簡易檢索 / 詳目顯示

研究生: 黎玉梅
論文名稱: 羅吉斯迴歸輪廓的第一階段監控
指導教授: 黃榮臣
口試委員:
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: 2007
畢業學年度: 95
語文別: 中文
論文頁數: 79
中文關鍵詞: 輪廓羅吉斯迴歸管制圖
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
  •   在許多實際的製程裡,產品或製程的品質特性是由一反應變數和一個或多個解釋變數的函數關係來界定,這種反應變數和解釋變數之間的關係稱為輪廓,而其資料形式被稱為輪廓的數據。本文採用廣義線性模型,針對反應變數為二元變數,且反應變數與解釋變數之間的關係為一個羅吉斯迴歸的輪廓,探討如何在第一階段中做有效的監控。我們使用傳統的估計方法及穩健估計量的估計方法來建構五種 管制圖,並以常用的發生失控警訊機率當作準則,透過統計模擬比較這些管制圖的優劣,最後舉一個例子來說明在實際上如何操作和使用。


    第一章 緒論 1 1.1 前言 1 1.2 多變量製程管制圖 2 1.3 穩健估計量 4 1.4 輪廓的監控 4 1.5 研究動機與目的 6 第二章 羅吉斯迴歸輪廓之管制 8 2.1 模型的假設 8 2.2 參數的估計 8 2.3 建構管制圖 11 第三章 發生失控警訊機率之表現 13 3.1 管制圖的比較準則 13 3.2 管制界限的求法 14 3.3 偵測能力的比較 16 3.3.1 異值點 16 3.3.2 階梯式位移 18 3.3.3 漂移 19 3.4 實例分析 20 第四章 結論與未來研究 22 附錄一 MVE估計值演算法 24 附錄二 MCD估計值演算法 26 參考文獻 28 附圖 31 附表 51

    [1] Alt, F. B. (1985). “Multivariate Quality Control”. The Encyclopedia of Statistic-
      al Sciences (Vol. 6), Kotz, S., Johnson, N. L. and Read, C. R., (eds.), John Wiley & Sons, New York, NY.
    [2] Hampel, F. R., Ronchetti, E. M., Rousseeuw, P. J., and Stahel, W.A. (1986) Robust Statistics: The Approach Based on Influence Functions, John Wiley and Sons, New York, NY.
    [3] Hotelling, H. (1947). “Multivariate Quality Control”. Techniques of Statistical
      Analysis, eds. C. Eisenhart, M. W. Hastay, and W. A. Wallis, New York:
      McGraw-Hill, pp. 118-184.
    [4] Jensen, W. A., Birch, J. B., and Woodall, W. H. (2007), “High Breakdown Est-
      imation Methods for Phase I Multivariate Control Charts”, To appear in Quality
      and Reliability Engineering International.
    [5] Jensen, W. A., Birch, J. B. (2006). “Profile Monitoring via Nonlinear Mixed M-
      odels”. Technical Report No. 06-4, Department of Statistics, Virginia Polytechn-
      ic Institute and State University.
    [6] Kang, L. and Albin, S. L. (2000). “On-Line Monitoring When the Process Yields
      a Linear Profiles”. Journal of Quality Technology 32, pp. 418-426.
    [7] Kim, K., Mahmoud, M. A., and Woodall, W. H. (2003). “On the Monitoring of
      Linear Profiles”. Journal of Quality Technology 35, pp. 317-328.
    [8] Lowry, C. A., Woodall, W. H., Champ, C. W., and Rigdon, S. E. (1992), “A M-
      ultivariate Exponentially Weighted Moving Average Control Chart”. Technomet-
      rics, 34, pp. 46-53.
    [9] Mahmoud, M. A., and Woodall, W. H. (2004), “Phase I Analysis of Linear Profiles with Calibration Applications”. Technometrics, 46, pp. 380-391.
    [10] McCullagh, P., and Nelder, J. A. ( 1989). Generalized linear models (2nd ed.), Chapman & Hall, London, NY., Tokyo, Melbourne, Madras.
    [11] Mestek, O., Pavlik, J., and Suchanek, M. (1994). “Multivariate Control Charts:
      Control Charts for Calibration Curves”. Fresenius’ Journal of Analytical Chemis-
      try 350, pp. 344-351.
    [12] Mongomery, D. C. (2005). Introduction to Statistical Quality Control (5th ed.), John Wiley & Sons, New York, NY.
    [13] Myers, Raymond H., Montgomery, Douglas C., Vining, G. Geoffrey ( 2002). Generalized Linear Models : with applications in engineering and the sciences, John Wiley, New York.
    [14] Rousseeuw, P. J. (1984). “Least Median of Squares Regression”. Journal of the American Statistical Association, 79, pp. 871-880.
    [15] Rousseeuw, P. J. and Leroy, A. M. (1987). Robust Regression and Outlier Detection. John Wiley & Sons, New York, NY.
    [16] Rousseeuw, P. J. and van Zomeren, B. C. (1990). “Unmasking Multivariate Outlier and Leverage Points”. Journal of American Statistical Association, 85, 633-651.
    [17] Rousseeuw, P. J. and Van Driessen, K. (1999). “A Fast Algorithm for the Mini-
       mum Covariance Determinant Estimator”. Technometrics, 41, 212-223
    [18] Sullivan, J. H. and Woodall, W. H. (1996). “A Comparison of Multivariate Control Charts for Individual Observations”. Journal of Quality Technology, 28, 398-408.
    [19] Varges, J. A. (2003). “Robust Estimation on Multivariate Control Charts for Individual Observations”. Journal of Quality Technology, 35, 367-376.
    [20] Walker, E., and Wright, S. (2002), “Comparing Curves Using Additive Mode-
    ls”, Journal of Quality Technology, 34, pp. 118-129.
    [21] Williams, J. D. (2005). “Contributions to Profile Monitoring and Multivariate Statistical Process Control”. Unpublished doctoral dissertation, Department of Statistics, Virginia Polytechnic Institute & State University.
    [22] Williams, J. D., Woodall, W. H., and Ferry, N. M. (2006). “Statistical Monito-
      ring of Heteroscedastic Dose-Response Profiles from High-Throughput Screen-
      ing”. Submitted to Journal of Agricultural, Biological, and Environmental Statistics.
    [23] Woodall, W. H. and Ncube, M. M. (1985). “Multivariate CUSUM Quality Control Procedures”. Technometrics 27, pp. 285-292.
    [24] 葉欣柔 (2006). “On the Monitoring of Logistic Regression Profiles”. 國立清華大學統計所碩士論文.

    無法下載圖示 全文公開日期 本全文未授權公開 (校內網路)
    全文公開日期 本全文未授權公開 (校外網路)

    QR CODE