結論 42 未來研究建議 43 參考文獻 44 附錄Ι 46   表目錄 表 3-1符號表 17 表 4-1 數據蒐集 29 表 4-2 配飾迴歸方程式 31 表 4-3 ARL1值與最小的ARL1值比率 31 表 4-4 截距項漂移時ARL1值 32 表 4-5斜率項漂移時ARL1值 33 表 4-6 變異數漂移時ARL1值 34 表 4-7 截距項漂移時AIC準確率 36 表 4-8斜率項漂移時AIC準確率 37 表 4-9變異數漂移時AIC準確率 38 表 4-10 ITPM-D管制圖統計量計算 40 表 4-11 ITPM-D管制圖統計量與管制界限 40   圖目錄 圖 3-1 backward sequential testing樣本資料統計量計算方式 16 圖 3-2 搜尋α值之流程圖 24 圖 3-3 製程於非穩定狀態下之模擬流程 25 圖 3-4 本研究之管制圖模擬流程 26 圖 4-1 原始資料α值與ARL0值對應關係 30 圖 4-2 取對數後α值與ARL0值對應關係 30 圖 4-3 ITPM-D管制圖監測圖 41

    中文文獻:
    陳長明,以Kullback-Leibler資訊建構剖面監控管制圖,國立成功大學工業與資訊管理研究所碩士論文,民國一百零八年六月。
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