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中国管理科学 ›› 2019, Vol. 27 ›› Issue (12): 208-216.doi: 10.16381/j.cnki.issn1003-207x.2019.12.020

• 论文 • 上一篇    下一篇

基于最大熵分布的控制图改进与评价研究

宋明顺, 杨铭, 方兴华   

  1. 中国计量大学经济与管理学院, 浙江 杭州 310018
  • 收稿日期:2019-09-24 修回日期:2019-12-03 出版日期:2019-12-20 发布日期:2019-12-30
  • 通讯作者: 方兴华(1983-),女(汉族),浙江淳安人,中国计量大学经济与管理学院,讲师,研究方向:质量管理、产品开发理论,E-mail:xinghuafang@cjlu.edu.cn. E-mail:xinghuafang@cjlu.edu.cn
  • 基金资助:
    国家自然科学基金资助项目(71801202);浙江省自然科学基金资助项目(LQ18G020005)

Improved Control Charts Based on Maximum Entropy and their Evaluations

SONG Ming-shun, YANG Ming, FANG Xing-hua   

  1. School of Economic and Management, China Jiliang University, Hangzhou 310018, China
  • Received:2019-09-24 Revised:2019-12-03 Online:2019-12-20 Published:2019-12-30

摘要: 传统的控制图多是假定质量特性参数服从正态分布,但在很多情况下正态分布的假设并不成立。本文基于最大熵分布从控制图的构建和评价两个方面分别提出对Shewhart控制图和CUSUM控制图的改进方法。首先根据"经济性"原则构建最大熵Shewhart控制图,实现对Shewhart控制图的改进;然后,提出结合最大熵分布和马尔科夫链方法的CUSUM控制图评价方法。仿真结果表明,基于最大熵分布改进后的Shewhart控制图控制性能优于改进之前的情况;而基于最大熵分布的CUSUM控制图的性能评价方法得到的结果能更符合真实的情况。在对不同偏移的监测中,最大熵Shewhart控制图更适用于分布未知的大偏移情况,而自适应CUSUM控制图对小偏移有更好地监控效果。

关键词: 最大熵, 控制图, 平均运行长度, 控制界限

Abstract: Traditional control charts are mostly estimated on the basic hypothesis that the distribution of quality characteristic parameter follows the normal distribution. However, in real-applications, the normal distribution assumption cannot be satisfied, and this might lead to the bias from the monitoring process. Motivated by the aforementioned the problems, a series of maximum entropy-based approaches are proposed to approving the existed control charts, Shewhart chart and CUSUM chart, from the perspectives of rebuilding and evaluating method designing. Specifically, conforming to the economy criteria, an improved Shewhart control chart based on maximum entropy distribution is constructed analytically. Then a methodology by combining the Markov Chain and maximum entropy distribution is put forward to evaluating the performances of adaptive CUSUM chart. The simulated case in this paper validates that improved Shewhart chart performs much better than its original one, from the value of average run length. And the results from novel method for the CUSUM evaluation are much closer to the realities. Moreover, the improved Shewhart chart is suitable for large shifts monitoring, whereas the adaptive CUSUM chart is proper for small shifts monitoring.

Key words: maximum entropy, control chart, average run length, control limit

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