2008쓪뗚8웚ꆤ뿘훆폫볬닢ꆤ컄헂뇠뫅:1001-2265(2008)08-0053-04믹폚택맾쳘뿘훆춼뫍샛믽뫍뿘훆춼퓚뛠뇤틬릤탲훐뗄펦폃3뫎,뚭퇓럥(쳬뷲듳톧맜샭톧풺,쳬뷲ꆡ300072)햪튪:뒫춳뗄택맾쳘뿘훆춼퓚뛠뇤틬풴맽돌뿘훆훐믡돶쿖탩랢뺯놨룅싊맽룟ꆣ컄헂쳡돶쇋튻훖뛠뇤틬풴뿘훆춼랽램뷢뻶탩랢뺯놨맽룟뗄컊쳢ꆣ춨맽뛔뛠룶뇤틬풴뗄랽닮럖컶,믹폚뛔늿럖랽닮뗄맀볆,헽좷맀볆쇋뻹횵뗄뇪ힼ닮,훘탂뷧뚨쇋뿘훆춼뗄뿘훆쿞,붨솢쇋뛠뇤틬풴뿘훆춼,쪹탩랢뺯놨룅싊믘뢴떽풭살뗄쮮욽ꆣ평폚샛믽뫍뿘훆춼퓚볬닢맽돌뻹횵뗄킡럹뛈욫틆쪱뇈택맾쳘뿘훆춼룼캪폐킧,뛸퓚욫틆뷏듳쪱,택맾쳘뿘훆춼킧맻룼뫃ꆣ컄헂닉폃택맾쳘폫샛믽뫍솪뫏뿘훆춼볠뿘뛠뇤틬살풴맽돌뗄뻹횵,뛔폚룷뇤틬풴뗄뇪ힼ닮럖솿,펦폃뇈뷏볲뇣뗄택맾쳘떥횵뿘훆춼뿘훆,좡뗃쇋뷏뫃뗄킧맻ꆣ맘볼듊:랽닮럖컶;랽닮맀볆;택맾쳘뿘훆춼;샛믽뫍뿘훆춼훐춼럖샠뫅:F40613ꆡꆡꆡ컄쿗뇪쪶싫:AMonitoringProcesswithMultipleSourceofVariationUsingShewhartandCusumHEZhen,DONGYan2feng(SchoolofManagement,TianjinUniversity,Tianjin300072,China)Abstract:2Keywords:0ꆡ틽퇔엺듎볤듦퓚뇤틬쪱,랢쿖택맾쳘뿘훆춼뗄탩랢뺯놨듳듳퓶볓,퇏훘펰쿬뿘훆춼뗄펦폃킧맻ꆣ죧맻캪쇋붵뗍쒿잰짺닺볓릤웳튵맣랺펦폃뗄뿘훆춼뛠쫽쫇뒫춳탩랢뺯놨뛸쯦틢퓶듳뿘훆쿞,폖믡볓듳뗚뛾샠듭컳뗄뗄택맾쳘뿘훆춼,떫뒫춳택맾쳘뿘훆춼붨솢퓚볙짨맽럧쿕ꆣ헢뇭쏷뛔폚뒫춳택맾쳘뿘훆춼틑뺭늻퓙쫊폃뛠돌뇤틬풴횻살ퟔ폚퇹놾쓚뇤틬풴ꆣ샽죧붫닺욷쓚늻춬캻훃뗄닢솿횵ퟷ캪튻룶퇹놾,듋쪱뛔택맾쳘뿘훆춼살뇤틬풴맽돌뿘훆ꆣ떫쫇듓릤뎧웳튵뗄쿖뎡돩좡뗄쫽뻝쮵쫇볙짨맽돌뇤틬풴횻살ퟔ폚닺욷쓚늻춬캻훃뗄뇤좴폖뎣뎣살ퟔ뛠룶뇤틬풴,틲듋탨튪붨솢뛠뇤틬풴뿘틬ꆣ떫폐쪱뫲닺욷볤믲헟엺듎볤튲듦퓚뇤틬,벴퇹놾훆춼폃폚뛠뇤틬풴맽돌뿘훆ꆣ횮볤튲듦퓚뇤틬뗄쟩뿶,죧맻펦폃택맾쳘뿘훆춼뻍믡뗈죋[2]뿏뚨쇋좷뚨룷룶뇤틬살풴뛔릤돶쿖듭컳ꆣW[1]탲훊솿룄뷸펦폃뿘훆춼뗄맘볼틢틥,떫쫇컄쿗훐늢쎻ells뫍Smith퇐뺿쇋떱짺닺맽돌훐닺욷쫕룥죕웚:2008-03-21;탞믘죕웚:2008-04-29ꆡ3믹뷰쿮쒿:맺볒ퟔ좻뿆톧믹뷰훺(70372062,70572044);뷌폽늿탂쫀볍폅탣죋닅횧돖볆뮮ퟷ헟볲뷩:뫎(1967ꆪ),쓐,뫓쓏죋,쳬뷲듳톧맜샭톧풺늩쪿짺떼쪦뷌쫚,늩쪿,훷튪퇐뺿랽쿲캪쿖듺릤튵릤돌,쿖듺훊솿맜샭,(E-mail)zhhe@ꆣꆤ53ꆤ' 1994-2010 China Academic Journal Electronic Publishing House. All rights reserved.
ꆤ뿘훆폫볬닢ꆤퟩ뫏믺뒲폫ퟔ뚯뮯볓릤벼쫵폐룸돶좷뚨뇤틬살풴뗄랽램ꆣ컄쿗[3]룸돶쇋뿉틔헒떽뛠룶뇤틬살풴뗄뛠럖컶랽램,캪릤탲뿘훆횸쏷쇋랽쿲,떫늢쎻폐룸돶릤탲뿘훆뗄랽램ꆣ컄쿗[4]퓚럖컶뛠뇤틬컊쳢뗄쿟탔춳볆쒣탍믹뒡짏,쳡돶쇋믹폚뛠뇤틬럖컶뗄뛠뇤틬풴뿘훆춼뗄붨솢랽램,쓜릻룄짆탩랢뺯놨맽룟뗄컊쳢,뛔릤탲맽돌뿘훆뻟폐훘튪뗄샭싛횸떼틢틥,떫횻룸돶쇋퇹놾뻹횵뿘훆뗄뿘훆랽램,쎻폐룸돶춼1ꆡ뛠뇤틬살풴춼쪾뛔폚뇪ힼ닮뗄뿘훆랽램,뛸뛠뇤틬살풴뗄뿘훆훷튪쫇뛠뇤틬살풴뗄쫽뻝뗄쫽톧쒣탍캪[10211]뛔룷룶뇤틬뗄뇪ힼ닮뗄뿘훆ꆣX(ijk=ꛌ+ꛁ+ꛂij(i)+ek(ij)1)Emm[5]anuelYaschin듓랽닮럖컶뗄뷇뛈,럖컶볆쯣쇋룷룶뇤틬풴뗄뇪ힼ닮i=1,2,ꆭa;j=1,2,ꆭb;k=1,2,ꆭn,닉폃샛믽뫍웤훐Xijk쫇뗚i룶엺듎뗚j룶닺욷뗄뗚k룶캻훃뗄(Cusum)뿘훆춼럖뇰뛔룷훖뇤틬살풴뷸탐뿘훆,떫평폚랽램맽폚뢴퓓닢솿횵,ꛌ쫇ퟜ쳥뻹횵,ꛁ쫇엺듎뇤틬킧펦,쫇뗚i룶엺i,퓚쪵볊릤ퟷ훐좱랦뿉닙ퟷ탔ꆣ컄쿗듎뗄뇤틬킧펦,ꛁiꆫN(0,ꛒ2ꛁ),ꛒ2ꛁ쫇엺듎킧펦랽닮;[6]룄뷸쇋뒫춳뗄택맾쳘뿘훆춼,뿘훆뛠뇤틬풴맽돌뗄뻹횵뫍룷룶뇤틬풴뗄뇪ힼ닮ꆣ헢퇹쓜횪뗀쫇ꛂj(i)쫇뗚i룶엺듎뗚j룶닺욷뗄뇤틬킧펦,ꛂj(i)ꆫN(0,ꛒ2쓄훖뇤틬풴틽웰훊솿뗄뇤틬,늢뿉틔룹뻝뇤틬풴뗄펰ꛂ),ꛒ2ꛂ쫇닺욷볤킧펦랽닮;ek(ij)쫇뗚i룶엺듎뗚j룶닺쿬듳킡뻶뚨쫇럱닉좡듫쪩ꆣ떫쫇룄뷸뫳뗄택맾쳘뿘훆욷뗄뗚k룶캻훃뗄뇤틬킧펦,튲쫇훘뢴쪵퇩쯦믺컳닮춼뛔폚맽돌뻹횵욫틆뗄볬돶솦맽뗍,쳘뇰뛔폚뻹횵랢쿮,ek(ij)ꆫN(0,ꛒ2e),ꛒ2e쫇캻훃킧펦믲헟쯦믺컳닮뗄랽짺킡욫틆쪱닮ꆣ쿔좻,ퟜ랽닮캪:,볬돶솦쿂붵뗃뫜퇏훘,탨튪톰헒룼볓쇩쏴뗄뿘훆춼릤뻟쳡룟볬돶솦ꆣ쿖폐뗄퇐뺿뇭쏷[729]ꛒ2Tota=ꛒ2lꛁ+ꛒ2ꛂ+ꛒ2(e2),Cu2sum뿘훆춼뛔맽돌뻹횵뗄킡욫틆솿뗄볬돶솦튪룟뗃룃쒣탍뗄랽닮럖컶뇭죧뇭1쯹쪾ꆣ뛠뇭1ꆡ뛠뇤틬랽닮럖컶뇭,뛸택맾쳘뿘훆춼뛔맽돌뻹횵욫틆뷏듳쪱볬돶솦룼룟ꆣ죧맻뛔뻹횵볠뿘솪뫏펦폃룄뷸뫳뗄택맾쳘뿘훆춼랽닮샫닮뫍살풴욽랽뫍ퟔ평뛈뻹랽뻹랽웚췻F춳E(MS)볆솿P횵Cusum뿘훆춼붫믡쳡룟뛔뛠뇤틬풴맽돌뻹횵뗄볬돶솦ꆣ틲듋놾컄퇐뺿퓚뛠뇤틬풴뻹횵뗄볠뿘짏톡퓱쇋솪엺듎SSAa-1MSAꛒ2e+nꛒꛂ2+bnꛁꛁ2MSAP[F>MSB(A)Fa-1,a(b-1)]뫏쪹폃택맾쳘뿘훆춼뫍Cusum뿘훆춼,퓚룷뇤틬풴뇪ힼ닮뗄볠뿘짏펦폃룄뷸뗄택맾쳘뿘훆춼,볈쳡룟쇋뻹닺욷SSB(A)a(b-1)MSB(A)ꛒ2e+nꛒꛂ2MSB(A)P[F>MSEFa(b-1),ab(n-1)]횵뿘훆춼볬돶솦,폖뾼싇쇋룄뷸택맾쳘뿘훆춼뗄볲뇣캻훃SSEab(n-1)MSEꛒ2e탔ꆣ틔뫏뷰냴닄뗄뿘훆캪샽,뷩짜쇋헢훖랽램뗄펦폃ꆣퟜ뫍SSTotalabn-1MSTotal1ꆡ뛠뇤틬럖컶쒣탍ꆡꆡ룹뻝뛠뇤틬랽닮럖컶뇭,룷뇤틬뗄랽닮뗣맀볆횵캪:ꛒ^2e=MSE(3)릤탲훊솿쳘헷횵뗄뇤틬튻냣뿉럖캪죽샠:닺욷쓚ꛒ^2뇤틬ꆢ닺욷볤뇤틬뫍엺듎뇤틬ꆣ닺욷쓚뇤틬뿉틔샭뷢ꛂ=(MSB(A)-MSE)/n(4)캪캻훃뇤틬ꛒ^2ꛁ=(MSA-MSB(A))/bn(5),횸떥캻닺욷뗄훊솿쳘헷횵퓚늻춬캻훃짏뗄뇤틬ꆣ쎿룶싁뫏뷰냴닄횱뺶뗄욽뻹횵뗄닮틬돆캪닺헢샯ꛒ^2ꛂ뫍ꛒ^2ꛁ뿉쓜캪뢺횵,웤뛔펦뗄횵펦캪0ꆣ욷볤뇤틬ꆣ듓늻춬뗄엺듎,믲듓늻춬뗄엺듎돩좡퇹놾,2ꆡ뛠뇤틬풴뿘훆랽램쎿튻엺듎뗄욽뻹횵튲믡폐닮틬,돆캪엺듎뇤틬ꆣ볙짨엺듎뫍쎿룶엺듎뗄퇹놾탎돉뷔쯦믺뛔폚뛠뇤틬풴맽돌뿘훆,늻쓜볲떥뗄펦폃뒫춳택,뛠뇤틬럖컶컊쳢뿉틔뾴ퟷ솽틲쯘잶쳗쪵퇩ꆣ볙짨엺듎킧펦틲맾쳘뿘훆춼,펦룃쫗쿈뛔쫽뻝뷸탐뛠뇤틬럖컶,좷뚨룷쯘톡좡룶뇤틬살풴벰웤듳킡ꆣ죧맻엺듎뇤틬ꆢ닺욷볤뇤틬틔벰a룶쮮욽,퓚쎿룶엺듎짏솬탸돩좡b룶닺욷,헢퇹닺욷볤킧펦틲쯘폐b룶쮮욽,쎿룶닺욷톡좡닺욷쓚뇤틬뚼쿔훸(랽닮럖솿햼ퟜ랽닮뇈5%틔짏벴n룶닢솿뗣캪쿔훸),쓇쎴돽쇋볠뿘뻹횵횮췢,뮹튪붨솢헫뛔죽훖,ퟷ캪훘뢴쪵퇩ꆣ돩퇹랽낸뿉틔폃춼1뇭쪾,웤훐Xijk뇭쪾뗚i룶엺듎ꆢ뗚j룶닺욷퓚뗚k룶캻훃짏뗄훊솿쳘뇤틬풴뇪ힼ닮뗄뿘훆춼ꆣ탔횵ꆣ(1)뻹횵뗄뿘훆튻듎듓쒳튻엺듎훐돩좡뗄닺욷쫽뻝ퟷ캪퇹놾ꆣ짨ꆤ54ꆤ' 1994-2010 China Academic Journal Electronic Publishing House. All rights reserved.
2008쓪뗚8웚ꆤ뿘훆폫볬닢ꆤ튻듎돩좡b룶닺욷,쎿룶닺욷좡퇹n룶뗣,퓲퇹놾죝솿C-i뎬맽에뚨횵H쪱,뿉틔에뚨릤탲쪧뿘ꆣH횵뗄톡좡믡캪b3nꆣ볙뚨훊솿쳘탔XꆫN(ꛌ,ꛒ2),퇹놾뻹횵X
ꆫ횱뷓펰쿬CUSUM뿘훆춼뗄볬돶솦,튻냣좡H=5ꛒꆣN(ꛌ,ꛒ2X
),웤훐(2)룷뇤틬뇪ힼ닮뗄볠뿘ꛒ2평폚택맾쳘뿘훆춼쪹폃볲뇣,닙ퟷ탔볲떥,맊톡폃X
=D(X
)=ꛒ2ꛁ+1ꛒ22iꛂ+1ꛒ(e6)bbn듓뛸X
뿘훆춼뗄뿘훆쿞죧쿂택맾쳘뿘훆춼살볠뿘룷뇤틬뇪ힼ닮럖솿ꛒ^eꆢ^ꛒꛂ뫍ꛒ^ꛁ,:뛔폚튻룶엺듎퇹놾살쮵,퇹놾놾짭냼몬닺욷쓚뇤틬뫍닺욷볤뇤틬탅쾢,뻍뿉틔볆쯣돶룃평퇹놾맀볆뗄닺욷ꆡꇆaꇆbꇆnXijkCLX
=ꛌ=X=i=1j=1k=1(7)abn쓚뇤틬럖솿탲쇐{ꛒ^e(i)}뫍닺욷볤뇤틬탲쇐{ꛒ^ꛂ(i)}ꆣ쯹틔뿉틔폃헢솽훖탲쇐붨솢택맾쳘떥횵뿘훆춼살볠뿘닺UCL2X
=X+3D(X
)=X+3ꛒ^2ꛁ+1ꛒ^2iꛂ+1ꛒ^(e8)bbn욷쓚뇤틬뫍닺욷볤뇤틬ꆣLCL닺욷쓚뇤틬럖솿뫍닺욷볤뇤틬뗄볆쯣릫쪽죧쿂:X
=X-3D(X
)=X-3ꛒ^2iꛁ+1ꛒ^2ꛂ+1ꛒ^2(e9)bbn쪽훐뗄ꛒ^2eꆢ^ꛒ2ꛂ뫍ꛒ^2ꛁ뿉평쪽(3)ꆫ(7)맀볆뗃돶ꆣꛒ^2)(e(12)i)=1b(nꇆb-1ꇆn(Xijk-X
ij)j=1k=1뿉틔뾴돶X
뿘훆춼뗄쯹맀볆뗄ꛒX
=ꛒ^ꛒ^ꛂ(i)=1b-1ꇆb(X
-X
212)-(X-X
)ijinbijkij2(n-1ꇆbꇆn)ꛁ+1ꛒ^2ꛂ+1ꛒ^2e,뛸붨솢퓚떥튻뇤틬살풴믹뒡짏뗄j=1j=1k=1bbn(13)뒫춳택맾쳘뿘훆춼쯹맀볆뗄ꛒX
=ꛒ^e/bn,죧맻엺듎뇤쯤좻퇹놾쓚늻냼몬엺듎뇤틬탅쾢,좻뛸퇹놾뻹횵틬믲헟닺욷볤뇤틬뇈뷏쿔훸,벴ꛒ^2ꛁ믲ꛒ^2ꛂ뗄쫽횵뷏듳,틆뚯벫닮뿉틔뇭쪾엺듎뇤틬듳킡,뿉틔춨맽퇹놾뻹횵쓇쎴ꛒ^뗄틆뚯벫닮뿘훆춼살볠뿘엺듎뇤틬ꆣe2νꛒ^ꛁ+1ꛒ^2ꛂ+1ꛒ^2e,틲듋뿘훆쿞맀볆맽bnbbn햭,닺짺탩랢뺯놨맽룟뗄컊쳢튲뻍늻웦맖쇋ꆣ놾컄쯹붨3ꆡ펦폃뻙샽솢뗄X
뿘훆춼,평폚헽좷맀볆쇋뻹횵뗄뇪ힼ닮,뛸뷢뻶쒳웳튵볓릤쒳훖싁뫏뷰냴닄,톡좡늻춬엺듎뗄9쇋탩랢뺯놨룅싊맽룟뗄컊쳢ꆣ엺퇹욷,쎿엺돩좡3룶닺욷,퓚퇹욷훐볤뫍뇟풵솽룶뗘뾼싇쪹폃샛믽뫍뿘훆춼퓚볬닢뻹횵킡욫틆솿쪱뇈랽닢솿웤횱뺶ꆣ닢솿뷡맻볻뇭2ꆣ택맾쳘뿘훆춼룼폐킧,뛸택맾쳘뿘훆춼퓚욫틆뷏듳쪱뇭2ꆡ뫏뷰냴닄뗄횱뺶쫽뻝킧맻룼뫃,맊솪뫏쪹폃택맾쳘뿘훆춼뫍샛믽뫍뿘훆춼볠뿘뻹횵ꆣ엺듎닺욷1(cm)닺욷2(cm)닺욷3(cm)121212샛믽뫍1131001310013109131021310613102(CumulativeSum,볲돆CUSUM)뿘훆춼ퟮ퓧쫇평2121951310112195121991219313102Page쳡돶[12]ꆣ.,.,.뗈죋뛔CUSUM뿘훆춼ퟶ쇋뷸튻늽뗄퇐4131061219212196131051310213108뺿[13215]ꆣ쒿잰,CUSUM뿘훆춼훷튪폐솽훖랽쪽:V쒣냥5131151310513106131071310613102램(Vmask)뫍뇭룱램(T[10]abular)ꆣ뛔솽훖랽램뷸탐뇈뷏뫳랢쿖,뇭룱램뇈V쒣냥램뻟폐7121951219813100121951219212191룼뛠뗄폅뗣ꆣ놾컄닉폃뗄쫇뇭룱램ꆣ8131041310512192121941310913103볙뚨퓚샭쿫쟩뿶쿂,놻닢훊솿쳘헷횵X럾듓헽첬9131001310013109131021310613102럖늼ꆡꆡ룹뻝뇭2훐뗄쫽뻝,춨맽뛠뇤틬럖컶볆쯣뗃떽ꛒ^2eNꆫ(ꛌ,ꛒ2),쟒럖늼뻹횵폫쒿뇪컇뫏ꆣ쇮C+=Max{0,X-(ꛌ=0100168,ꛒ^2ꛂ=0100058,ꛒ^2ꛁ=0100096,쯼쏇퓚ퟜ랽ii0+K)+C+i+1}(10)닮뗄뇈샽럖뇰캪52179%ꆢ18103%ꆢ29118%ꆣ평듋엺듎C-=Max{0,(ꛌi0-K)-X+C-ii-1}(11)뇤틬ꆢ닺욷볤뇤틬뫍닺욷쓚뚼쫇쿔훸뗄,펦룃볠뿘쎿훖돵쪼횵:C+=0,C-=0ii뇤틬뇪ힼ닮ꆣ룹뻝잰쏦뗄뿘훆랽램,컒쏇솪뫏쪹폃택맾C+iꆪꆪꆪ짏떥닠샛볆뫍;C-iꆪꆪꆪ쿂떥닠샛볆뫍쳘뿘훆춼뫍샛믽뫍뿘훆춼볠뿘맽돌뻹횵죧춼2뫍3쯹K쫇퓊욫솿ꆣ죴뻹횵평ꛌ0욯틆훁ꛌ1=ꛌ0+ꛒt쪱,쪾ꆣ춼4ꆫ6럖뇰쫇닺욷쓚뇤틬뿘훆춼ꆢ닺욷볤뿘훆춼쾣췻뿘훆춼쓜벰쪱놨뺯,퓲튻냣좡K=ꛒt/2ꆣ떱C+믲뫍엺듎뇤틬뿘훆춼ꆣiꆤ55ꆤ' 1994-2010 China Academic Journal Electronic Publishing House. All rights reserved.
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