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題名:自我相關環保管制圖的比較研究--以臺北地區空氣污染資料為例
書刊名:中國統計學報
作者:潘浙楠 引用關係陳必達
作者(外文):Pan, J. N.Chen, B. D.
出版日期:2004
卷期:42:1
頁次:頁31-62
主題關鍵詞:ARMA管制圖統計製程管制自我相關環保管制圖時間數列模型ARMA chartAutocorrelated environmental control chartAutoregressive T[feb4]CUSUM residual control chartEWMAStatistical process control
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:2
  • 點閱點閱:21
近年來,台灣地區空氣污染品質控制與監測問題,已引起社會大眾相當程度的重視,目前由環保署所制定評估空氣品質的空氣污染指標 (Pollution Standards lndex,簡稱PSI) 均為事後公佈,並未全然達到事先預警的效果。由於環保資料係經長時間不斷收集而得,本身具有自我相關性,已有學者提出配適原始資料的時間數列模型,若模式配適正確,並假設模式的殘差彼此獨立,即可利用傳統的SPC管制圖監控殘差值,達到監控品質之目的。除了指數平滑移動平均 (EWMA) 及累和 (CUSUM) 之殘差管制圖外,另有學者提出自我迴歸 (AutoregressiveT2) 管制圖與自我迴歸移動平均 (ARMA) 等兩種管制圖。本研究乃針對上述四種管制圖在監控自我相關製程上的表現進行比較分析,以期找出一最適合對空氣品質污染情況作有效監控的環保管制圖。若能在空氣品質出現異常現象的第一時刻即預示警訊,將可降低其可能造成之危害與損失,本研究之成果可作為建立未來空氣品質預警模式的重要參考。
Recently, the air pollution problems in Taiwan have aroused a great public concern. However, the PSI (Pollutant Standards Indices) of air quality stipulated by the EPA (Environmental Protection Administration) of Taiwan has always been announced and posted afterwards, thus it cannot give a timely precaution to the public. Due to the fact that environmental data possess the property of autocorrelation, it will result in an improper decision and unnecessary cost if mistreated as an independent process. The most widely used SPC method for autocorrelated process is residual-based control chart, which involves fitting an appropriate ARMA model to the data and monitoring the residuals. If the model is correct, then the residuals are independent. Consequently, traditional SPC control charts can be used. So far, four different control charts, including EWMA and CUSUM residual control chart, Autoregressive T2 chart and ARMA (Autoregressive moving average) chart have been proposed by researches to monitor autocorrelated data. This study compares the performance of these four control charts for monitoring autocorrelated air pollution data and select the most appropriate one for future use. Hopefully, giving a warning signal in advance, the result of this research could be a useful reference for evaluating environmental performance.
期刊論文
1.Runger, G. C.、Willemain, T. R.、Prabhu, S.(1995)。Average Run Lengths for CUSUM Control Charts Applied to Residuals。Communication in Statistics--theory and Methods,24(1),273-282。  new window
2.Apley, D. W.、Tsung, F.(2002)。The Autoregressive T2 Chart for Monitoring Univariate Autocorrelated Processes。Journal of Quality Technology,34,80-89。  new window
3.Corbett, C. J.、Pan, J. N.(2002)。Evaluating Environment Performance Using Statistical Process Control Techniques。European Journal of Operational Research,139,68-83。  new window
4.Harris, T. J.、Ross, W. H.(1991)。Statistical Process Control Procedure for Correlated Observations。Canadian Journal of Chemical Engineering,69,48-57。  new window
5.Lu, C. W.、Rynolds, M. R.(1999)。CUSUM Charts for Monitoring An Autocorrelated Processes。Journal of Quality Technology,31,166-188。  new window
6.Paolo, Z.(1990)。Time Series Analysis of Venice Air Quality Data。Journal of Environmental Protection,23,125-134。  new window
7.Reynolds, M. R.、Arnold, J. C.、Baik, J. W.(1996)。Variable Sampling Internal (average)X Charts in the Presences of Correlation。Journal of Quality Technology,28,12-30。  new window
8.吳柏林、廖敏治(19930900)。大臺北都會區空氣污染指標之時空數列分析。中國統計學報,31(2),139-167。new window  延伸查詢new window
9.Adams, B. M.、Tseng, L. T.(1998)。Robustness of Forecast-based Monitoring Schemes。Journal of Quality Technology,30(4),328-329。  new window
10.Jiang, W.、Tsui, K. L.、Woodall, W. H.(2000)。A New SPC Monitoring Method: the ARMA Chart。Technometrics,42,399-410。  new window
11.Lu, C. W.、Reynolds, M. R. Jr.(1999)。EWMA Control Charts for Monitoring the Mean of Autocorrelated Processes。Journal of Quality Technology,31,166-188。  new window
12.Lucas, J. M.、Saccucci, M. S.(1990)。Exponentially Weighted Moving Average Control Scheme: Properties and Enhancements。Technometrics,32,1-12。  new window
13.Montgomery, D. C.、Mastrangelo, C. M.(1991)。Some Statistical Process Control for Autocorrelation Data。Journal of Quality Technology,23,179-193。  new window
14.Wardell, D. G.、Moskowitz, H.、Palnte, R. D.(1994)。Run-length Distributions of Special-cause Control Charts for Correlated Processes。Technometrics,36,3-17。  new window
15.Zhang, N. F.(1998)。A Statistical Control Chart for Stationary Process Data。Technometrics,40(1),24-38。  new window
16.Alwan, L. C.、Roberts, H. V.(1988)。Time-series modeling for statistical process control。Journal of Business and Economic Statistics,6(1),87-95。  new window
會議論文
1.Alwan, A. J.、Alwan, L. C.(1994)。Monitoring Autocorrelated Processes Using Multivariate Quality Control Charts。The Decision Sciences Institute Annual Meeting,2106-2108。  new window
2.Krieger, C. A.、Champ, C. W.、Alwan, L. C.(1992)。Monitoring an Autoregressive Process。The Pittsburgh Conference on Modeling and Simulation。Pittsburgh, PA。  new window
研究報告
1.呂世宗(1988)。 大都會區空氣品質污染潛勢預測之研究,第一階段:台北地區。台北。  延伸查詢new window
學位論文
1.藺超華(1993)。板橋地區空氣污染預測模式之探討(碩士論文)。國立政治大學。  延伸查詢new window
圖書
1.Box, George E. P.、Jenkins, Gwilym M.、Reinsel, Gregory C.(1994)。Time Series Analysis: Forecasting and Control。San Francisco, CA:Holden-Day。  new window
2.林茂文(1992)。時間數列分析與預測。臺北:華泰書局。  延伸查詢new window
其他
1.台北市政府環境保護局(2001)。空氣品質改善計劃規劃整合暨成效評核計劃,台北市政府環境保護局。  延伸查詢new window
2.行政院環境保護署(2002)。臺灣地區空氣品質長期趨勢分析,行政院環境保護署。  延伸查詢new window
3.行政院環境保護署(2000)。臺灣地區空氣污染防制總檢討,行政院環境保護署。  延伸查詢new window
 
 
 
 
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