| 研究生: |
呂紹輔 Lu, Shao-Fu |
|---|---|
| 論文名稱: |
利用多變量指數加權移動平均管制圖監控成分資料之研究 MEWMA Control Chart for Monitoring Compositional Data |
| 指導教授: |
李俊毅
Li, Chung-I |
| 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: | 2023 |
| 畢業學年度: | 111 |
| 語文別: | 中文 |
| 論文頁數: | 73 |
| 中文關鍵詞: | 成分資料 、狄利克雷分配 、計分檢定 、多變量指數加權移動平均 |
| 外文關鍵詞: | Compositional data, Dirichlet distribution, Score test, MEWMA |
| 相關次數: | 點閱:182 下載:0 |
| 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 |
成分資料 (Compositional Data) 係用於描述資料中各種不同組成成分之佔比情況,其具各種成分之總和為一固定常數之特性,該特性讓分析成分資料之困難度增加,目前已有學者先將成分資料利用等距對數轉換 (Isometric logratio transform) 進行轉換,並針對轉換後的資料建構管制圖來偵測具成分資料之製程是否發生偏移。然而,因偵測是針對轉換後之成分資料,除了會增加使用上的複雜性及降低可解讀性外,亦會增加計算上的成本。因在統計領域中通常會利用狄利克雷分配 (Dirichlet distribution) 來配適成分資料,故我們根據狄利克雷分配提出以計分檢定統計量 (Score test statistic) 為基礎的 MEWMA (Multivariate Exponential Weighted Moving Average) 管制圖,該方法的優點是使用時可直接對成份資料進行監控而不需要進行轉換。本研究藉由模擬研究及實例資料,對現有的方法與提出方法進行比較,結果發現本研究提出的方法對於偵測製程是否發生偏移具優異的偵測能力。另外,為了增加本研究的實用性,我們開發一套由R語言撰寫的程式,讓實務工作者在監控成分資料時使用。
Compositional data is used to describe the proportional distribution of different components. Compositional data exhibits the characteristic that the sum of its components is a fixed constant, which poses challenges for data analysis. To address this difficulty, the researcher has applied the isometric logratio transform to compositional data for constructing control charts to detect the shifts in the process. However, it is performed on the transformed compositional data, which not only increases complexity and reduces interpretability but also increases computational costs. In the field of statistics, the Dirichlet distribution is commonly employed to model compositional data. Therefore, based on the Dirichlet distribution, we propose a multivariate exponential weighted moving average (MEWMA) control chart based on the Score test statistic. An advantage of the proposed method is that it allows direct monitoring of compositional data without the need for transformation. In this study, we compare existing methods with the proposed method through simulation studies and real-world data. The results demonstrate that the proposed method exhibits excellent detection capabilities for identifying process shifts. Additionally, to enhance the practicality of our research, we developed a code written in the R programming language, which can be used by practitioners to monitor compositional data effectively.
Al cup data set (2020). https : //www.aicup. tw/open-data. Accessed: 2023-06-19.
Aitchison, J. (1982).The statistical analysis of compositional data, Journal of the Royal Statistical Society: Series B (Methodological) 44(2): 139-160.
Barceló-Vidal, C., Martín-Fernández, J. A. and Pawlowsky-Glahn, V.(2001).Mathematical foundations of compositional data analysis, Proceedings of IAMG, Vol. 1, pp. 1-20.
Billheimer, D., Guttorp, P. and Fagan, W. F. (2001). Statistical interpretation of species composition, Journal of the American statistical Association 96(456): 1205-1214.
Egozcue, J. J., Pawlowsky-Glahn, V., Mateu-Figueras, G. and Barcelo-Vidal, C. (2003). Isometric logratio transformations for compositional data analysis, Mathematical geology 35(3): 279-300.
Farrow, M. (2017). Mas3301 bayesian statistics, Newcastle University.
Gioia, V. and Pagui, E. C. K. (2021). Estimation of dirichlet distribution parameters with bias-reducing adjusted score functions, arXiv preprint arXiv: 2103.02413
Holmes, D. S. and Mergen, A.,E. (1993). Improving the performance of the T^2 control chart, Quality Engineering 5(4): 619-625.
Huang, J. (2005). Maximum likelihood estimation of dirichlet distribution parameters, CMU Technique report 18.
Hung-Jia-Jun (2018). Deeplearningprediction, https: //github.com/Hung-Jia- Jun/python/tree/master/DeepLearningPrediction. Accessed: 2023-06-19.
Kalan (2007). HueScale, https: //commons.wikimedia.org/wiki/File: HueScale.svg. Accessed: 2023-07-04.
Knoth, S. (2017). ARL numerics for MEWMA charts, Journal of Quality Technology 49(1): 78-89.
Lowry, C. A., Woodall, W. H., Champ, C. W. and Rigdon, S. E. (1992). A multivariate exponentially weighted moving average control chart, Technometrics 34(1): 46-53.
Mateu i Figueras, G., Pawlowsky-Glahn, V. et al. (2005). The Dirichlet distribution with respect to the Aitchison measure on the simplex-a first approach, Universitat de Girona. Department d'Informâtica i Matemâtica Aplicada.
Monti, G. S., Mateu i Figueras, G., Pawlowsky-Glahn, V. and Egozcue, J. J. (2011). The shifted-scaled dirichlet distribution in the simplex, International Workshop on Compositional Data Analysis (4th: 2011: Sant Feliu de Guíxols, Girona). CODAWORK 2011: International Workshop on Compositional Data Analysis, hold on May 9-13rd. 2011, Sant Feliu de Guixols, Girona, Universitat Politêcnica de Catalunya. Centre Internacional de Mètodes Numèrics en Enginyeria (CIMNE).
Pawlowsky-Glahn, V. and Buccianti, A. (2011). Compositional data analysis, Wiley Online Library.
Preucil, F. (1953). Color hue and ink transfer their relation to perfect reproduction, Taga Proceedings, pp. 102-110.
Roberts, S. (1959). Control chart tests based on geometric moving averages, Technometrics 1(3): 239-250.
Shewhart, W. A. (1930). Economic quality control of manufactured product 1, Bell System Technical Journal 9(2): 364 389.
Sullivan, J. H. and Woodall, W. H. (1996). A comparison of multivariate control charts for individual observations, Journal of Quality Technology 28(4): 398-408.
Tran, K. P., Castagliola, P., Celano, G. and Khoo, M. B. (2018). Monitoring compositional data using multivariate exponentially weighted moving average scheme, Quality and Reliability Engineering International 34(3): 391-402.
Vives-Mestres, M., Daunis-I-Estadella, J. and Martin-Fernandez, J.-A. (2014). Individual T^2 control chart for compositional data, Journal of Quality Technology 46(2): 127-139.
Wapcaplet (2005). Hsv cone, https://commons.wikimedia.org/wiki/File:HSV_cone. jpg. Accessed: 2023-07-04.
鄭國裕(2019). RGB色彩模型,http://cky1.blogspot. com/2019/05/blog-post. html. Accessed: 2023-07-04.
校內:2028-08-03公開