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研究生: 俞政廷
Yu, Cheng-Ting
論文名稱: 監控形狀矩陣的空間秩多變量EWMA 管制圖
A Spatial Rank-Based Multivariate EWMA Chart for Monitoring Process Shape Matrix
指導教授: 黃榮臣
Huwang, Longcheen
口試委員: 楊素芬
蔡宗儒
學位類別: 碩士
Master
系所名稱: 理學院 - 統計學研究所
Institute of Statistics
論文出版年: 2017
畢業學年度: 105
語文別: 中文
論文頁數: 58
中文關鍵詞: 管制圖空間秩形狀矩陣EWMA多變量無母數
外文關鍵詞: control chart, multivariate, EWMA, shape matrix, nonparametric, spatial rank
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  • 在監控多變量資料時,除了對品質特徵的平均向量做監控外,還盼望能對品質特徵的變異數和變數間的相關性大小進行監控。在現行的文獻中,對於共變異數或形狀矩陣的監控大多數背後都有要求資料服從多變量常態分配的假設,本文主要探討的議題是當資料的分配不為多變量常態分配時,如何利用無母數方法對資料的形狀矩陣來進行監控。我們利用無母數統計中的空間秩概念,建構一個無母數的EWMA管制圖,並用統計模擬的方式來討論我們所提出的管制圖在監控效率上的表現。最後我們舉一個白葡萄酒資料的實例來說明在實務上如何運用所提出的管制圖。


    When monitoring the multivariate production process, we intend to monitor not only the average of quality characteristics but also its covariance or shape matrix. Nowadays, there are many multivariate control schemes for monitoring the covariance or shape matrix, and most of them are based on the normal assumption. However, in reality, the quality characteristics are usually not normally distributed. Therefore, in this article we want to construct a control chart to monitor the shape matrix based on a nonparametric approach. We use the concept of spatial-rank and exponentially weighted moving average control scheme to develop the on-line monitoring control chart. Simulation performance of this chart is given in the article. Finally, we use a real-data example from a white-wine production process to demonstrate the applicability of the proposed control scheme.

    第一章 緒論 p.1 1.1 前言 p.1 1.2 研究動機與目地 p.3 第二章形狀矩陣的監控 p.5 2.1 空間符號、空間秩和MNSE管制圖的回顧 p.5 2.2 監控形狀矩陣的空間秩EWMA管制圖 p.10 第三章統計模擬 p.15 3.1 母體分配與失控形狀矩陣的假設 p.15 3.2 管制界限與m0的大小 p.17 3.3 監控效率的比較 p.19 第四章實例應用 p.22 第五章結論 p.25 參考文獻 p.26 附表 p.29 附圖 p.43

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