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| Title: | 監控多元品質變數比之EWMA變異數管制圖
EWMA Variability Control Charts for Monitoring Ratios of Multivariate Quality Variables |
| Authors: | 林郁嘉
Lin, Yu-Chia |
| Contributors: | 楊素芬
Yang, Su-Fen
林郁嘉
Lin, Yu-Chia |
| Keywords: | 多元相依變數比
統計過程管制
資料深度
管制圖
指數加權移動平均
符號檢定
Ratios of multiple correlated variables
Multivariate statistical process control
Data depth
Control chart
Exponentially weighted moving average
Sign method
Quality variable |
| Date: | 2024 |
| Issue Date: | 2024-09-04 14:57:34 (UTC+8) |
| Abstract: | 近年來，維持和改進產品品質的重要議題，也是多元統計過程管制（MSPC）之重要研究領域。但是，在追蹤多變量品質變數比的分散程度的議題文獻中尚少探討。因此，我們提出了無分配假設下的管制圖來追蹤多個相依品質變數比之變異數以了解製程在穩定或失控的狀況。
在本研究中，我們分別提出兩種無分佈假設的方法，以建立兩個不同的EWMA管制圖。第一種我們提出使用資料深度 (data depth) 方法來建立EWMAD管制圖來監控多個相依變數比之變異數，第二種我們考慮符號方法 (sign method)，定義指標變數分配以建立管制圖來監控多個相依變數比之變異數。我們分別再以數值分析評估母體在三元常態和伽瑪分配下，兩個管制圖的管制界線與失控下的偵測效率。最後，我們透過實際多元牛奶數據來展示它們的應用和驗證失控的偵測能力。
In recent years, the variability of ratios of multivariate quality variables has become a crucial study of Multivariate Statistical Process Control (MSPC). However, there has been little exploration for the variability of ratios of dependent quality variables in the MSPC literature. Therefore, we propose control charts considering the distribution free assumption to track the variance stability and instability of the ratios of multiple dependent quality variables.
In this study, we propose two methods of establishing EWMA control charts without the specified distribution of multivariate quality variables. Firstly, we introduce the ZEWMAD control chart using data depth methods monitor the variance of ratios of multiple dependent quality variables. Secondly, we consider the sign method defining indicator variable distribution to establish a control chart for monitoring the variance of ratios of multiple dependent quality variables. We calculate the control limits of the proposed charts and evaluate their out-of-control detection ability considering three-dimensional normal and gamma distributions through numerical analysis. Finally, we demonstrate the out-of-control detection performance of these proposed charts using a real multivariate milk data. |
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[19] 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.
[20] Yang, S. F. (2016). An improved distribution-free EWMA mean chart. Communications in Statistics-Simulation and Computation, 45(4), 1410-1427.
[21] Yang, S. F., & Barry C. Arnold. (2016). A new approach for monitoring process variance. Journal of Statistical Computation and Simulation, 86(14), 2749-2765.
[22] Yang, S. F., Lin, Y. C., & Yeh, A. B. (2021). A Phase II depth‐based variable dimension EWMA control chart for monitoring process mean. Quality and Reliability Engineering International, 37(6), 2384-2398.
[23] Yang S-F, Arnold BC, Liu Y-l, Lu M-C, Lu S-L. (2022). A new phase II EWMA dispersion control chart. Quality and Reliability Engineering International. 1635–1658.
[24] Zou, C., & Tsung, F. (2011). A multivariate sign EWMA control chart. Technometrics, 53(1), 84-97. |
| Description: | 碩士
國立政治大學
統計學系
111354030 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0111354030 |
| Data Type: | thesis |
| Appears in Collections: | [統計學系] 學位論文
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