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研究生: 莊仕祺
Chuang, Shih-Chi
論文名稱: 監控圓柱體線性輪廓製程的無母數多變量符號指數加權移動平均管制圖
Monitoring Cylinder Linear Profiles Using Nonparametric Multivariate Sign Exponentially Weighted Moving Average Control Charts
指導教授: 黃榮臣
Huwang, Long-Cheen
口試委員: 楊素芬
Yang, Su-Fen
葉百堯
Yeh, Bai-Yau
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: 2021
畢業學年度: 109
語文別: 中文
論文頁數: 64
中文關鍵詞: 指數加權移動平均輪廓監控改變點估計參數診斷無分配限制圓柱體
外文關鍵詞: Exponentially Weighted Moving Average, Profile monitoring, Change point estimation, Parameter diagnosis, Distribution-free, Cylinder
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  • 本文主要探討的議題是圓柱體製程輪廓模型的管制圖監控。首先我們會說明如何以線性輪廓來描繪圓柱體製程的資料。在現有的輪廓監控方法當中,大多數都對模型誤差項假設為常態分配,而我們所利用的無母數監控管制圖搭配無母數的線性輪廓參數估計方法,能使得當圓柱體線性輪廓模型的誤差項非常態分佈時,管制圖依然能夠擁有良好的監控效率。此外,我們也在管制圖發生失控警訊後提出後續的改變點估計與參數診斷方法,以便找出輪廓發生偏移的時間點與發生偏移的參數。在本文中,我們會先介紹圓柱體的線性輪廓模型以及所使用的無母數監控方法。接著我們會以統計模擬的方式來評估這個無母數輪廓監控管制圖的監控效率,並和現有的輪廓監控有母數管制圖進行比較。我們也會用統計模擬來評估無母數管制圖發生失控警訊後,改變點估計和參數診斷方法的準確度。最後,我們會使用一組引擎汽缸的圓柱體資料來說明本文所利用的無母數管制圖在實務上的使用效果。


    The main topic discussed in this article is to use control charts to monitor cylinder profiles. First, we explain how to describe data of cylinders using linear profiles. In the existing profile monitoring methods, error term in models is usually assumed to be normally distributed. However, in certain applications including cylinder linear profiles, the error term may not be normal. Therefore, we use a robust estimation method to estimate the parameters in the profiles and a nonparametric control chart to monitor cylinder linear profiles. The proposed control chart is show to have a great monitoring efficiency when the error term is not normal. In addition, we also propose a change point estimation method and parameters diagnosis method after the out-of-control signal occurs. The rest of the paper is organized as follows. We first introduce the linear profile models for cylinders and the nonparametric monitoring method that will be used. Then, we use statistical simulation to evaluate the monitoring efficiency of the proposed control chart and compare with an existing parametric control chart. We also present the accuracy of the change point estimation and parameters diagnosis method after the out-of-control signal occurs. Finally, we apply our method to engine cylinder data as a practical example.

    1 緒論-------------------------------------------1 1.1 管制圖簡介------------------------------------1 1.2 輪廓製程監控----------------------------------2 1.3 圓柱體模型------------------------------------3 1.4 研究動機與目的--------------------------------4 2 圓柱體線性輪廓的無母數監控方法--------------------5 2.1 圓柱體線性模型的無母數參數估計------------------5 2.2 線性輪廓的無母數監控方法-----------------------9 2.2.1 多變量符號EWMA 管制圖-----------------------9 2.2.2 無母數改變點估計方法與參數診斷---------------11 3 統計模擬---------------------------------------18 3.1 模型參數假設---------------------------------18 3.2 圓柱體無母數多變量符號EWMA 管制圖的管制上限-----19 3.3 無母數和有母數EWMA 管制圖監控比較--------------21 3.4 無母數MSEWMA 管制圖的改變點估計與參數診斷------25 4 實例-------------------------------------------28 5 結論-------------------------------------------32 參考文獻-----------------------------------------34 附圖---------------------------------------------37 附表---------------------------------------------40

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