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研究生: 杜羿旻
Tu, I-Min
論文名稱: 以Kullback-Leibler資訊建構單一觀察值之剖面監控管制圖
An Individuals Profile Control Chart Based on Kullback-Leibler Information
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: 54
中文關鍵詞: Kullback-Leibler information線性剖面管制圖AICGLR管制圖
外文關鍵詞: linear profile, Kullback-Leibler information, AIC, GLR control chart
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  • 品質是一家企業所注重的指標,其中統計製程管制(SPC)是常用的品質管制方法,當所監控的目標可以以輸入與輸出之函數形式呈現,此關係則稱為剖面(profile),若以線性迴歸模型描述則稱為線性剖面。過去文獻中的線性剖面監控管制圖多半假設在在每個取樣點都需有多個觀察值用以獨立配適出迴歸模型,但在許多實務應用上不一定是好方法,例如低生產率製程。本論文欲探討製程於Phase II階段,用於每次取樣觀察值個數為一個,監控線性迴歸之截距與斜率以及對應之變異數位移之情況,而本論文所提出之管制圖是以Kullback-Leibler information為基礎來監控線性函數是否發生改變,計算統計量的方式則是利用最新一期回溯考慮累積樣本,最後,本論文以平均監控時間(ATS)為管制圖績效指標,透過蒙地卡羅模擬估計管制圖之績效並與其他管制圖比較,並探討群組差異對於管制圖績效的影響。
    本研究結果發現,本研究所提出之管制圖若以每次選取多個觀察值群組的方式建構,其在偵測截距項以及斜率項的小幅度參數位移上有較好的表現,而若以單一個觀察值所建構,則可以改善偵測截距項以及斜率項的大幅度偏移上的不足,且在變異數偏移的偵測下不論偏移大小,表現皆優於群組方式建構之管制圖,若同時考量斜率項以及變異數偏移,除了微小幅度的偏移外,皆顯著優於以群組方式所建構之管制圖。最後本研究提供七個AICc模型供使用者判斷偏移類別,隨著偏移幅度變大AICc判斷的正確率越高,且對於變異數有格外敏感之反應。

    Statistical process control (SPC) is a commonly used for quality control. When the monitored target can be presented as a function of input and output, this relationship is called a profile. The linear regression model description is called a linear profile.
    The profile control charts in the past literature mostly assume that there are several observations at each sampling point, but it is not necessary in many practical applications, such as low productivity processes. This thesis intends to discuss the process in Phase II. The number of observations used for each sampling point is one. The control chart is used to monitor the intercept and slope of linear regression and the corresponding variance. The control chart proposed in this paper based on Kullback-Leibler information (K-L information). It is used to monitor whether the linear function has changed. Finally, this paper uses the average time to signal (ATS) as the performance metric. Through the simulation to present the performance of the control chart and then compared it with other control charts. Finally, we discussed the impact of group differences on the performance of the control chart.
    We found that the control chart proposed in this theses, when group at each sampling point, it has a good performance in detecting a small range of shift sizes on intercept term and slope term, and if it is constructed with an individual observation sampling, it can improve the disadvantage in the detection of the large range of shift sizes of the intercept term and slope term, and under the detection of the variance, regardless of the size of the shift, the performance is better than generalized likelihood ration (GLR) control chart. When considering the shift of slope term and variance at the same time, except for the slight range of shift sizes, they are better than the control chart constructed in the group mode. Finally, we provide seven AICc models for users to determine the shift type. As the shift sizes increases, the accuracy of AICc is higher, and there is a particularly sensitive on variance.

    目錄 摘要 I 誌謝 XIII 目錄 XIV 表目錄 XVI 圖目錄 XVII 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 4 1.4研究架構 5 第二章 文獻探討 6 2.1 剖面監控管制圖 6 2.2.1 GLR之剖面監控管制圖 7 2.2 管制圖之樣本群組 8 2.2.1 CUSUM與EWMA之樣本群組 9 2.2.2 IOGLR管制圖 9 2.3 資訊理論 K-L information 11 2.3.1 Kullback-Leibler資訊剖面監控管制圖 13 2.4 資訊準則 14 2.5 管制圖績效衡量指標 15 2.6 小結 16 第三章 管制圖建構 17 3.1 研究假設 17 3.2 符號設定 19 3.3 IO-ITPM管制圖建構 20 3.3.1 Phase II製程參數估計量 20 3.3.2 K-L information估計量 21 3.3.3 管制界限制定 22 3.4 蒙地卡羅法模擬管制圖績效流程 23 3.5 小結 27 第四章 結果分析 29 4.1 管制圖參數設定 29 4.2 ATS0搜尋 30 4.3 ATS1績效比較 31 4.4 利用最大概似法尋找改變點 37 4.5 AIC判斷偏移類別 37 4.6 管制圖案例討論 45 第五章 結論 47 參考文獻 49 附錄I 53 附錄II 54 表目錄 表 3-1 符號表 19 表 4-1 考慮截距項偏移時之績效比較表 32 表 4-2 考慮斜率項時之績效比較表 32 表 4-3 考慮斜率項偏移時之績效比較表 33 表 4-4 同時考慮斜率項與變異數偏移之績效比較表 34 表 4-4(續) 同時考慮斜率項與變異數偏移之績效比較表 35 表 4-5 截距項偏移之AIC模型選擇表 39 表 4-6 斜率項偏移之AIC模型選擇表 39 表 4-7 變異數偏移之AIC模型選擇表 32 表 4-8 同時考量斜率項與變異數偏移之AIC模型選擇表 33 表 4-9 IO-ITPM管制圖之檢定統計量選擇 45   圖目錄 圖 1-1 研究架構圖 5 圖 3-1 以ATS0為基準搜尋α值之模擬流程圖 24 圖 3-2 求取ATS1之模擬流程圖 25 圖 3-3 IO-ITPM管制圖執行流程圖 26 圖 4-1 ATS與Alpha關係圖 30 圖 4-2 ATS與Alpha取對數之關係圖 31 圖 4-3 IO-ITPM管制圖案例示範圖 46 圖 4-4 IOGLR管制圖案例示範圖 46

    參考文獻

    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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