基于未知分布的均值和方差的稳健EWMA图

研究了当待监控质量特性所服从的分布类型和分布参数未知时的EWMA控制图的构建问题。通过仿真分析对几种分别用于监控过程均值和过程方差的EWMA控制图方法的运行长度进行比对,用以评价控制图的效率以及对未知分布的稳健性,根据效率评价的结果获得了适用于分布未知情况下的均值和方差的稳健EWMA控制图。最后分别提出了这两种均值和方差的稳健EWMA图的优化设计方法.     

基于预防维修的可变抽样区间泊松EWMA控制图经济设计

现代质量控制的核心技术和方法始终围绕着如何提高监控效率和降低控制成本问题而展开。统计过程控制是一种常用的质量控制方法，其重要的工具——控制图对过程中的质量特性值进行统计并描点达到监控过程质量状态的目的。控制图的设计方法将会对产品过程的监控效率和控制成本产生较大影响。针对只考虑传统控制图参数固定以及控制图统计设计的情形，传统的缺陷数c控制图基于泊松分布建立以监控制造过程中产品的缺陷数。为了降低控制过程成本并提高缺陷数c控制图的监控效率，研究预防维修策略下可变抽样区间(VSI) EWMA图的经济设计问题。首先，建立泊松分布下VSI EWMA控制图的经济模型。其次，令单位时间的损失成本函数最小得到经济模型的最优解。以化工建材行业为例，说明如何根据预防维修策略下所构建的控制图经济模型得到最优参数。然后，为得到设计参数与模型参数的影响关系，对经济模型灵敏度分析。最后，对经济模型进行最优性分析验证其优越性。     

改进型单边EWMA指数控制图设计

现代制造过程中,某些产品的不合格率非常低,通常将这类过程称为高质量过程。由于高质量过程中相邻不合格产品之间的时间间隔服从指数分布,可以通过指数控制图实现对过程状态的监控。因此,本文提出一种改进型指数加权移动平均(Improved Exponentially Weighted Moving Average,IEWMA)指数控制图,并采用蒙特卡洛仿真获得控制图的平均运行链长(Average Run Length,ARL),仿真结果表明该控制图的性能优于传统单边EWMA指数控制图,尤其针对过程中产生较小偏移的情形具有较好的检测性能。     

基于预防维修和质量损失函数的VSI EWMA控制图经济设计

为了提高过程监控效率的同时降低过程控制成本,研究可变抽样区间(VSI)指数加权移动平均(EWMA)控制图的经济设计问题。首先建立基于预防维修和质量损失函数的VSI EWMA控制图联合经济模型;使单位时间的损失成本函数最小来确定参数的最优值;其次用遗传算法来寻找联合经济模型的最优解,并给出一个算例。最后对VSI EWMA控制图联合经济模型进行灵敏度分析,得出控制图模型参数对设计参数的影响关系。     

可变抽样区间和样本容量的非正态EWMA控制图经济设计

为了降低过程控制成本和提高监控效率,针对质量特性值不服从正态分布的情况,研究可变抽样区间和样本容量(VSSI)的指数加权移动平均(EWMA)控制图的经济设计问题。首先对监控非正态分布的EWMA控制图进行抽样区间和样本容量变化设计;其次建立VSSI 非正态EWMA控制图的经济模型,通过使费用成本函数最小得到控制图的最优设计参数组合;然后给出工业中的一个例子,用遗传算法对经济模型搜寻最优解;接下来对经济模型进行灵敏度分析,得出控制图费用参数与设计参数之间的影响关系;最后通过最优性分析,得出所建立的VSSI 非正态EWMA控制图的经济性优于VSI、VSS非正态EWMA控制图。     

可变抽样区间的二项EWMA控制图

在制造过程中,对产品的不合格品数进行监控时,通常选用计数性控制图-np图,它是基于过程服从二项分布建立的,一般对于过程中出现的较大波动效果明显。为了提高控制图对不合格品数较小波动的监控效果,本文设计了产品不合格品数服从二项分布的EWMA控制图。提出可变抽样区间的二项EWMA控制图,并采用马可夫链法计算其平均报警时间。对固定抽样区间以及可变抽样区间二项EWMA控制图对比研究,表明当过程失控时,可变抽样区间二项EWMA控制图具有较小的失控平均报警时间,能够迅速监测出过程中的异常波动,明显优于固定抽样区间的二项EWMA控制图。     

预测组合权重更新的过程控制及分析

源于与决策分析的相关性,预测组合已经逐渐形成了一个重要的研究领域。为此,本文引进EWMA技术对预测组合权重更新的过程进行控制,从而提出一种能够应用于实际且简单有效的EWMA赋权方法。这种赋权方法能够确定预测组合权重应该何时更新,而不是机械地更新预测组合权重。本文额外针对各种赋权方法在旅游预测组合模型中的预测性能(全面预测性能和总均方根误差)和预测效率(权重更新频率)进行了经验评估。结果显示:EWMA赋权方法的预测性能优于传统的赋权方法,并与CUSUM赋权方法相似,同时该赋权方法获得了最小的权重更新频率。综合考虑预测性能和预测效率,EWMA赋权方法相比于其他赋权方法在旅游实际应用过程中更具优势。     

自相关过程的改进型EWMA控制图

常规指数加权移动平均(EWMA)控制图的假设前提是观测数据相互独立,但在实际生产过程中,数据相关违背假设条件。本文首先讨论了序列自相关对常规EWMA控制图的影响,结果表明其检测效能降低。因此,重新估计了平稳过程的σz并在此基础上建立了改进型EWMA控制图。然后运用平均链长比较了改进型EWMA控制图与休哈特图和残差控制图,模拟研究说明当过程非强相关且过程均值发生中小偏移条件下。改进型EWMA控制图的检测效果要优于其他两种控制图。最后,通过一个实例验证了该方法的有效性。     

阶段Ⅱ联合检测过程位置和尺度的非参数EWMA控制图（英文）

本文提出了一个基于Cucconi检验的非参数指数加权移动平均(EWMA)控制图(简称为EC图)来同时检测过程位置参数和尺度参数.依据步长分布的均值、方差及分位数,给出了EC图与其他一些现有的非参数EWMA控制图的模拟比较.基于蒙特卡洛的模拟结果表明,EC图具有很好的性能.详细分析了阶段I中参考样本大小对EC图受控性能的影响.最后用一个实例来说明EC图的实际应用。     

复杂机电产品多元FT VSI贝叶斯控制图性能研究

针对复杂机电产品质量控制与预警困难的问题,构建一种将多元贝叶斯统计方法与经济性能分析相结合的多元贝叶斯控制图性能分析模型.在求解模型中,多元贝叶斯控制图采用固定时间变抽样区间(Fixed Time Variable Sample Interval, FT VSI)策略,若非随机故障小概率发生,则选择宽松抽样方案;若非随机故障大概率发生,则选择严抽样方案.为量化多元贝叶斯控制图经济性能与统计性能的相关度,利用蒙卡罗模拟分析的质量控制模型进行仿真,并在不同经济性参数下,得到采样单位平均数(Average Number of Observations to Signals or End of the production run, ANOSE)对于控制图统计性能的影响程度,进而引出多元贝叶斯控制图的质量控制成本与其误报率的影响程度,并以某型号汽车自动变速器多元质量控制过程为例对多元FT VSI贝叶斯控制图性能评价与优化成果进行验证,结果证明该方法具有较好的应用性.     

Joint economic design of EWMA control charts for mean and variance

Control charts with exponentially weighted moving average (EWMA) statistics (mean and variance) are used to jointly monitor the mean and variance of a process. An EWMA cost minimization model is presented to design the joint control scheme based on pure economic or both economic and statistical performance criteria. The pure economic model is extended to the economic-statistical design by adding constraints associated with in-control and out-of-control average run lengths. The quality related production costs are calculated using Taguchi’s quadratic loss function. The optimal values of smoothing constants, sampling interval, sample size, and control chart limits are determined by using a numerical search method. The average run length of the control scheme is computed by using the Markov chain approach. Computational study indicates that optimal sample sizes decrease as the magnitudes of shifts in mean and/or variance increase, and higher values of quality loss coefficient lead to shorter sampling intervals. The sensitivity analysis results regarding the effects of various inputs on the chart parameters provide useful guidelines for designing an EWMA-based process control scheme when there exists an assignable cause generating concurrent changes in process mean and variance.     

可变抽样区间几何EWMA控制图的经济设计

为了降低生产过程周期成本,本文对单位缺陷数服从几何分布时,可变抽样区间的指数加权移动平均(EWMA)控制图进行经济设计。首先建立可变抽样区间几何EWMA控制图的经济模型,使单位时间期望费用最小来确定参数的最优值;其次用遗传算法来寻找经济模型的最优解;最后对可变抽样区间几何EWMA控制图的经济模型进行灵敏度分析和最优性分析。研究结果表明单位时间期望费用分别随着异常原因发生的频率、过程失控时单位时间的质量费用、发现异常原因的时间期望值和纠正过程的时间期望值的增大而增大。     

可变抽样区间的非正态EWMA图的经济设计

本文主要讨论非正态总体下,可变抽样区间的EWMA图的经济设计问题。首先利用Burr分布近似各种非正态分布,建立可变抽样区间的非正态EWMA图的经济模型,使总期望费用最型小来确定参数的最优值;其次用遗传算法来寻找该经济模型的最优解,并给出工业中的一个例子;最后对可变抽样区间的非正态EWMA图的经济模型进行灵敏度分析。     

Economic and economic-statistical design of a chi-square chart for CBM

In this paper, the economic and economic-statistical design of a χ² chart for a maintenance application is considered. The machine deterioration process is described by a three-state continuous time Markov chain. The machine state is unobservable, except for the failure state. To avoid costly failures, the system is monitored by a χ² chart. The observation process stochastically related to the machine condition is assumed to be multivariate, normally distributed. When the chart signals, full inspection is performed to determine the actual machine condition. The system can be preventively replaced at a sampling epoch and must be replaced upon failure; preventive replacement costs less than failure replacement. The objective is to find the optimal control chart parameters that minimize the long-run average maintenance cost per unit time. For the economic-statistical design, an additional constraint guaranteeing the occurrence of the true alarm signal on the chart before failure with given probability is considered. For both designs, the objective function is derived using renewal theory.     

EWMA control charts for autoregressive processes

Many processes must be monitored by using observations that are correlated. An approach called algorithmic statistical process control can be employed in such situations. This involves fitting an autoregressive/moving average time series model to the data. Forecasts obtained from the model are used for active control, while the forecast errors are monitored by using a control chart. In this paper we consider using an exponentially weighted moving average (EWMA) chart for monitoring the residuals from an autoregressive model. We present a computational method for finding the out-of-control average run length (ARL) for such a control chart when the process mean shifts. As an application, we suggest a procedure and provide an example for finding the control limits of an EWMA chart for monitoring residuals from an autoregressive model that will provide an acceptable out-of-control ARL. A computer program for the needed calculations is provided via the World Wide Web.     

Multivariate Bayesian process control for a finite production run

Most industrial products and processes are characterized by several, typically correlated measurable variables, which jointly describe the product or process quality. Various control charts such as Hotelling’s T², EWMA and CUSUM charts have been developed for multivariate quality control, where the values of the chart parameters, namely the sample size, sampling interval and the control limits are determined to satisfy given economic and/or statistical requirements. It is well known that this traditional non-Bayesian approach to a control chart design is not optimal, but very few results regarding the form of the optimal Bayesian control policy have appeared in the literature, all limited to a univariate chart design. In this paper, we consider a multivariate Bayesian process mean control problem for a finite production run under the assumption that the observations are values of independent, normally distributed vectors of random variables. The problem is formulated in the POMDP (partially observable Markov decision process) framework and the objective is to determine a control policy minimizing the total expected cost. It is proved that under standard operating and cost assumptions the control limit policy is optimal. Cost comparisons with the benchmark chi-squared chart and the MEWMA chart show that the Bayesian chart is highly cost effective, the savings are larger for smaller values of the critical Mahalanobis distance between the in-control and out-of-control process mean.     

具有可变抽样区间的Poisson EWMA控制图

传统的EWMA控制图通常都是针对计量型质量特性值的,而对于计数型质量特征值少有研究.设计了单位缺陷数服从Poisson分布的EWMA控制图,并对Poisson EWMA控制图进行了可变抽样区间设计,利用Markov chain方法计算了其平均报警时间,计算结果表明,所设计的动态Poisson EWMA控制图较Shewhart c-图和固定抽样区间的Poissin EWMA控制图能更好的监控过程的变化.     

���ӻ����Ʒ��Ԫ~FT VSI~��Ҷ˹����ͼ�����о�

Aiming at the complex mechanical and electrical products quality control and early warning problems, a performance analysis model of control chart, which combines the multivariate Bayesian statistical method with the economic performance analysis is constructed. In the solution model, a FT VSI strategy is used in the multivariate Bayesian control chart. If a small probability of random failure occurs, then a loose sampling scheme is selected. Otherwise, a strict sampling program is applied. To quantify the correlation between the economic and the statistical performance of the multivariate Bayesian control chart, a quality control model based on Monte Carlo simulation is used and the ANOSE (Average Number of Observations to Signals or End of the production run) is taken under different economic parameters, which performs the degree of influence of the statistical performance of the control chart. In addition, the relationship between the quality control cost and the false alarm rate of the multi-Bayesian control chart is explained. Finally, for instance, a multiple quality control process of the automatic transmission of the automobile is used to verify the performance evaluation and optimization of the multivariate FT VSI Bayesian control chart. The results show that the method has a better application.