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研究生: 林鈞凱
Lin, Chun-Kai
論文名稱: Kullback-Leibler資訊管制圖在資料違反常態假設下之績效衡量及改善
Performance measurement and improvement of Kullback-Leibler information control chart under violation of the normality assumption
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: 2023
畢業學年度: 111
語文別: 中文
論文頁數: 49
中文關鍵詞: 非常態製程樣本Kullback-Leibler 資訊管制圖指數加權移動平均管制圖Box-Cox 轉換Yeo-Johnson 轉換累積合管制圖平均連串長度偏態係數峰態係數
外文關鍵詞: Non-normal process samples, Kullback-Leibler information control chart, exponentially weighted moving average control chart, cumulative sum control chart, Box-Cox transformation, Yeo-Johnson transformation, average run length, skewness, kurtosis
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  • 傳統的管制圖經常都伴隨著使用上的限制,其中樣本資訊須為常態分配是一個常見的管制圖使用條件。若樣本並非近似或服從常態分配而使用者忽略此條件使用管制圖的話可能會造成嚴重的影響。以Kullback-Leibler 資訊理論(KLI)為基礎所建構之KLI 管制圖相較於傳統的管制圖而言有著不需要設定管制圖參數優勢,而KLI 管制圖對於非常態樣本的效能相較於累積和管制圖好。指數加權移動平均管制圖雖然對非常態樣本較穩健,不過使用者須設定管制圖參數。KLI 管制圖在樣本為Gamma 分配時績效影響較樣本為T 分配時更大,我們可以藉由數學轉換或增加樣本數將非常態分配的樣本近似常態分配以使用KLI 管制圖進行製程監控。其中數學轉換包含了最常見的Box-Cox 轉換以及Yeo-Johnson 轉換。本研究先將非常態樣本減掉其平均數再除標準差,類似常態分配標準化的方式處理,再加入管制圖進行績效衡量。而為了公平的進行比較,本研究提出了Normal Score Index 將不同管制圖之間的績效進行比較。
    當使用者手中的分配為接近T 分配之對稱型分配時,則可以使用Yeo-Johnson轉換將非常態樣本近似常態。而當非常態分配為類似Gamma 分配之右偏分配,則可以計算其偏態及超值峰態係數,當偏態系數大於1.265以及超值峰態係數大於2.4時Box-Cox 轉換以及Yeo-Johnson 轉換均適用。而偏態系數在1.633到1.265以及超值峰態係數在4到2.4之間時只能用Box-Cox 轉換處理。而當偏態係數小於1.633以及超值峰態係數小於2.4時,便需要增加樣本數以改善非常態樣本的KLI 管制圖績效。

    This study investigates the performance of control charts when sample data deviates from or approximates a normal distribution and proposes corresponding improvement methods. The performance of the KLI control chart is more affected by the sample distribution when it follows a gamma distribution compared to a T-distribution. We can approximate non-normal distributions to a normal distribution by applying mathematical transformations or increasing the sample size to utilize the KLI control chart for process monitoring. The mathematical transformations include the commonly used Box-Cox transformation and Yeo-Johnson transformation. In this study, non-normal samples are normalized by subtracting their mean and dividing by their standard deviation, like the normalization of normal distributions, before applying control charts for performance evaluation. To ensure fair comparison, this study proposes the Normal Score Index to compare the performance of different control charts.
    When the distribution in the user's possession approximates a symmetric distribution close to a T-distribution, the Yeo-Johnson transformation can be used to approximate the non-normal samples to a normal distribution. When the non-normal distribution resembles a right-skewed distribution such as a gamma distribution, the skewness and kurtosis coefficients can be calculated. If the skewness coefficient is greater than 1.265 and the kurtosis coefficient is greater than 2.4, both the Box-Cox and Yeo-Johnson transformations are applicable. If the skewness coefficient falls between 1.633 and 1.265 and the kurtosis coefficient falls between 4 and 2.4, only the Box-Cox transformation can be used. When the skewness coefficient is less than 1.633 and the kurtosis coefficient is less than 2.4, increasing the sample size is necessary to improve the performance of the KLI control chart for non-normal samples.

    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 2 1.4 研究流程 3 第二章 文獻探討 4 2.1 管制圖績效衡量指標 4 2.2 管制圖介紹 5 2.2.1 修華特管制圖 5 2.2.2 累積和管制圖 5 2.2.3 指數加權移動平均管制圖 6 2.2.4 Kullback-Leibler 資訊理論 7 2.2.5 Kullback-Leibler 資訊管制圖 7 2.3 非常態分配管制圖之績效回顧 8 2.3.1 非常態之CUSUM 管制圖 9 2.3.2 非常態之EWMA 管制圖 9 2.4 處理非常態分配資料之方法 10 2.4.1 中央極限定理 10 2.4.2 Box-Cox 轉換 10 2.4.3 Yeo-Johnson 轉換 13 2.5 衡量分配的方法 14 2.6 小結 15 第三章 研究方法 16 3.1 研究流程 16 3.2 建構KLI 管制圖之程序 18 3.2.1 研究假設與管制圖符號設定 18 3.2.2 由後往前檢定法 19 3.2.3 計算KLI 之檢定統計量 19 3.2.4 管制圖之建構 20 3.3 在違反常態假設下管制圖的績效評估 20 3.4 維持原樣本數並導入數學轉換後管制圖之績效變化 21 3.5 增加樣本數觀察管制圖的績效變化 22 3.6 不同情況下的最佳方法建議 22 3.7 小節 23 第四章 研究結果分析 24 4.1 非常態樣本之管制圖績效比較 24 4.1.1 KLI 管制圖之非常態分配與常態分配的績效比較 24 4.1.2 EWMA 管制圖之非常態分配與常態分配的績效比較 26 4.1.3 CUSUM 管制圖之非常態分配與常態分配的績效比較 28 4.2 利用數學轉換處理非常態樣本 29 4.2.1 Box-Cox 轉換和Yeo-Johnson 轉換 29 4.3 利用大樣本修正非常態資料 32 4.3.1 大樣本下KLI 管制圖的績效 33 4.4 非常態資料處理方式建議 37 4.5 實例分析 41 4.6 小結 44 第五章 結論與未來研究方向 45 5.1 研究結論 45 5.2 未來研究方向 46 參考文獻 47

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