利用單一觀測值建立監控製程變異之適應性多變量指數加權移動 平均管制圖

Multivariate Adaptive Exponentially Weighted Moving Average Control Charts for Monitoring Multivariate Process Variability with Individual Observations

陳怡婷(Yi-Ting Chen)

指導教授 ： 蔡宗儒

淡江大學/管理學院/統計學系碩士班/碩士(2010年)

https://doi.org/10.6846/TKU.2010.00019

摘要

本論文對單一觀測值建立監控製程變異之適應性多變量指數加權移動平均管制圖。
此一管制圖有助於針對製程變異提早發出警訊。並在模擬研究下, 我們利用數值分析法
找出不同條件下之最佳管制圖參數。相較於目前文獻中的方法, 數值分析的結果顯示,
本論文建議的管制圖可以有較佳的錯誤預警效果。

關鍵字

共變異矩陣 ； 指數加權移動平均 ； 單一觀測值 ； 平均連串長度

並列摘要

Based on an adaptive adjustment, this thesis provides a multivariate expo-
nentially weighted moving average control chart with individual observations.
This chart is used for monitoring shifts on process variances or correlation.
A computation procedure is give to determine the chart parameters. More-
over, some of these parameters are tabulated. Numerical results show that the
proposed variances or correlation with shorter average run lengths to alarm
out-of-control signals.

並列關鍵字

Covariance Matrix ； Exponentially Weighted Moving Average ； Individual Observation ； Average Run Length

參考文獻

[1] Yeh, A. B., Huwang, L. and Wu C.-W. (2005). A multivariate EWMA control chart

for monitoring process variability with individual observations. IIE Transactions, 37:

variate exponentially weighted moving average control chart.Technometrics, 34(1):

[3] Hawkins, D. M. (1981). A cuaum for a scale parameter, Journal of Quality Technology

[4] Hawkins, D. M. (1991). Multivariate quality control based on regression-adjusted