政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/124680
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 109951/140892 (78%)
Visitors : 46217753      Online Users : 1030
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/124680


    Title: 以主成分分析方法建立多元製程位置管制圖之研究
    Design of Multivariate Location Control Chart Using Principal Component Analysis Method
    Authors: 林健宏
    Lin, Chian-Hung
    Contributors: 楊素芬
    林健宏
    Lin, Chian-Hung
    Keywords: 多維度管制圖
    主成分分析
    變動樣本
    平均連串長度
    multivariate control chart
    principal component analysis
    variable sample size
    average run length
    Date: 2019
    Issue Date: 2019-08-07 16:00:47 (UTC+8)
    Abstract: 在監測產品或服務品質的方法中,管制圖是常使用的方法。傳統管制圖受限於常態分佈假設,因此許多學者投入研究非常態或是無母數管制圖的研究。另外,為了改善多變量製程之產品或服務品質,許多學者投入研究多變量管制圖。本文提出一個監控製程的管制圖。在母體分佈未知或非常態情況下,使用主成分分析方法結合符號平均值管制圖方法建立多元製程位置管制圖,EWMA-PM 管制圖,以監測未知多維度母體變數平均值向量。本文以平均連串長度 (ARL) 為指標評估此管制圖的偵測能力。
    本文以數值分析方法比較EWMA-PM 管制圖與其它文獻管制圖的偵測能力,結果顯示EWMA-PM 管制圖在樣本數大於5時、製程平均發生小幅度偏移時有較好的偵測效果。接著以半導體製程資料演示EWMA-PM管制圖的建立流程。
    此外,本文進一步建立變動樣本的標準多元製程位置管制圖,VSS EWMA-SM 管制圖,藉此提升偵測能力及降低抽樣成本。本文以抽樣的樣本期望值 (EN)、平均連串長度 (ARL) 和管制圖偵測出異常訊息所需平均抽樣的觀測值總數 (ANOS) 評估VSS EWMA-SM管制圖的偵測能力。
    The control chart is a common tool to monitor industrial product process. Traditional Shewhart control charts are limited by the assumption of normal distribution. Furthermore, multivariate data are more common. For monitoring non-parametric multivariate quality variables, we propose a new phase II control chart. We propose multivariate exponentially weighted moving average (EWMA) location control chart, EWMA-PM control chart, that combines the methods of the principal component analysis method and sign control chart to efficiently detect an out-of-control process mean vector.
    We use the average run length (ARL) to measure the detection performance of the EWMA-PM chart. Comparing the EWMA-PM chart with other existing control charts, the EWMA-PM chart shows the superior detection performance for mean vectors in a small shift when sample size is larger than 5. Then, we use semiconductor process data to illustrate the application of the EWMA-PM chart.
    We also propose the EWMA-PM control chart with variables sample size (VSS) scheme, VSS EWMA-SM control chart, to monitor process mean vector, for enhancing the process detection ability and reduce the sampling cost. We use average expected number of samples (EN), ARL and average number of observations till the first signal (ANOS) to measure the detection performance of the VSS EWMA-SM chart.
    Reference: [1] Abid, M., Nazir, H. Z., Riaz, M., & Lin, Z. (2017). An Efficient Nonparametric EWMA Wilcoxon Signed‐Rank Chart for Monitoring Location. Quality and Reliability Engineering International, 33(3), 669-685.
    [2] Amin, R. W., Reynolds Jr, M. R., & Saad, B. (1995). Nonparametric quality control charts based on the sign statistic. Communications in Statistics-Theory and Methods, 24(6), 1597-1623.
    [3] Amiri, A., Nedaie, A., & Alikhani, M. (2014). A new adaptive variable sample size approach in EWMA control chart. Communications in Statistics-Simulation and Computation, 43(4), 804-812.
    [4] Bakir, S. T. (2004). A distribution-free Shewhart quality control chart based on signed-ranks. Quality Engineering, 16(4), 613-623.
    [5] Bakir, S. T. (2006). Distribution-free quality control charts based on signed-rank-like statistics. Communications in Statistics-Theory and Methods, 35(4), 743-757.
    [6] Bakir, S. T., & Reynolds, M. R. (1979). A nonparametric procedure for process control based on within-group ranking. Technometrics, 21(2), 175-183.
    [7] Castagliola, P. (2005). A new S2‐EWMA control chart for monitoring the process variance. Quality and Reliability Engineering International, 21(8), 781-794.
    [8] Castagliola, P., Celano, G., Fichera, S., & Giuffrida, F. (2006). A variable sampling interval S2-EWMA control chart for monitoring the process variance. International Journal of Technology Management, 37(1-2), 125-146.
    [9] Chen, N., Zi, X., & Zou, C. (2016). A distribution-free multivariate control chart. Technometrics, 58(4), 448-459.
    [10] Costa, A. F. (1994). X charts with variable sample size. Journal of quality technology, 26(3), 155-163.
    [11] Costa, A. F. (1997). X chart with variable sample size and sampling intervals. Journal of quality technology, 29(2), 197-204.
    [12] Costa, A. F. (1999). X charts with variable parameters. Journal of quality technology, 31(4), 408-416.
    [13] Deng, H., Runger, G., & Tuv, E. (2012). System monitoring with real-time contrasts. Journal of quality technology, 44(1), 9-27.
    [14] Graham, M. A., Chakraborti, S., & Human, S. W. (2011). A nonparametric EWMA sign chart for location based on individual measurements. Quality Engineering, 23(3), 227-241.
    [15] Graham, M. A., Mukherjee, A., & Chakraborti, S. (2012). Distribution-free exponentially weighted moving average control charts for monitoring unknown location. Computational Statistics & Data Analysis, 56(8), 2539-2561.
    [16] Guo, B., & Wang, B. X. (2016). The variable sampling interval S 2 chart with known or unknown in-control variance. International Journal of Production Research, 54(11), 3365-3379.
    [17] Hawkins, D. M., & Maboudou-Tchao, E. M. (2007). Self-starting multivariate exponentially weighted moving average control charting. Technometrics, 49(2), 199-209.
    [18] Henze, N., & Zirkler, B. (1990). A class of invariant consistent tests for multivariate normality. Communications in Statistics-Theory and Methods, 19(10), 3595-3617.
    [19] Holmes, D. S., & Mergen, A. E. (1993). Improving the performance of the T2 control chart. Quality Engineering, 5(4), 619-625.
    [20] Hotelling, H. (1947). Multivariate quality control. Techniques of statistical analysis.
    [21] Jackson, J. E. (1959). Quality control methods for several related variables. Technometrics, 1(4), 359-377.
    [22] Jackson, J. E., & Mudholkar, G. S. (1979). Control procedures for residuals associated with principal component analysis. Technometrics, 21(3), 341-349.
    [23] Kaiser, H. F. (1960). The application of electronic computers to factor analysis. Educational and psychological measurement, 20(1), 141-151.
    [24] Kazemzadeh, R. B., Karbasian, M., & Babakhani, M. A. (2013). An EWMA t chart with variable sampling intervals for monitoring the process mean. The International Journal of Advanced Manufacturing Technology, 66(1-4), 125-139.
    [25] Khan, N., Aslam, M., Aldosari, M. S., & Jun, C.-H. (2018). A Multivariate Control Chart for Monitoring Several Exponential Quality Characteristics Using EWMA. IEEE Access, 6, 70349-70358.
    [26] Lee, P.-H. (2011). Adaptive R charts with variable parameters. Computational Statistics & Data Analysis, 55(5), 2003-2010.
    [27] Li, Z., Zou, C., Wang, Z., & Huwang, L. (2013). A multivariate sign chart for monitoring process shape parameters. Journal of quality technology, 45(2), 149-165.
    [28] Liu, R. Y. (1995). Control charts for multivariate processes. Journal of the American Statistical Association, 90(432), 1380-1387.
    [29] Lowry, C. A., & Montgomery, D. C. (1995). A review of multivariate control charts. IIE transactions, 27(6), 800-810.
    [30] Lowry, C. A., Woodall, W. H., Champ, C. W., & Rigdon, S. E. (1992). A multivariate exponentially weighted moving average control chart. Technometrics, 34(1), 46-53.
    [31] Mardia, K. V. (1970). Measures of multivariate skewness and kurtosis with applications. Biometrika, 57(3), 519-530.
    [32] Muhammad, A. N. B., Yeong, W. C., Chong, Z. L., Lim, S. L., & Khoo, M. B. C. (2018). Monitoring the coefficient of variation using a variable sample size EWMA chart. Computers & Industrial Engineering, 126, 378-398.
    [33] Nijhuis, A., De Jong, S., & Vandeginste, B. (1997). Multivariate statistical process control in chromatography. Chemometrics and Intelligent Laboratory Systems, 38(1), 51-62.
    [34] Page, E. S. (1954). Continuous inspection schemes. Biometrika, 41(1/2), 100-115.
    [35] Pearson, K. (1901). Principal components analysis. The London, Edinburgh, and Dublin Philosophical Magazine and Journal of Science, 6(2), 559.
    [36] Phaladiganon, P., Kim, S. B., Chen, V. C., & Jiang, W. (2013). Principal component analysis-based control charts for multivariate nonnormal distributions. Expert systems with applications, 40(8), 3044-3054.
    [37] Prabhu, S., Runger, G., & Keats, J. (1993). X chart with adaptive sample sizes. The International Journal of Production Research, 31(12), 2895-2909.
    [38] Ranger, G. C., & Alt, F. B. (1996). Choosing principal components for multivariate statistical process control. Communications in Statistics-Theory and Methods, 25(5), 909-922.
    [39] Reynolds, M. R., Amin, R. W., Arnold, J. C., & Nachlas, J. A. (1988). Charts with variable sampling intervals. Technometrics, 30(2), 181-192.
    [40] Runger, G. C., Alt, F. B., & Montgomery, D. C. (1996). Contributors to a multivariate statistical process control chart signal. Communications in Statistics--Theory and Methods, 25(10), 2203-2213.
    [41] Saha, S., Khoo, M. B., Lee, M. H., & Haq, A. (2018). A variable sample size and sampling interval control chart for monitoring the process mean using auxiliary information. Quality Technology & Quantitative Management, 1-18.
    [42] Shewhart, W. A. (1924). Some applications of statistical methods to the analysis of physical and engineering data. Bell System Technical Journal, 3(1), 43-87.
    [44] Wang, H., Huwang, L., & Yu, J. H. (2015). Multivariate control charts based on the James–Stein estimator. European Journal of Operational Research, 246(1), 119-127.
    [45] White, R. W. (1959). Motivation reconsidered: The concept of competence. Psychological review, 66(5), 297.
    [46] Wu, T.-L. (2018). Distribution-free runs-based control charts. arXiv preprint arXiv:1801.06532.
    [47] Yang, S.-F. (2010). Variable control scheme in the cascade processes. Expert systems with applications, 37(1), 787-798.
    [48] Yang, S.-F. (2015). An improved distribution-free EWMA mean chart. Communications in Statistics-Simulation and Computation, 45(4), 1410-1427.
    [49] Yang, S.-F., & Arnold, B. C. (2014). A simple approach for monitoring business service time variation. The Scientific World Journal, 2014.
    [50] Yang, S.-F., & Chen, W.-Y. (2011). Monitoring and diagnosing dependent process steps using VSI control charts. Journal of Statistical Planning and Inference, 141(5), 1808-1816.
    [51] Yang, S.-F., Lin, J.-S., & Cheng, S. W. (2011). A new nonparametric EWMA sign control chart. Expert systems with applications, 38(5), 6239-6243.
    [52] Yang, S. F., Cheng, T. C., Hung, Y. C., & W. Cheng, S. (2012). A new chart for monitoring service process mean. Quality and Reliability Engineering International, 28(4), 377-386.
    [53] Yang, S. F., & Wu, S. H. (2017). A double sampling scheme for process variability monitoring. Quality and Reliability Engineering International, 33(8), 2193-2204.
    [54] Yeong, W. C., Lim, S. L., Khoo, M. B. C., & Castagliola, P. (2018). Monitoring the coefficient of variation using a variable parameters chart. Quality Engineering, 30(2), 212-235.
    [55] Yue, J., & Liu, L. (2017). Multivariate nonparametric control chart with variable sampling interval. Applied Mathematical Modelling, 52, 603-612.
    [56] Zhang, L., Chen, G., & Castagliola, P. (2009). On t and EWMA t charts for monitoring changes in the process mean. Quality and Reliability Engineering International, 25(8), 933-945.
    [57] Zhang, L., & Song, X. (2014). EWMA median control chart with variable sampling size. Information Technology Journal, 13(14), 2369-2373.
    [58] Zou, C., & Tsung, F. (2011). A multivariate sign EWMA control chart. Technometrics, 53(1), 84-97.
    [59] Zou, C., Wang, Z., & Tsung, F. (2012). A spatial rank‐based multivariate EWMA control chart. Naval Research Logistics (NRL), 59(2), 91-110.
    Description: 碩士
    國立政治大學
    統計學系
    106354003
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0106354003
    Data Type: thesis
    DOI: 10.6814/NCCU201900411
    Appears in Collections:[Department of Statistics] Theses

    Files in This Item:

    File SizeFormat
    400301.pdf2323KbAdobe PDF20View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback