本文關鍵詞：可變抽樣區(qū)間ARMA控制圖經(jīng)濟統(tǒng)計設計　出處：《鄭州航空工業(yè)管理學院》2017年碩士論文　論文類型：學位論文

  更多相關文章： 經(jīng)濟統(tǒng)計設計 可變抽樣區(qū)間 ARMA控制圖 馬爾科夫鏈

【摘要】：控制圖是監(jiān)控質(zhì)量的重要工具,然而在自相關環(huán)境下,傳統(tǒng)控制圖會出現(xiàn)誤警報過于頻繁、系統(tǒng)不穩(wěn)定的缺陷,此時需要使用自相關控制圖如ARMA(Autoregressive Moving Average)等控制圖來監(jiān)控。為了盡可能的降低成本,減少企業(yè)使用控制圖的阻力,很多學者對控制圖進行經(jīng)濟設計。但是控制圖的經(jīng)濟設計僅考慮了控制圖的經(jīng)濟性能,控制圖的統(tǒng)計性能大大減弱。因此,如何在保證質(zhì)量的前提下盡可能降低成本是一個值得研究的課題�？刂茍D的經(jīng)濟統(tǒng)計設計就是在保證控制圖監(jiān)控質(zhì)量的情況下盡可能的降低成本的一個方法。首先介紹了ARMA控制圖,建立了經(jīng)濟設計模型,以降低控制圖的使用成本,并在該模型的基礎上進行改進,建立了考慮質(zhì)量損失函數(shù)的ARMA控制圖經(jīng)濟設計。其次,對可變抽樣區(qū)間ARMA控制圖進行經(jīng)濟設計,并與固定抽樣區(qū)間ARMA控制圖進行比較得出,可變抽樣區(qū)間控制圖具有更低的成本,能夠更快的檢測出特殊原因的發(fā)生。最后對可變抽樣區(qū)間ARMA控制圖進行經(jīng)濟統(tǒng)計設計。與相同條件的經(jīng)濟設計模型相比,經(jīng)濟統(tǒng)計設計模型的成本會小幅增加,但是控制圖的統(tǒng)計性能大大提高。本文層層遞進的建立可變抽樣區(qū)間ARMA控制圖經(jīng)濟統(tǒng)計設計模型,并加入案例分析和求解,為企業(yè)提升產(chǎn)品質(zhì)量,降低生產(chǎn)成本提供了有效的途徑和理論支持。ARMA控制圖平均運行長度(Average Run Length,ARL)的馬爾可夫鏈法計算是一個難題。本文構(gòu)建滿足馬爾可夫鏈性質(zhì)的三維向量,計算狀態(tài)概率矩陣,進而計算控制圖的ARL和平均報警時間(Average Time to Signal,ATS)。建立了可變抽樣區(qū)間ARMA控制圖經(jīng)濟統(tǒng)計設計模型,與ARMA控制圖經(jīng)濟設計相比,改模型的成本更低,統(tǒng)計性能更好。
[Abstract]:The control chart is an important tool for monitoring the quality, but in the autocorrelation environment, the traditional control chart will appear false alarm is too frequent, the instability of the system defects, the need to use autocorrelationcontrolcharts such as ARMA (Autoregressive Moving Average) control chart to monitor. In order to reduce the cost as far as possible, reduce the enterprise use control chart the resistance of many scholars to conduct economic design of control charts. But the economic design of control charts only consider the economic performance of control charts, statistical performance control chart is greatly reduced. Therefore, how to ensure the quality of the premise as far as possible to reduce costs is a topic worthy of study. The economic statistical design of control chart is in to ensure the quality control charts to monitor situations as much as possible to reduce a cost. First introduced the ARMA control chart, established the model of economic design, in order to reduce the use of control charts into This, and improved on the basis of the model, establish a control chart of economic design quality loss function of ARMA. Secondly, the variable sampling interval ARMA control chart and economic design, compared with the fixed sampling interval ARMA control chart with variable sampling interval control chart has lower cost, faster detection a special cause. Finally, the economic statistical design of variable sampling interval ARMA control chart. Compared with the economic design model and the same condition, the statistical design model of economic costs will increase slightly, but the statistical performance of control chart is greatly improved. A variable sampling interval control chart ARMA economic statistical model in this thesis and progressive layers. With case analysis and solution for enterprises to improve product quality, to provide the effective way and theoretical support for.ARMA control chart for average length to reduce the production cost ( Average Run Length, ARL) of the Markov chain method is a difficult problem. This paper constructed a three-dimensional vector Markov chain properties, calculation of state probability matrix, then calculate the average control chart and ARL (Average Time to Signal the alarm time, ATS). A variable sampling interval control chart ARMA economic statistical design model. Compared with the economic design of ARMA control model, lower cost, better statistical performance.

【學位授予單位】：鄭州航空工業(yè)管理學院
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F224;F222

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