政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/53413
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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/53413


    Title: 損失函數管制圖之研究(I)
    Other Titles: The Study of Loss Function Control Charts
    Authors: 楊素芬
    Contributors: 國立政治大學統計學系
    行政院國家科學委員會
    Keywords: 統計;損失函數;管制圖
    Date: 2009
    Issue Date: 2012-08-30 09:59:35 (UTC+8)
    Abstract: 單一管制圖可以被建立來同時追蹤製程平均值和變異數以替代傳統上使用兩個管制圖的麻煩和不便。近10年來已有一些研究在做這方面的發展。這一年裡，我們提出一些新的單一管制圖，更簡單的平均損失管制圖，以同時追蹤製程目標和變異數且有更低的損失。此外，更有效率的最適適應性 (FP、VI、VSSI和VP) 平均損失管制圖也被提出且發現績效優於指定的適應性平均損失管制圖和固定參數值的平均損失管制圖及傳統的 管制圖。 以上的方法也同樣推廣用推導EWMA平均損失管制圖，VSI、VSSI和VP EWMA平均損失管制圖。由數值分析證明EWMA平均損失管制圖偵測力優於平均損失管制圖和 管制圖，而適應性EWMA管制圖績效又優於EWMA平均損失管制圖。VP EWMA管制圖被發現對目標值和變異數偏移幅度更敏感且偵測效果更優於VSI和VSSI EWMA平均損失管制圖。因此VP EWMA平均損失管制圖在應用上被推薦。 同樣的觀念和方法被應用於推導二項資料之平均損失管制圖，然而因為損失統計量為離散型！因此不易達到ARL0是要求的370。似乎轉換為連續的損失統計量是必要的。 這近一年完成的研究結果已有2篇文章投稿於SCI期刊，其他研究結果也將開始撰寫。
    A single chart could be found to replace the conventionally used two charts to monitor the process mean and variance simultaneously. This would cut down the time and effort in using two charts. Some researches have been done in finding such single charts. In this project we propose some new single charts, a much easier ‘Average Loss Chart’ with specified design parameters and variables design parameters, to simultaneously monitor the deviation from the process target and the change of the variance with smaller average loss. Moreover, a more efficient ‘Optimal adaptive (VSI,VSSI, VP) Average Loss Chart’ is also examined and it performs better than the ‘Fixed design parameters Average Loss Chart’ and the joint X-bar and S charts. The approach is extended to derive the adaptive EWMA Loss Charts and Loss Charts with binomial distributions. Numerical analyses demonstrated that the performance of the adaptive EWMA Loss Charts outperforms the loss chart. The adaptive EWMA Loss Charts are thus recommended. The average loss chart with binomial data is also studied. The similar concept and approach is applied to derive the FP and adaptive average loss chart with binomial data. However, the average run lengths of these loss charts with binomial data are not easy to reach the required 370 since the discrete loss statistics. An appropriate transformation for discrete loss statistics seems necessary and should be studied. Two reports have been written and submitted to SCI journals. Some other studies are preparing to be written and submitted to SCI journals.
    Relation: 應用研究
    學術補助
    研究期間:9808~ 9907
    研究經費:791仟元
    Data Type: report
    Appears in Collections:[Department of Statistics] NSC Projects

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