政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/59284
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  全文笔数/总笔数 : 113303/144284 (79%)
造访人次 : 50818124      在线人数 : 804
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
搜寻范围 查询小技巧:
  • 您可在西文检索词汇前后加上"双引号",以获取较精准的检索结果
  • 若欲以作者姓名搜寻,建议至进阶搜寻限定作者字段,可获得较完整数据
  • 进阶搜寻
    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/59284


    请使用永久网址来引用或连结此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/59284


    题名: 追蹤季節性時間數列模型之流程資料
    Monitoring process data with seasonal time series model
    作者: 王儀茹
    贡献者: 楊素芬
    鄭宗記

    王儀茹
    关键词: 季節性時間數列
    信賴帶
    自我相關製程
    Seasonal time series model
    Confidence band
    Autocorrelated process
    日期: 2012
    上传时间: 2013-09-02 15:36:09 (UTC+8)
    摘要: 追蹤季節性時間數列模型之流程資料
    Control charts are designed and evaluated under the assumption that the observations from the process are independent and identically distributed. However, the independence assumption is often violated in practice. Autocorrelation may be represented in many processes. To solve this problem, it is becoming more common to obtain profiles at each time period. Profile monitoring is the use of control charts for cases in which the quality of a process or product can be characterized by a functional relationship between a response variable and one or more explanatory variables. For the data with seasonal time series model, we propose several monitoring approaches to detect the out-of-control profiles. After considering both Phase I and Phase II schemes, a real example is given to illustrate the results.
    參考文獻: Alwan, L. C. and Roberts, H. V. (1988). Time-Series Modeling for Statistical Process Control. Journal of Business & Economic Statistics, 6(1):87-95.
    Box, G.E.P., Jenkins, G.M.,Reinsel G.C. (2008). Time series Analysis: Forecasting and Control, 4th ed. New York: John Wiley and Sons.
    Brockwell, P. J. and Davis, R. A. (2009). Time Series: Theory and Methods, 2nd ed. New York: Springer-Verlag.
    Cheng, T-C and Yang, S-F. (2013). Monitoring Profile Based on a Linear Regression Model with Correlated Errors.
    Ding, Y., Zeng, L., Zhou, S. (2006). Phase I Analysis for Monitoring Nonlinear Profiles in Manufacturing Processes. Journal of Quality Technology, 38(3), 199–216.
    Durbin,J.,Koopman, S.J. (2001). Time Series Analysis by State Space Methods. Oxford: Oxford University Press.
    Eyvazian, M., Noorossana, R., Saghaei, A. & Amiri, A. (2011). Phase II Monitoring of Multivariate Multiple Linear Regression Profiles. Quality and Reliability Engineering International, 27, 281-296.
    Gupta,S.,Montgomery D.C.,Woodall W.H. (2006). Performance evaluation of two methods for online monitoring of linear calibration profiles. International Journal of Production Research, 44, 1927-1942.
    Harvey, A. (1989). Forecasting, Structural Time Sereis Models and the Kalman Filter. Cambridge: Cambridge University Press.
    Jensen, W.A., Birch, J.B., Woodall, W.H. (2008). Monitoring correlation within linear profiles using mixed models. Journal of Quality Technology, 40, 167-183.
    Jensen,W.A.,Birch, J.B. (2009). Profile monitoring via nonlinear mixed models. Journal of Quality Technology, 41, 18-34.
    Kang, L., Albin, S.L. (2000). On-Line Monitoring When the Process Yields a Linear Profile. Journal of Quality Technology, 32, 418–426.
    Kang, L., Albin, S.L. (2000). On-line monitoring when the process yields a linear profile. Journal of Quality Technology, 32, 418-426.
    Kazemzadeh, R.B., Noorossana, R., Amiri, A. (2008). Phase I Monitoring of Polynomial Profiles. Communications in Statistics-Theory and Methods, 37, 1671-1686.
    Kim, K., Mahmoud, M.A., Woodall, W.H. (2003). On the Monitoring of Linear Profiles. Journal of Quality Technology, 35, 317–328.
    Kim, K., Mahmoud, M.A., Woodall, W.H. (2003). On the Monitoring of Linear Profiles. Journal of Quality Technology, 35, 317-328.
    Lowry, C. A. and Montgomery, D. C. (1995). A Review of Multivariate Control. IIE Transactions, 27, 800-810.
    Lu, C. W. and Reynolds, M. R., Jr. (1999a). Control Charts for Monitoring the Mean and Variance of Autocorrelated Processes. Journal of Quality Technology, 31, 259-274.
    Montgomery, D. C. (2005). Introduction to statistical quality control, 5nd edn. John Wiley, New York.
    Noorossana, R., Eyvazian, M., Amiri, A., Mahmoud, M.A. (n.d.). "Statistical Monitoring of Multivariate Multiple Linear Regression Profiles in Phase I with Calibration Application. Quality and Reliability Engineering International, 26, 291-303.
    Noorossana, R., Amiri, A., Soleimani, P. (2008). On the Monitoring of Autocorrelated Linear Profiles. Communications in Statistics-Theory and Methods, 37, 425-442.
    Noorossana, R., Eyvazian, M., Vaghefi, S.A. (2010). Phase II Monitoring of Multivariate simple Linear Profiles. Computers and Industrial Engineering, 58, 563-570.
    Qui, P., Zou, C., Wang, Z. (2010). Nonparametric profile monitoring by mixed effects modeling. Technometrices, 52, 265-277.
    Soleimani, P., Noorossana, R., Amiri, A. (2009). Simple Linear Profiles Monitoring in the Presence of Within Profile Autocorrelation. Computers and Industrial Engineering, 57, pp. 1015-1021.
    Vaghefi, S.A., Tajbakhsh, S.D., Noorossana, R. (2009). Phase II Monitoring of Nonlinear Profiles. Communication in statistics-Theory and Methods, 38, 1834-1851.
    Williams, J.D., Woodall, W.H., Birch, J.B. (2007). Statistical Monitoring of Nonlinear Product and Process Quality Profiles. Quality and Reliability Engineering International, 23, pp. 925–941.
    Wodall, W.H., Spitzner, D.J., Montgomery, D.C., Gupta, S. (2004). Using control chart to monitor process and product quality profiles. Journal of Quality Technology, 36, 309-320.
    Zhang, N. F. (1998). A Statistical Control Chart for Stationary Process Data. Technometrics, 40, 24-38.
    Zhang, N. F. (2000). Statistical Control Charts for Monitoring the Mean of a Stationary Process. Journal of Statistical Computation & Simulation, 66, 249-258.
    Zou, C., Tsung, F., Wang, Z. (2008). Technometrics. Monitoring Profiles Based on Nonparametric Regression Methods, 50, 512-526.
    Zou, C., Zhang, Y., Wang, Z. (2006). Control Chart Based on Change-Point Model for Monitoring Linear Profiles. 38, 1093-1103.
    描述: 碩士
    國立政治大學
    統計研究所
    100354004
    101
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0100354004
    数据类型: thesis
    显示于类别:[統計學系] 學位論文

    文件中的档案:

    档案 大小格式浏览次数
    400401.pdf1426KbAdobe PDF2319检视/开启


    在政大典藏中所有的数据项都受到原著作权保护.


    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 ©   - 回馈