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研究生: 廖可歆
Liaw, Ko-Hsin
論文名稱: 應用資訊理論於建構多變量管制圖
An Information-theoretical Control Chart for Multivariate Statistical Process Monitoring
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: 2016
畢業學年度: 104
語文別: 中文
論文頁數: 71
中文關鍵詞: 多變量管制圖概似比管制圖資訊準則
外文關鍵詞: multivariate normal process, Kullback-Leibler distance, control chart, generalized likelihood ratio control chart
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  • 統計製程管制是一些使製程穩定和經由降低變異改善製程能力的有力工具集合,其中管制圖被廣泛的應用在製程的監控上,在過去單變量管制圖已被廣泛地應用於製程管制中,且具有相當良好的監控績效。然而,隨著製程複雜度的增加,製程品質往往受到多個品質特性所影響,且品質特性之間通常存在著相關性。此時,如果繼續沿用單變量管制圖,將容易出現嚴重的誤判。若要同時監控數個彼此間具有相關性之品質特性,則必須使用多變量管制圖(multivariate control chart)。常見的多變量管制圖有:Hotellings T^2管制圖、MCUSUM管制圖及MEWMA管制圖。本研究利用Kullback-Leibler Distance以及最大概似法的概念,使用兩種方式計算K-L Distance,建構不需要事先設定參數,在多變量過程中同時監測平均向量與共變異數矩陣位移的管制圖,稱為Multivariate Information Theoretical Based Process Control Chart,簡稱MIPC管制圖;在品質參數間無相關性或具有相關性的情況下與MCUSUM、MEWMA、Hotellings T^2、混合型管制圖進行管制績效比較,根據分析結果可知MIPC管制圖相較於其他類型的管制圖,在平均向量位移的偵測上,在廣泛位移都有不錯的監測效果,而在共變異數矩陣的監控上,則是在發生小位移時有很好的表現,且品質參數間的相關性越大MIPC管制圖會有越好的監測效果。整體而言,MIPC管制圖有兩種計算資訊落差的方式,其中使用由後往前增加考慮樣本期數的方式要比使用最大概似法估計的方式監控效果好,但是使用最大概似法的這個方式可以預估出發生位移的樣本期數,進而估計出位移後的平均向量的估計量。整體來說MIPC管制圖是個易於使用且具有良好監測效果的管制圖。

    This paper develop a statistical process control (SPC) chart based on Kullback Leibler distance of information theory to monitor the mean vector, covariance matrix ,or both shift of the multivariate normal process. We name this control chart Multivariate Information Theoretical Based Process Control Chart (MIPC).We construct two approaches to calculate the information gap between the probability distributions. This two approaches are named MIPC-L and MIPC-I, respectively. The control limits of the control chart are obtained by 100,000 runs when in-control average time to signal is 800. The performance of MIPC Control Chart is depended on the direction of the shift in mean vector or covariance matrix, so performance is investigated for specific shift direction and also averages overall direction. The best overall performance is achieves using a MIPC-I.

    目錄 摘要 I 致謝 VII 表目錄 XI 圖目錄 XII 第一章 緒論 1 第一節 研究背景 1 第二節 研究動機 4 第三節 研究目的 4 第四節 模型假設 5 第五節 研究流程 6 第二章 文獻探討 7 第一節 Hotelling’s T^2 7 第二節 多變量累積和(MCUSUM)管制圖 9 第三節 多變量指數加權平均(MEWMA)管制圖 11 第四節 Change-Point Model 12 第五節 GLR管制圖 13 第六節 Window Size 15 第七節 K-L Distance 16 第八節 管制圖績效指標 17 第九節 小結 18 第三章 管制圖建構與步驟 20 第一節 研究假設與參數設定 21 第二節 研究流程建構 23 第三節 管制圖建構 26 3.3.1 MIPC-L的τ^*計算與選定 28 3.3.2 Kullback-Leibler Distance值計算 29 3.3.3 管制界線的設定 31 第四節 管制圖的繪製 35 第五節 小結 36 第四章 結果分析 37 第一節 管制圖的參數設定 37 4.1.1 位移量表示依據 38 4.1.2 位移情況表示型式 38 第二節 各種計算K-L Distance方式偵測位移的效果 40 第三節 管制圖比較與結果分析 46 第四節 平均向量與變異數同時位移 54 第五節 小結 55 第五章 結論與未來研究方向 56 第一節 本研究結論 56 第二節 未來研究方向 57 參考文獻 58 附錄Ⅰ 62 附錄Ⅱ 63 附錄Ⅲ 64 附錄Ⅳ 65 附錄Ⅴ 66 附錄Ⅵ 67 附錄Ⅶ 68 附錄Ⅷ 69

    中文文獻:
    李庭媁,應用資訊理論於管制圖之建構,國立成功大學工業與資訊管理研究所碩士論文,民國一百零三年六月
    翁奕軒,應用資訊理論於建構同時監控製程平均數及製程變異數之管制圖,國立成功大學工業與資訊管理研究所碩士論文,民國一百零四年六月
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