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研究生: 尹思懿
Yin, Si-Yi
論文名稱: 用於搜尋加速壽命試驗中大中取小設計之混合演算法
Hybrid Algorithms for searching the Minimax Design of Accelerated Lift Tests
指導教授: 李宜真
Lee, I-Chen
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: 2022
畢業學年度: 110
語文別: 中文
論文頁數: 47
中文關鍵詞: 加速壽命試驗大中取小設計粒子群最佳化C-optimality
外文關鍵詞: accelerated life test (ALT), minimax design, particle swarm optimization (PSO), C-optimality
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  • 本研究採用大中取小準則應用於產品可靠度之加速壽命模型並使用粒子群最佳化演算法(particle swarm optimization, PSO) 實現。在過去的研究中,使用巢狀粒子群最佳化(nested PSO) 計算大中取小試驗(minimax design) 會耗費大量的時間,且其隨機撒點的機制可能導致無法收斂到最佳解,因此本研究以提升速率與準確率為目標針對此演算法進行修正。我們的研究主要針對加速壽命試驗常使用的失效模型Lognormal 分配與Weibull 分配進行討論,我們發現加速壽命試驗模型中將原始參數τ = (β0, β1, σ) 轉為參數θ = (pU, pH, σ) 後,在pU, pH 固定下,σ 的變動不會影響我們的目標函數,因此參數搜尋時能將三個參數修改為兩個參數搜尋以提升速率。粒子群最佳化演算法雖然能在沒有太多資訊的情況下,在問題空間內做出有效的搜尋並找出候選解,但其收斂方式無法保證找到的最佳解為全域的最佳解。在我們的研究中也發現使用巢狀粒子群最佳化搜尋參數時,經常會受到局部最佳解影響導致收斂方向錯誤進而得到錯誤的最佳解,並且在多次大中取小試驗中發現其參數的最佳解大部分會落在參數空間的邊界。因此我們根據粒子群最佳化演算法設計一個混合型演算法解決此問題,研究結果表明此演算法能有效找到正確的參數,並且在速率上也有顯著的提升。另一方面,我們在固定的參數範圍下比較兩個設計點與三個設計點在大中取小試驗下的結果,結果表明根據大中取小原則下所找到的最佳設計點,無論在Lognormal 分配與Weibull 分配皆呈現三個設計點的實驗配置為最佳,且Weibull 分配在低應力的佈點會比Lognormal 下低應力的佈點高。此外,我們也將minimax 的結果與過去的研究結果做比較,結果表明minimax 的表現在不同設計參數(planning value) 下皆有不錯的穩健性。

    An efficient experiment planning depends on parameters and failure models. However,the true parameters are unknown before the experiment. Setting wrong planning parameters may obtain unreliable lifetime information. Thus, we use minimax design to solve this problem. In this study, we adopt particle swarm optimization (PSO) techniques to find a minimax design for accelerated life test (ALT). Therefore, the purpose of our study is to improve the rate and accuracy of this algorithm. We found that the parameter θ = (pU, pH, σ) used in the accelerated life test model, when pU, pH are fixed, the change of σ does not affect the result of the objective function. Thus, unknown parameters (pU, pH, σ) can be modified into (pU, pH) during parameter search. In many minimax experiments, it is found that most of the optimal solutions of the parameters will fall on the boundary of the parameter space. In the past research, it took a lot of time to calculate the minimax design using nested PSO. Which is often affected by the local optimal solution, resulting in the wrong direction of convergence and get the wrong optimal solution. We design a hybrid algorithm based on the particle swarm optimization algorithm to solve these problems. The results show that this algorithm can effectively find the correct parameters, and the speed is also significantly improved.In the study, we adopt hybrid algorithms to find the minimax designs under Weibull and lognormal models respectively. Comparing the results of two design points with three design points under a minimax experiment with a fixed parameter range, the results show 3-level plan is minimax either for lognormal or Weibull model.

    摘要 i 英文延伸摘要 ii 誌謝 xiii 目錄 xv 表目錄 xvii 圖目錄 xviii 第一章緒論 1 第一節研究動機與目的 1 第二節文獻回顧 2 第三節概述 3 第二章加速壽命試驗 4 第一節加速壽命模型 4 第二節重新參數化 5 第三節最大概似估計 6 第四節漸進變異數 7 第五節Minimax 穩健設計準則 7 第六節σ 對ASR 之影響 8 第三章研究方法 10 第一節粒子群最佳化(Particle Swarm Optimization, PSO) 10 第二節巢狀PSO 11 第三節巢狀PSO 應用至加速壽命試驗之minimax 設計 12 第四節修改巢狀PSO 內層撒點 17 第五節混合型演算法 21 第四章加速壽命試驗之minimax 設計應用 22 第一節三種演算法之速率比較 22 第二節混合型演算法應用至minimax design 22 第三節不同q 百分位數之壽命估計 25 第四節與Ψ-criterion 比較 26 第五章結論與未來方向 31 參考文獻 32 附錄A 漸進樣本變異數推導 34 附錄B 不同設計點組合之ASR 39 附錄C 不同q 值之收斂情形 43 C.1 q = 0.5 43 C.2 q = 0.01 45 C.3 q = 0.001 47

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