Multivariate adaptive exponentially weighted moving average control charts for monitoring multivariate process variability with individual observations

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Title:	Multivariate adaptive exponentially weighted moving average control charts for monitoring multivariate process variability with individual observations
Other Titles:	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
Authors:	陳怡婷;Chen, Yi-ting
Contributors:	淡江大學統計學系碩士班蔡宗儒;Tsai, Tzong-ru
Keywords:	共變異矩陣;指數加權移動平均;單一觀測值;平均連串長度;Covariance Matrix;Exponentially Weighted Moving Average;Individual Observation;Average run length
Date:	2010
Issue Date:	2010-09-23 16:41:02 (UTC+8)
Abstract:	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。 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.
Appears in Collections:	[Graduate Institute & Department of Statistics] Thesis

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