政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/87859

政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/87859

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政大典藏 > College of Commerce > Department of Statistics > Theses > Item 140.119/87859

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/87859

Title:	時間序列在品質管制上的應用 Apply time series to quality control
Authors:	陳繼書 Chen, Gi Sue
Contributors:	吳柏林 Wu, Ber Lin 陳繼書 Chen, Gi Sue
Keywords:	管制圖自相關非線性時間序列模式台灣經濟景氣指標自動控制 control chart autocorrelation non-linear time series indicators of Taiwan automatic control
Date:	1994
Issue Date:	2016-04-29 09:20:51 (UTC+8)
Abstract:	當我們利用Shewhart管制圖(Shewhart control chart)或累積和管制圖(Cumulative-sum chart. CUSUM chart)來偵測製程時,通常假設製品係獨立取自一個服從均數μ和標準差為σ的獨立常態分配的管制下進行。但是若產品特性值呈現自相關時,這類管制圖就可能發生誤導的結果。本文利用時間序列模式來解決具相關變數的管制圖問題。並考慮利用非線性時間序列模式及特別原因管制圖(special-cause control chart)來檢視台灣經濟景氣指標是否處於控制中的狀態。並討論特別原因管制圖的連串長度分佈(run length distribution)。在最後的實例分析中,介紹自動控制的觀念。　　Traditionally, in the quality control process, such as: Shewhart control chart or CUSUM chart, it is assumed that the observation process follows an i.i.d normal distribution. If the assumption for independence fails, that is when the process exhibits type of autocorrelation, we need to find a more reliable decision method. In this paper, we will apply the time series analysis and structure changed concept to slove the serial correlation problem. The idea of automatic control can be applied in the explanation of this nonlinear process. Finally, a time series about the monitoring indicators of Taiwan is discussed in detail as an example.
Description:	碩士國立政治大學統計學系 82354004
Source URI:	http://thesis.lib.nccu.edu.tw/record/#B2002003381
Data Type:	thesis
Appears in Collections:	[Department of Statistics] Theses

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