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研究生: 林己茹
Lin, Chi-Ju
論文名稱: 以由後往前逐次檢定法建置CUSUM管制圖
Using Backward Empirical Sequential Test to Construct Cumulative Sum Control Charts
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: 45
中文關鍵詞: Backward Empirical Sequential TestSPRTCUSUMARL
外文關鍵詞: Backward Empirical Sequential Test, SPRT, CUSUM, ARL
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  • Shewhart管制圖針對大部份的生產情況都能有效地管制,但在生產過程只有微小偏移時,卻不如累積和(Cumulative Sum, CUSUM)管制圖及指數加權移動平均(Exponentially Weighted Moving Average, EWMA)管制圖有效。CUSUM與EWMA管制圖雖然在監測小偏移方面較為敏銳,但必須在偏移量為已知才具有最佳的成效。
    當製程發生偏移時,偏移後的抽樣資料比未偏移前的資料,有更多偏移發生的證據,但在考量全部抽樣資料的CUSUM管制圖,偏移後的抽樣資料反而會受到其餘資料的影響,而降低其重要性。若能著重於有更多偏移證據的部份,將偏移後的抽樣資料逐次檢定,可以更快累積製程發生偏移的證據。本研究使用Backward Empirical Sequential Test(BEST)法建置統計製程管制圖,並以CUSUM管制圖,分別就監測平均數、變異數以及同時監測平均數與變異數的部份,進行比較。
    在監測平均數之初始狀態CUSUM管制圖,在相同的 值情況下,使用BEST法可改善製程發生偏移後之 ;穩態之 值較初始狀態小,但當平均數偏移至2倍標準差以上時,使用BEST法成效不顯著。監測變異數之CUSUM管制圖則是不論初始狀態或穩態,在相同的 值情況下,使用BEST法皆可改善製程發生偏移後之 ,但當變異數偏移至2倍標準差時,使用BEST法成效不顯著。同時監測平均數與變異數之CUSUM管制圖,平均數與變異數偏移皆會共同影響 值,在相同的 值情況下,使用BEST法可改善製程發生偏移後之 ,但當平均數與變異數偏移至2倍標準差以上時,使用BEST法成效不顯著。

    The Shewhart control chart can effectively control most production conditions, but when there is only a small deviation in the production process, it is not as good as the Cumulative Sum (CUSUM) control chart and the Exponentially Weighted Moving Average (EWMA) control chart.
    When the process shifts, the sampled data after shifting has more evidence of shifting than the data before shifting. However, when considering the CUSUM control chart of all sampled data, the sampled data after shifting will be affected. The rest of the information will reduce its importance. If we can focus on the parts with more shifting evidence, sequentially testing the shifting sampling data can accumulate evidence of shifting in the process faster. In this study, the Backward Empirical Sequential Test (BEST) method was used to build a statistical process control chart, and the CUSUM control chart was used to compare monitoring mean, variance, and simultaneous monitoring of mean and variance.
    In the case of the same value, using the BEST method can improve the process after the deviation occurs, but when the mean and variance are shifted to more than 2 times of standard deviation, the effect of using the BEST method is not significant.

    摘要 i 誌謝 viii 目錄 ix 表目錄 xi 圖目錄 xiii 第1章 緒論 1 1.1 研究背景 1 1.2 研究動機 2 1.3 研究目的 2 1.4 研究流程 3 第2章 文獻探討 4 2.1 CUSUM管制圖 4 2.1.1 監測平均數 4 2.1.2 監測變異數 6 2.1.3 同時監測平均數與變異數 7 2.2 GLR管制圖 7 2.3 管制圖之績效指標 9 2.4 文獻小結 11 第3章 由後往前逐次檢定法 12 3.1 BEST法 12 3.2 監測平均數之CUSUM管制圖統計量 13 3.3 監測變異數之CUSUM管制圖統計量 14 3.4 同時監測平均數與變異數之CUSUM管制圖統計量 15 第4章 結果分析 17 4.1 管制圖之衡量指標設定 17 4.2 管制圖成效比較 18 4.2.1 監測平均數之初始狀態CUSUM 18 4.2.2 監測平均數之穩態CUSUM 20 4.2.3 監測變異數之初始狀態CUSUM 22 4.2.4 監測變異數之穩態CUSUM 25 4.2.5 同時監測平均數與變異數之CUSUM 27 第5章 結論與未來發展 32 5.1 結論 32 5.2 未來發展 33 參考文獻 34 附錄A 監測平均數 之迴歸過程 36 附錄B 監測平均數 之迴歸過程 37 附錄C 監測平均數 之迴歸過程 39 附錄D 監測變異數 之迴歸過程 41 附錄E 監測變異數 之迴歸過程 42 附錄F 監測變異數 之迴歸過程 44

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