研究生: |
陳俊宇 |
---|---|
論文名稱: |
使用逐次概率比檢定的製程管制法 Statistical Process Control via the Sequential Probability Ratio Test |
指導教授: | 許文郁 |
口試委員: |
陳鄰安
洪慧念 |
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: | 2013 |
畢業學年度: | 101 |
語文別: | 中文 |
論文頁數: | 26 |
中文關鍵詞: | EWMA管制圖 、SPRT |
相關次數: | 點閱:2 下載:0 |
分享至: |
查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報 |
EWMA(Exponentially Weighted Moving Average)管制圖(control chart)在統計製程管制(statistical process control)上是目前最好的檢測方法,但是當誤差量小的時候,其效率並沒有很好。本文利用逐次概率比檢定(Sequential Probability Ratio Test)的最佳性質,將所有觀測值透過函數轉換以及累加所得,作為檢定統計量,當此統計量超出一設定界線時判定為製程失控(out of control)。期望此方法在小的誤差量中會比EWMA管制圖表現地更好,透過模擬及比較後,發現此方法在小的誤差量中確實會比EWMA管制圖有效率,而且效率是非常顯著的。本文最後討論轉換函數的參數值該如何選取,使得皆可適用於各種不同的情況。
[1] Crowder, S. V. (1987a). A simple method for studying
run-length distributions of exponentially weighted
moving average charts. Technometrics, Vol 29(4), 401-
407.
[2] Crowder, S. V. (1989). Design of exponentially weighted
moving average schemes, Technometrics, Vol 21(3), 155-
162.
[3] Huang Wei-Chen (2012). An exponentially weighted moving
average control chart based on likelihood ratio test
statistics for monitoring general linear profiles.
Institute of statistic, national Chiao Tung university,
Hsinchu, Taiwan.
[4] Lucas, J. M. and Saccucci, M. S. (1990) Exponentially
weighted moving average control scheme: properties and
enhancements. Technometrics, Vol 32(1), 1-12
[5] Montgomery, D. C. (2009). Statistical Quality Control.
Wiley, New York.
[6] Page, E. S. (1954). Continuous inspection schemes.
Biometrika, Vol. 41(1), 100-115.
[7] Page, E. S (1961). Cumulative sum control chart.
Technometrics, Vol. 3(1), 1-9.
[8] Roberts, S. W. (1958). Control chart tests based on
geometric moving average. Technometrics, Vol 42(1), 97-
102.
[9] Shewhart, W. A. (1931) Economic control of quality of
manufactured product. Van Nostrand, New York.
[10] Siegmund, D. (1985). Sequential Analysis. Spring-
Verlag, New York.
[11] Stoumbos, Z. G., Reynolds, M. R., and Woodall, W. H.
(2003). Control chart schemes for monitoring the mean
and variance of processes subject to sustained shifts
and drifts. Handbook of statistics, Vol. 22, 553-571.
Ch13.