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研究生: 葉詠馨
Yeh, Yung-Hsin
論文名稱: 自相關性與非高斯數據之虛擬量測預測區間建構
Prediction Interval Construction for Virtual Metrology with Autocorrelated and Non-Gaussian 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: 2026
畢業學年度: 114
語文別: 中文
論文頁數: 91
中文關鍵詞: 虛擬量測高斯過程潛在變數預測區間概念漂移不確定性量化
外文關鍵詞: Virtual Metrology, Gaussian Process, Latent Covariate, Prediction Interval, Concept Drift, Uncertainty Quantification
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  • 在精密製造中,品質管控是維持企業競爭力的核心。以半導體產業為例,傳統品質驗證高度仰賴實體量測,然而設備昂貴且耗時,不僅降低製造效率,更伴隨破壞性檢驗的風險。為突破此瓶頸,虛擬量測(Virtual Metrology, VM)技術應運而生。然而,現行方法多聚焦於點預測,忽略了結果的不確定性,且難以因應製程數據中普遍存在的時序自相關性、非高斯異質變異與概念漂移。
    面對此困境,本研究開發一套結合相關修正交叉驗證之高斯過程潛在變數模型之虛擬量測監控框架。首先,透過相關修正交叉驗證機制精確診斷殘差之自相關結構並轉化為強先驗資訊修正傳統交叉驗證因相關干擾導致過度擬合,進而引發之預測區間覆蓋率偏差;其次,利用高斯過程潛在變數模型建構具異質變異性之非高斯噪聲模型,並配合雙重隨機採樣與經驗分位數法,精確量化系統不確定性以建構動態預測區間;同時導入基於相對皮爾森散度之雙視窗監控機制,主動識別全域與局部漂移並觸發模型重構。統計模擬與實例驗證結果顯示,本框架於不同壓力測試下與各目標水準之絕對誤差均能控制在 0.9% 以內,且能有效收斂區間寬度;而在刀具磨損與化學機械平坦化兩組工業競賽資料集應用中,結果顯示本研究提出之機制不僅能提供關鍵的預警前置時間,亦能針對異質與動態製程環境建構高度可靠且動態調適的預測區間。本研究成功兼顧了統計推論的嚴謹性與工業實務的實用價值

    Quality assurance in precision manufacturing has long depended on physical measurement tools that impose significant cost and cycle-time penalties. Virtual Metrology (VM) offers a data-driven alternative, enabling real-time quality inference from process sensor signals. Despite its promise, most existing VM approaches are limited to point estimates and do not account for temporal autocorrelation, heteroscedastic non-Gaussian noise, or distributional shift over time.
    This study proposes a VM framework that combines a Gaussian Process with Latent Covariate (GPLC) model and Correlation-Corrected Cross-Validation (CC-CV) to jointly address these limitations. CC-CV quantifies residual autocorrelation structure and translates it into informative priors, mitigating coverage distortion under correlated observations. Within an augmented input-latent space, GPLC with double stochastic posterior sampling produces calibrated prediction intervals that adapt to asymmetric and heavy-tailed error profiles. A complementary monitoring layer based on the Symmetric Pearson Divergence detects both gradual structural shifts and transient fluctuations, enabling timely adaptive model updates when drift is confirmed. Across simulation benchmarks, coverage converges reliably to nominal levels. On tool wear and chemical-mechanical planarization benchmarks, the framework delivers early warning capability, accurate point estimates, and well-calibrated intervals under process heterogeneity. The result is a statistically grounded yet practically deployable solution for smart manufacturing quality control.

    中文摘要 I Abstract II 誌謝 XI 目錄 XII 表目錄 XV 圖目錄 XVI 第一章 緒論 1 1-1. 研究背景與動機 1 1-2. 研究目的 3 1-3. 研究架構 4 第二章 文獻回顧 5 2-1. 虛擬量測 5 2-2. 高斯過程迴歸理論與建模 8 2-3. 相關修正交叉驗證與相關誤差之影響 10 2-4. 密度比估計與漂移偵測 11 2-5. 橢圓切片抽樣 13 第三章 研究方法 15 3-1. 結合強先驗之GPLC模型建構 15 3-1.1 資料結構與建模假設 16 3-1.2 模型建構 17 3-1.3 超參數診斷與強先驗賦予 23 3-1.4 複合式貝氏後驗推論 26 3-1.5 預測分布之雙重隨機採樣與非高斯混合特性 27 3-1.6 不確定性量化與預測區間覆蓋 29 3-2. 基於相對密度比之漂移監控 33 3-2.1 基準視窗定義與數據結構 33 3-2.2 相對皮爾森散度之製程漂移檢測機制 34 3-2.3 連續點超標判別與動態行為分析 37 3-2.4 反饋迴路:應對製程漂移之差異化調適機制 38 3-3. 本章小結與方法亮點 39 第四章 統計模擬與實例分析 41 4-1. 模擬實驗設置與資料生成 41 4-1.1 映射函數之數學定義 41 4-1.2 誤差項之分佈與時間相依結構 42 4-1.3 模擬結果 45 4-2. 實例分析一 49 4-3. 實例分析二 54 第五章 結論與未來研究方向 66 5-1. 結論 66 5-2. 研究限制與未來研究方向 67 5-2.1 高維特徵下的變數選取挑戰 67 5-2.2 多鏈 MCMC 複合採樣之計算效率議題 68 參考文獻 70

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