臺灣博碩士論文加值系統

管制圖(Control chart)為七大品質管制工具之一，可針對製程做適當的監控與判斷，當製程處於非管制狀態下能夠快速地偵測出製程變異的原因，在更多不良品生產出來前能達到即時修正的效果。本研究以移動全距管制圖的架構下探討在不同的資料形態下，標準差的膨脹對於平均連串長度績效的影響。根據我們模擬結果中可以發現在不同的獨立資料中平均連串長度所表現的效能有所差異。在標準差的倍數增加使得平均連串長度效能提高，而不同的獨立資料型態中平均連串長度以 α_3=0.75,α_4=3 這組右偏資料表現最佳，而常態資料並不是最好的。在相關資料中，明顯的平均連串長度效能都較獨立資料來的差。

Control chart is one of seven quality control tools which can be used on the process to give an appropriate monitoring and judgment. When the process is out of control, the control chart can detect the process variation such that some actions may be taken before producing much more defective products. In this study, we use the framework of the moving range control charts to probe the influence of expansion of standard deviation on average run length performance under different types of data. According to our simulation results, we find that there exist significantly different performances among average run lengths of moving range charts for different independent data. The performance of out-of-control average run lengths can be improved by increasing multiply of standard deviation. In the different single type of data, the right-skewed data of average run length with α3=0.75, α4=3 have the best performance, which means the normal distribution data are not the best. For the auto-correlated data, the out-of-control average run lengths of moving range chart is always longer than those for independent data.

摘要 i
ABSTRACT ii
目錄 iii
圖目錄 iv
表目錄 v
第一章 緒論 1
1.1 研究背景與動機 1
1.2 研究目的 3
1.3 研究流程與架構 4
第二章 文獻探討 5
2.1 管制圖 5
2.2 平均連串長度 6
2.3 非常態管制圖 6
2.4 自我相關性之管制圖 7
2.5 管制圖運用 8
第三章 研究方法 9
3.1 管制圖在財務金融相關實例 9
3.2 Lambda分配 11
3.3 自我相關亂數產生 14
3.4 R程式語言 15
3.5 程式設計流程 17
第四章 模擬驗證與結果比較 18
4.1 常態N=2之ARL 18
4.2 常態之ARL 19
4.3 非常態之ARL 21
4.3.1 α3=0,α4=4之ARL 21
4.3.2 α3=1,α4=3.4之ARL 25
4.3.3 α3=0.75,α4=3之ARL 28
4.4 相關性資料之ARL 32
第五章 結論 36
參考文獻 37
附錄 39

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